John Hancock Multifactor Small Cap ETF (JHSC US) – Portfolio Construction MethodologyThe underlying John Hancock Dimensional Small Cap Index delivers a systematic US small-cap portfolio drawn from free-float-adjusted operating companies listed on major US exchanges. Size is defined as market caps smaller than the 750th largest US company while excluding the smaller of the 1,350th largest name or the bottom 2.5% of US free-float market cap, curbing micro-cap tail risk and trading frictions. Within this unive ...