JHMC

John Hancock Multifactor Consumer Discretionary ETF
*Unless otherwise stated, data provided by FactSet.

JHMC Fund Description

JHMC tracks an index of US consumer discretionary stocks, weighted for exposure to four factors: small size, low relative price, high profitability and high momentum.

JHMC Factset Analytics Insight

JHMC is one of a suite from John Hancock, a long-established insurance company that expanded in to ETFs. The suite represents the first foray into ETFs for sub-advisor Dimensional Fund Advisors (DFA), one of the pioneers of factor-based investing, which has historically limited its products to certain institutions and advisors. JHMC reweights the universe of US consumer cyclical stocks, emphasizing exposure to four factors: size, value, profitability and momentum that research has linked to higher returns. The fund is reconstituted and rebalanced semi-annually.

JHMC MSCI ESG Analytics Insight

John Hancock Multifactor Consumer Discretionary ETF has an MSCI ESG Fund Rating of A based on a score of 6.53 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. John Hancock Multifactor Consumer Discretionary ETF ranks in the 62nd percentile within its peer group and in the 77th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

JHMC MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 09/15/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
JHMC -1.05% 3.30% 15.50% 35.95% 17.94% 17.21% --
JHMC (NAV) -0.44% 4.54% 16.33% 35.95% 18.16% 17.25% --
John Hancock Dimensional Consumer Discretionary Index -0.40% 4.65% 16.68% 36.58% 18.64% 17.75% 17.23%
Thomson Reuters US Cyclicals -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

JHMC Summary Data

Manulife
John Hancock
09/28/15
Open-Ended Fund
0.40%
$26.96M
$388.92K
0.18%

JHMC Portfolio Data

$189.89B
52.76
8.25
0.38%
N/A
113

JHMC Index Data

Multi-Factor
Market Cap
Thomson Reuters US Cyclicals

JHMC Portfolio Management

0.40%
-0.64%
-0.42%
-1.11%

JHMC Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

JHMC Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
High
Daily

JHMC Factset Analytics Block Liquidity

As of 09/16/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of JHMC. JHMC is rated a 5 out of 5.

JHMC Tradability

7,342
$388.92K
974
$51.90K
0.18%
$0.10
0.02%
1.17% / -0.28%
None
100.00%
10,000
0.10
0.10%
0.00%
0
$53.21
5

JHMC Sector/Industry Breakdown


JHMC
Segment Benchmark
26.61%
14.46%
20.18%
14.34%
16.81%
31.67%
10.95%
13.63%
8.35%
5.45%
4.61%
--
3.63%
1.96%
2.18%
--
1.76%
1.06%
1.76%
--

JHMC Top 10 Holdings[View All]

Tesla Inc 5.42%
eBay Inc. 3.11%
34.70%

JHMC Countries


JHMC
Segment Benchmark
100.00%
100.00%

JHMC Regions


JHMC
Segment Benchmark
100.00%
100.00%

JHMC Economic Development


JHMC
Segment Benchmark
100.00%
100.00%

JHMC Performance Statistics

0.85
0.94
0.96
0.94
0.45%
Thomson Reuters US Cyclicals

JHMC MSCI ESG Ratings

6.53 / 10
77.44
61.75
4.73%
0.77%
54.29

JHMC Benchmark Comparison Holdings

113
376
96
50.05%

JHMC Benchmark Comparison Summary


JHMC
Segment Benchmark
113
376
$189.89B
$531.02B
52.76
50.08
8.25
7.33
0.64%
0.65%
Low
High

JHMC Benchmark Comparison Market Cap Size


JHMC
Segment Benchmark
80.34%
87.82%
19.57%
9.86%
0.09%
2.14%
0.00%
0.18%