Manulife Multifactor Competition

MINT-B Etf

CAD 41.13 -0.36 -0.87%

Manulife Multifactor operates alongside Manulife Multifactor, Manulife Smart, Manulife Smart, Manulife Multifactor, and Manulife Smart and other firms in the same space. This provides context for comparative analysis. Peer comparison for Manulife Multifactor provides quick context before deeper valuation work.

Manulife Multifactor and Manulife Smart Correlation Overview

Almost no diversification

For the present investment horizon, the measured correlation between MINT-B and UDIV stands at 0.91, or Almost no diversification. This matters because lower overlap can improve diversification, while higher overlap leaves more of the same risk inside the portfolio.

Moving together with Manulife Etf

0.79	XIU	iShares SAMPPTSX	Pair Corr
0.81	XIC	iShares Core SAMPPTSX	Pair Corr
0.94	ZAG	BMO Aggregate Bond	Pair Corr
0.94	XBB	iShares Canadian Universe	Pair Corr

Moving against Manulife Etf

0.77	HXD	BetaPro SAMPPTSX	Pair Corr
0.7	HED	BetaPro SAMPPTSX Capped	Pair Corr
0.58	HBLK	Blockchain Technologies	Pair Corr
0.44	ZID	BMO MSCI India	Pair Corr

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Mean reversion opportunities in Manulife Multifactor's arise when market prices disconnect from fundamental anchors such as earnings, book value, or historical price-to-earnings multiples.

Hype

Prediction

Low	Estimated	High
40.04	41.12	42.20

Details

Intrinsic

Valuation

Low	Real	High
40.36	41.44	42.52

Details

Naive

Forecast

Low	Next	High
38.25	39.33	40.42

Details

Bollinger

Band Projection (param)

Lower	Middle Band	Upper
40.79	43.18	45.57

Details

Relative analysis of Manulife Multifactor against direct competitors reveals whether Manulife Multifactor's current valuation reflects a genuine competitive advantage or simply market-wide multiple expansion that applies to all sector peers.

Manulife Multifactor Competition Correlation Matrix

Correlation analysis between Manulife Multifactor Developed and its competitors helps investors understand whether diversification is real or only superficial inside the same peer group. This matrix is most informative when investors want to know whether adding another peer would improve diversification, increase crowding, or leave total risk largely unchanged.

	MFUN	MUMC	IDEF-B	MCOR	TERM	CBND	MINT	UDIV
MFUN		0.42	0.15	0.0	0.29	0.38	0.34	0.37	MFUN
MUMC	0.42		0.64	0.0	0.91	0.93	0.91	0.9	MUMC
IDEF-B	0.15	0.64		0.0	0.7	0.62	0.73	0.7	IDEF-B
MCOR	0.0	0.0	0.0		0.0	0.0	0.0	0.0	MCOR
TERM	0.29	0.91	0.7	0.0		0.97	0.95	0.92	TERM
CBND	0.38	0.93	0.62	0.0	0.97		0.94	0.92	CBND
MINT	0.34	0.91	0.73	0.0	0.95	0.94		0.96	MINT
UDIV	0.37	0.9	0.7	0.0	0.92	0.92	0.96		UDIV
	MFUN	MUMC	IDEF-B	MCOR	TERM	CBND	MINT	UDIV

