Jhancock Diversified Macro Fund Class R6 (JDJRX) Fund Details & Analysis

Fund Information

Fund Category Macro Trading

Fund Family John Hancock

Fund Style Large Blend

ISIN US47803N4979

CUSIP 47803N497

Inception Date -

Domicile -

Country USA

Fiscal Year End -

NAV Chart

Fund Metrics

Net Assets $215.57 Million

Share Class Net Assets $-

Expense Ratio 1.25%

Expense Ratio Date -

Dividend Yield 0.00%

Morning Star Rating -

Morning Star Risk Rating -

Morning Star Category -

Performance

YTD Return 10.42%

1-Year Return 9.33%

3-Year Return 1.88%

5-Year Return 3.47%

NAV $9.22

Previous Close Price $9.24

Last Update 2026-03-31

Dividend Information

Dividend Yield 0.00%

Dividend (ttm) 0.17

Dividend Growth -58.12%

Payout Frequency Annual

Ex-Dividend Date n/a

Ratings

Morning Star Rating -

Morning Star Risk Rating -

Morning Star Category -

Beta (5Y) 1.23

About JHancock Diversified Macro Fund Class R6

The fund pursues its investment objective by utilizing a multi-asset, quantitatively-driven investment strategy that seeks to provide exposure to diversified sources of return. The manager will allocate the fund's assets across a range of asset classes comprising equities, fixed income, foreign currencies, and commodities. The fund is generally intended to have a low correlation to the equity and bond markets.

Detailed Metrics

Market Cap Distribution

AverageMarketCap 257297.50%

Giant %

Large %

Medium %

Micro %

Small %

Value & Growth Metrics

Book-Value Growth % 3.52%

Cash-Flow Growth % 1.89%

Dividend Yield % 1.79%

Historical Earnings % 5.00%

Long-Term Earnings % 10.01%

Asset Allocation

Type	Net %	Long %	Short %	Category Average	benchmark
Bond	61.65%	70.23%	8.58%	237.13%	77.27%
Cash	22.98%	23.12%	0.14%	264.90%	0.00%
Non US Stock	2.79%	4.02%	1.23%	26.45%	8.35%
Not Classified	0.00%	0.00%	0.00%	0.02%	0.00%
Other	3.45%	3.45%	0.00%	11.06%	2.01%
US Stock	9.12%	9.14%	0.02%	115.28%	12.37%

Top Holdings

Name	Weight	Owned	Change
UNITED STATES TREASURY BILL 09/24 0.00000	4.91%	-	-
UNITED STATES TREASURY BILL 08/24 0.00000	7.07%	-	-
TREASURY BILL	8.76%	-	-
UNITED STATES TREASURY BILL 11/24 0.00000	4.98%	-	-
Sold USD /Bought JPY	0.54%	-	-
UNITED STATES TREASURY BILL 02/25 0.00000	7.77%	-	-
UNITED STATES TREASURY BILL 03/25 0.00000	7.11%	-	-
COFFEE 'C' FUTURE 0325	0.53%	-	-
DAX INDEX FUTURE 0325	0.48%	-	-
UNITED STATES TREASURY BILL 11/25 0.00000	10.56%	-	-
UNITED STATES TREASURY BILL 12/25 0.00000	15.30%	-	-
Sold JPY /Bought USD	0.77%	-	-
LOW SU GASOIL G 1225	0.29%	-	-
Sold CAD /Bought USD	0.23%	-	-
Sold NZD /Bought USD	0.23%	-	-
Sold EUR /Bought USD	0.22%	-	-
UNITED STATES TREASURY BILL 02/26 0.00000	13.03%	-	-
TOPIX INDX FUTR 0326	0.52%	-	-
Sold USD /Bought CHF	0.45%	-	-
Sold USD /Bought EUR	0.40%	-	-
LME COPPER FUTURE 0326	0.30%	-	-
SILVER FUTURE 0326	0.25%	-	-
Sold USD /Bought MXN	0.23%	-	-

See the full breakdown of JDJRX fund's asset allocation and top holdings .

Sector Weights

Category	Subcategory	Amount %	Category Avg	Stocks %	Benchmark
Bond Sector	Cash and Equivalents	0.00%	34.38%	0.17%	0.00%
Bond Sector	Corporate	0.00%	0.21%	0.00%	18.76%
Bond Sector	Derivative	0.00%	16.44%	2.39%	0.00%
Bond Sector	Government	0.00%	48.84%	97.44%	52.48%
Bond Sector	Municipal	0.00%	0.00%	0.00%	0.03%
Bond Sector	Securitized	0.00%	0.12%	0.00%	28.74%
Cyclical	Basic Materials	0.00%	0.00%	0.00%	4.60%
Cyclical	Consumer Cyclical	0.00%	0.00%	0.00%	8.19%
Cyclical	Financial Services	0.00%	0.00%	0.00%	18.76%
Cyclical	Real Estate	0.00%	0.00%	0.00%	8.21%
Defensive	Consumer Defensive	0.00%	0.00%	0.00%	4.98%
Defensive	Healthcare	0.00%	0.00%	0.00%	8.87%
Defensive	Utilities	0.00%	0.00%	0.00%	3.13%
Sensitive	Communication Services	0.00%	0.00%	0.00%	4.78%
Sensitive	Energy	0.00%	0.00%	0.00%	4.82%
Sensitive	Industrials	0.00%	0.00%	0.00%	12.05%
Sensitive	Technology	0.00%	0.00%	0.00%	21.61%

World Regions

Region	Subregion	Category Average	Stocks Percent	Benchmark
Americas	Latin America	-	-	1.14%
Americas	North America	-	-	63.16%
Greater Asia	Asia Developed	-	-	5.29%
Greater Asia	Asia Emerging	-	-	4.18%
Greater Asia	Australasia	-	-	1.92%
Greater Asia	Japan	-	-	6.81%
Greater Europe	Africa/Middle East	-	-	1.26%
Greater Europe	Europe Developed	-	-	12.43%
Greater Europe	Europe Emerging	-	-	0.29%
Greater Europe	United Kingdom	2.08%	29.26%	3.52%

Dividend History

Date	Amount	Unadjusted Amount	Currency	Declaration Date	Record Date	Payment Date	Period
2024-12-20	$0.049	$0.049	USD	-	-	-	-
2023-12-19	$0.154	$0.154	USD	-	2023-12-18	2023-12-20	Other
2022-12-19	$1.019	$1.019	USD	2022-12-19	2022-12-16	2022-12-20	Annual
2021-12-17	$0.317	$0.317	USD	2021-12-17	2021-12-16	2021-12-20	Annual
2020-12-18	$0.205	$0.205	USD	2020-12-18	2020-12-17	2020-12-21	Annual

View the full dividend history for JDJRX.

JHancock Diversified Macro Fund Class R6 NMFQS:JDJRX