John Hancock Multifactor Emerging Markets ETF (JHEM)
Seasonality Analysis
John Hancock Multifactor Emerging Markets ETF Annual Seasonality Statistics
John Hancock Multifactor Emerging Markets ETF Monthly Seasonality Performance
| Month | Avg Return | Win Rate | Strength |
|---|---|---|---|
| January | 1.76% | Strong | |
| February | -0.84% | Very Weak | |
| March WORST | -2.87% | Weak | |
| April | 1.67% | Weak | |
| May | 1.21% | Moderate | |
| June | 0.73% | Moderate | |
| July | 0.51% | Moderate | |
| August | 0.18% | Moderate | |
| September | -0.55% | Weak | |
| October | -1.80% | Very Weak | |
| November BEST | 3.21% | Weak | |
| December | 0.05% | Moderate |
John Hancock Multifactor Emerging Markets ETF 2026 vs Historical Pattern
John Hancock Multifactor Emerging Markets ETF Interactive Seasonality Chart
John Hancock Multifactor Emerging Markets ETF Pattern Scanner
John Hancock Multifactor Emerging Markets ETF Seasonal Historical Performance
About John Hancock Multifactor Emerging Markets ETF (JHEM) Seasonality
John Hancock Multifactor Emerging Markets ETF (JHEM) has been analyzed using 8 years of historical data to identify seasonal patterns. Classified under ETFs, John Hancock Multifactor Emerging Markets ETF shows distinct seasonal tendencies based on historical data.
The strongest month for John Hancock Multifactor Emerging Markets ETF is historically November, with an average return of 3.21% and a win rate of 50%. Conversely, March tends to be the weakest month, averaging -2.87% return.
Looking at the full calendar year, John Hancock Multifactor Emerging Markets ETF has an average annual return of 3.26% with an overall monthly win rate of 54.2%. Out of 12 months, 8 typically show positive average returns.
The seasonal pattern for John Hancock Multifactor Emerging Markets ETF has a consistency score of 54.5 (Fair), based on 9 years of data. Higher consistency means the seasonal pattern has been more reliable across different market conditions.
John Hancock Multifactor Emerging Markets ETF Seasonality FAQ
What is the best month to buy John Hancock Multifactor Emerging Markets ETF (JHEM)?
Historically, November has been the best month for John Hancock Multifactor Emerging Markets ETF, with an average return of 3.21% and a win rate of 50%. However, past performance does not guarantee future results.
What is the worst month for John Hancock Multifactor Emerging Markets ETF (JHEM)?
Based on historical data, March has been the weakest month for John Hancock Multifactor Emerging Markets ETF, with an average return of -2.87%. This is a historical observation and does not guarantee future results.
How reliable is JHEM seasonality data?
The seasonality analysis for John Hancock Multifactor Emerging Markets ETF is based on 8 years of historical price data. While seasonal patterns can provide useful insights, they should be combined with other forms of analysis. Past patterns do not guarantee future performance.
How can I use John Hancock Multifactor Emerging Markets ETF seasonality in my trading?
Use John Hancock Multifactor Emerging Markets ETF (JHEM) seasonality as one factor in your analysis. Identify historically strong and weak months, combine with other research methods. SeasOptima provides premium tools including interactive charts, pattern scanning, and historical performance data for deeper analysis.