High positive correlations

CBND	+ 0.97	TERM
UDIV	+ 0.96	MINT
MINT	+ 0.95	TERM
MINT	+ 0.94	CBND
CBND	+ 0.93	MUMC
UDIV	+ 0.92	TERM

High negative correlations

UDIV	- 0.0	MCOR
MINT	- 0.0	MCOR
CBND	- 0.0	MCOR
TERM	- 0.0	MCOR
MCOR	- 0.0	IDEF-B
MCOR	- 0.0	MUMC

Manulife Multifactor Constituents Risk-Adjusted Indicators

There is a big difference between Manulife Etf performing well and Manulife Multifactor ETF doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Manulife Multifactor's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
MFUN	0.41	-0.03	0.00	-0.15	0.00	0.00	0.76	-0.93	3.72
MUMC	0.77	0.03	0.05	0.02	1.03	-0.90	1.60	-1.42	8.53
IDEF-B	0.59	0.15	0.12	3.63	0.47	-2.59	1.00	-0.96	12.75
MCOR	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
TERM	0.09	0.00	0.24	0.07	0.05	-0.13	0.21	-0.20	0.62
CBND	0.14	0.00	0.18	0.00	0.15	-0.18	0.22	-0.43	0.98
MINT	0.51	0.07	0.11	0.11	0.69	-0.51	0.96	-1.09	4.14
UDIV	0.64	0.07	0.10	0.06	0.76	-0.67	1.25	-1.19	4.37

Manulife Multifactor Competitive Analysis

Better Than Average

Worse Than Peers

View Performance Chart

	MINT-B	MFUN	MUMC	IDEF-B	TERM	CBND	MINT	UDIV
	0.87 41.13 Manulife	0.09 10.55 Manulife	1.13 48.12 Manulife	1.13 14.93 Manulife	0.21 9.73 Manulife	0.43 9.16 Manulife	0.11 44.68 Manulife	0.81 14.67 Manulife
Market Volatility (90 Days Market Risk)	Very Low	Very Low	Very Low	Very Low	Very Low	Very Low	Very Low	Very Low
Market Performance (90 Days Performance)	Soft	Weak	Weak	Moderate	Mild	Weak	Contained	Mild
Odds of Financial Distress (Probability Of Bankruptcy)	Low	Fair	Low	Fair	Low	Low	Low	Low
Current Valuation (Equity Enterprise Value)	Fairly Valued	Fairly Valued	Fairly Valued	Under Valued	Fairly Valued	Fairly Valued	Fairly Valued	Under Valued
Buy or Sell Analysis (Average Analysts Consensus)	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available
Trade Advice (90 Days Macroaxis Advice)	Hold	Hold	Strong Hold	Strong Buy	Hold	Hold	Strong Hold	Buy
Equity Positions Weight	99.52 %	N/A	99.31 %	N/A	N/A	N/A	98.20 %	99.30 %
Three Year Return	1.75 %	N/A	12.30 %	N/A	5.40 %	5.80 %	16.40 %	10.70 %
Net Asset	518.88 M	N/A	16.09 M	N/A	517.71 M	N/A	89.6 M	100.86 M
Annual Yield	N/A	N/A	N/A	N/A	N/A	N/A	0.03 %	N/A
Five Year Return	N/A	N/A	6.20 %	N/A	2.60 %	2.30 %	12.40 %	7.50 %
One Year Return	0.05 %	N/A	17.90 %	N/A	3.30 %	3.40 %	21.60 %	19.10 %
Last Dividend Paid	0.46	N/A	0.18	N/A	N/A	N/A	0.47	N/A
Bond Positions Weight	N/A	N/A	N/A	N/A	74.25 %	N/A	N/A	N/A
Beta	0.96	N/A	1.06	0.81	0.98	0.97	0.74	0.78
Day Typical Price	41.11	10.57	48.12	14.95	9.73	9.16	44.68	14.67
Accumulation Distribution	0.0012	48.78	N/A	0.004	276.5	3.93	2.66	11.14
Market Facilitation Index	0.05	0.0	N/A	0.06	0.0	0.0	2.0E-4	0.0
Daily Balance Of Power	-7.20	-0.14	0	-2.83	0.5	-4.00	-0.29	-3.00
Period Momentum Indicator	-0.36	-0.01	-0.55	-0.17	0.02	-0.04	-0.05	-0.12
Rate Of Daily Change	0.99	1.0	0.99	0.99	1.0	1.0	1.0	0.99
Day Median Price	41.11	10.59	48.12	14.96	9.73	9.16	44.68	14.67
Price Action Indicator	-0.15	-0.04	-0.28	-0.12	0.01	-0.03	-0.02	-0.06
Coefficient Of Variation	2176.75	-1,736	5746.84	965.73	1131.78	1883.29	1175.78	1631.07
Mean Deviation	0.817	0.4061	0.7706	0.5878	0.0912	0.1428	0.5115	0.643
Jensen Alpha	0.0511	-0.03	0.0323	0.1526	0.0017	0.0043	0.0682	0.0698
Total Risk Alpha	0.1046	-0.01	0.0723	0.2382	0.008	0.0109	0.0863	0.0847
Sortino Ratio	0.0683	N/A	0.0476	0.1249	0.2431	0.1778	0.1089	0.0976
Downside Variance	1.6	N/A	1.3	2.45	0.0356	0.0639	0.7248	0.7432
Standard Deviation	1.12	0.5642	1.12	1.55	0.1247	0.1909	0.6809	0.8047
Kurtosis	1.01	2.68	4.84	21.54	1.26	0.6443	2.72	0.3008
Potential Upside	1.83	0.7583	1.6	1.0	0.206	0.2188	0.9635	1.25
Treynor Ratio	0.1917	-0.15	0.0185	3.63	0.0692	0.0015	0.1057	0.0579
Maximum Drawdown	6.12	3.72	8.53	12.75	0.6173	0.9818	4.14	4.37
Variance	1.25	0.3183	1.25	2.41	0.0155	0.0364	0.4637	0.6475
Market Risk Adjusted Performance	0.2017	-0.14	0.0285	3.64	0.0792	0.0115	0.1157	0.0679
Risk Adjusted Performance	0.0394	-0.05	0.0167	0.0872	0.0165	0.0106	0.0659	0.0489
Skewness	-0.59	-0.44	-0.01	3.96	-0.78	-0.30	-1.06	0.1131
Semi Deviation	1.14	N/A	1.03	0.4727	0.0453	0.1497	0.6914	0.7566
Information Ratio	0.077	0.0041	0.0486	0.126	0.3677	0.2355	0.1362	0.1046
Value At Risk	-2.22	-0.93	-1.42	-0.96	-0.20	-0.43	-1.09	-1.19
Expected Short fall	-0.84	N/A	-0.90	-2.59	-0.13	-0.18	-0.51	-0.67
Downside Deviation	1.26	N/A	1.14	1.57	0.1886	0.2529	0.8514	0.8621
Semi Variance	1.3	N/A	1.06	0.2234	0.002	0.0224	0.4781	0.5724

