John Hancock Risk Adjusted Performance
| JHID ETF | | | 41.90 0.11 0.26% |
Risk-Adjusted Performance (RAP) measures the return an equity would have generated if it carried the same total risk (standard deviation) as the market. Derived from the Sharpe Ratio, RAP is expressed in percentage terms, making direct comparison across assets with different volatility profiles straightforward. Below is John Hancock's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
John Hancock registers a Risk Adjusted Performance of 0.0947, reflecting positive but modest risk-adjusted return. John Hancock has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0947 | |
Risk Adjusted Performance Peers Comparison
The peer group averages 0.08 for Risk Adjusted Performance, with John Hancock at 0.0947 falling above that level. Readings span -0.0884 (WHITEWOLF Publicly Listed) to 0.1977 (ProShares Equities for). John Hancock's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Risk Adjusted Performance Relative To Other Indicators
The chart below plots Risk Adjusted Performance against Maximum Drawdown for John Hancock and its peers. Each point represents one equity — position along the horizontal axis shows Risk Adjusted Performance while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
With Risk Adjusted Performance at
0.09 and Maximum Drawdown at
5.61 , John Hancock shows a
59.25 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for John Hancock.
Methodology, Assumptions & Data Sources
The current Risk Adjusted Performance for John Hancock is 0.0947. This Risk Adjusted Performance reading for John Hancock results from applying the indicator's calculation rules to price and volume data over the selected window. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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