{"schemaVersion":1,"ticker":"JHSC","asOf":"2026-10-30","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/jhsc/","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, JHSC against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/jhsc/"},"benchmark":{"ticker":"IWV","name":"Russell 3000 Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"JHSC","b":"IWV","window":{"from":"2017-11-17","to":"2026-10-30","firstReturn":"2017-11-24","weeklyReturns":467,"years":8.95,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.02719799,"perWeek":0.0005230382,"days":2237,"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":1.06244376,"b":2.18124783,"edge":"IWV","lead":"IWV"},"annualised":{"a":0.08394225,"b":0.13753233,"edge":"IWV","lead":"IWV"},"price":{"a":0.88168549,"b":1.80531031,"edge":"IWV","lead":"IWV"},"volatility":{"a":0.22397808,"b":0.18273003,"edge":"IWV","lead":"IWV"},"downsideDeviation":{"a":0.15828721,"b":0.12780262,"edge":"IWV","lead":"IWV"},"maxDrawdown":{"a":-0.4092827,"b":-0.32721016,"edge":"IWV","lead":"IWV","aPeak":"2020-01-17","aTrough":"2020-03-20","bPeak":"2020-02-14","bTrough":"2020-03-20"},"excess":{"a":0.07872751,"b":0.11863554,"edge":"IWV","lead":"IWV"},"sharpe":{"a":0.35149648,"b":0.64923942,"edge":"IWV","lead":"IWV"},"sortino":{"a":0.49737126,"b":0.92827161,"edge":"IWV","lead":"IWV"},"calmar":{"a":0.20509602,"b":0.42031802,"edge":"IWV","lead":"IWV"}},"relative":{"JHSC":{"on":"IWV","beta":1.10770347,"r2":0.81668742,"alpha":-0.05268549,"alphaT":-1.63803372,"alphaLow":-0.11589002,"alphaHigh":0.01051903,"upsideCapture":0.96351275,"downsideCapture":1.04974705,"treynor":0.07107273,"trackingError":0.09789494,"informationRatio":-0.40766185,"upWeeks":269,"downWeeks":198,"treynorReference":0.11863554,"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":"IWV (slight)","lead":"IWV"},"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":{"JHSC":{"kept":"2026-11-01","distributions":17,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":467,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.06244376}},"IWV":{"kept":"2026-11-01","distributions":36,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":467,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":2.18124783}}}}