{"schemaVersion":1,"ticker":"JHMM","asOf":"2026-10-30","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/jhmm/","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, JHMM against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/jhmm/"},"benchmark":{"ticker":"IWV","name":"Russell 3000 Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"JHMM","b":"IWV","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":2.18939861,"b":3.21745185,"edge":"IWV","lead":"IWV"},"annualised":{"a":0.11018384,"b":0.13849294,"edge":"IWV","lead":"IWV"},"price":{"a":1.84054054,"b":2.58033553,"edge":"IWV","lead":"IWV"},"volatility":{"a":0.19020995,"b":0.17113813,"edge":"IWV","lead":"IWV"},"downsideDeviation":{"a":0.13328124,"b":0.11931577,"edge":"IWV","lead":"IWV"},"maxDrawdown":{"a":-0.38640297,"b":-0.32721016,"edge":"IWV","lead":"IWV","aPeak":"2020-02-14","aTrough":"2020-03-20","bPeak":"2020-02-14","bTrough":"2020-03-20"},"excess":{"a":0.09981862,"b":0.12156608,"edge":"IWV","lead":"IWV"},"sharpe":{"a":0.5247813,"b":0.71033899,"edge":"IWV","lead":"IWV"},"sortino":{"a":0.74893232,"b":1.01886012,"edge":"IWV","lead":"IWV"},"calmar":{"a":0.28515267,"b":0.42325378,"edge":"IWV","lead":"IWV"}},"relative":{"JHMM":{"on":"IWV","beta":1.05194633,"r2":0.89580658,"alpha":-0.02806237,"alphaT":-1.51383782,"alphaLow":-0.06447133,"alphaHigh":0.00834658,"upsideCapture":0.94533599,"downsideCapture":1.01063739,"treynor":0.09488946,"trackingError":0.06203815,"informationRatio":-0.35054978,"upWeeks":338,"downWeeks":239,"treynorReference":0.12156608,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"IWV (slight)","lead":"IWV"},"downsideCapture":{"edge":"Tie"},"treynor":{"edge":"IWV","lead":"IWV"},"informationRatio":{"edge":null,"lead":"IWV","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"JHMM":{"kept":"2026-11-01","distributions":22,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":577,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":2.18939861}},"IWV":{"kept":"2026-11-01","distributions":45,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":577,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":3.21745185}}}}