John Hancock Risk Adjusted Performance
| JHMD ETF | | | USD 44.17 0.21 0.48% |
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
At 0.0473, John Hancock exhibits positive but modest risk-adjusted return in Risk Adjusted Performance. John Hancock has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0473 | |
Risk Adjusted Performance Peers Comparison
John Hancock's Risk Adjusted Performance of 0.0473 falls below the 0.05 peer average. Values range from -0.0227 (iShares MSCI Chile) to 0.0867 (John Hancock Multifactor), with wide dispersion across the group. John Hancock's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
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
0.05 and Maximum Drawdown at
5.32 , John Hancock shows a
112.47 -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 0.0473. 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. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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