Peer Performance Charts

How to Analyze Manulife Multifactor Against Peers

Manulife Multifactor's peer analysis compares Manulife Multifactor with related companies to put valuation, quality, and risk metrics in context. This helps determine whether recent performance is company-specific or broadly sector-driven. A practical workflow includes:

Set a relevant peer group: Include direct competitors and close alternatives with comparable business exposure.
Benchmark core financials: Compare profitability, growth, capital structure, and cash flow quality.
Check valuation dispersion: Review whether Manulife Multifactor trades at a premium or discount versus peers and why.
Evaluate risk profile: Compare volatility, drawdowns, and correlation to avoid false diversification assumptions.
Document the thesis: Record where Manulife Multifactor leads or lags and what catalysts could close or widen the gap.

Use this as an educational baseline, then validate conclusions with current filings, market conditions, and portfolio objectives.

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Manulife Multifactor Competition

Manulife Multifactor and Manulife Smart Correlation Overview

Almost no diversification

Moving together with Manulife Etf

Moving against Manulife Etf

Specify up to 10 symbols:

Manulife Multifactor Competition Correlation Matrix

High positive correlations

High negative correlations

Manulife Multifactor Constituents Risk-Adjusted Indicators

Manulife Multifactor Competitive Analysis

Peer Performance Charts

How to Analyze Manulife Multifactor Against Peers

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