{"schemaVersion":1,"ticker":"JHML","asOf":"2026-10-30","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/jhml/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-30","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, JHML against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/jhml/"},"benchmark":{"ticker":"IWB","name":"Russell 1000 Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"JHML","b":"IWB","window":{"from":"2015-10-09","to":"2026-10-30","firstReturn":"2015-10-16","weeklyReturns":577,"years":11.06,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.02304949,"perWeek":0.0004432595,"days":2764,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":3.01434913,"b":3.34761977,"edge":"IWB (slight)","lead":"IWB"},"annualised":{"a":0.13344015,"b":0.14161606,"edge":"IWB (slight)","lead":"IWB"},"price":{"a":2.45028791,"b":2.67155556,"edge":"IWB (slight)","lead":"IWB"},"volatility":{"a":0.16852152,"b":0.17044539,"edge":"Tie"},"downsideDeviation":{"a":0.11801025,"b":0.11863298,"edge":"Tie"},"maxDrawdown":{"a":-0.34193999,"b":-0.32709333,"edge":"IWB (slight)","lead":"IWB","aPeak":"2020-02-14","aTrough":"2020-03-20","bPeak":"2020-02-14","bTrough":"2020-03-20"},"excess":{"a":0.11668188,"b":0.12419602,"edge":"IWB (slight)","lead":"IWB"},"sharpe":{"a":0.6923856,"b":0.72865576,"edge":"IWB (slight)","lead":"IWB"},"sortino":{"a":0.98874353,"b":1.0468928,"edge":"IWB (slight)","lead":"IWB"},"calmar":{"a":0.39024435,"b":0.43295307,"edge":"IWB (slight)","lead":"IWB"}},"relative":{"JHML":{"on":"IWB","beta":0.97772827,"r2":0.97790376,"alpha":-0.00474808,"alphaT":-0.62762853,"alphaLow":-0.0196067,"alphaHigh":0.01011054,"upsideCapture":0.93036822,"downsideCapture":0.97126007,"treynor":0.11933978,"trackingError":0.02533639,"informationRatio":-0.29657503,"upWeeks":341,"downWeeks":236,"treynorReference":0.12419602,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"IWB (slight)","lead":"IWB"},"downsideCapture":{"edge":"JHML (slight)","lead":"JHML"},"treynor":{"edge":"IWB (slight)","lead":"IWB"},"informationRatio":{"edge":null,"lead":"IWB","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"JHML":{"kept":"2026-11-01","distributions":22,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":577,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":3.01434913}},"IWB":{"kept":"2026-11-01","distributions":45,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":577,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":3.34761977}}}}