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First Trust Horizon Managed Volatility Developed Intl ETF (HDMV)

ETF · Currency in USD
ISIN
US33739P8712
CUSIP
33739P871
Issuer
First Trust
Inception Date
Aug 24, 2016
Region
Developed Markets (Broad)
Category
Foreign Large Cap Equities
Expense Ratio
0.80%
Index Tracked
No Index (Active)
ETF Home Page
www.ftportfolios.com
Asset Class
Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

HDMVPrice Chart


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HDMVPerformance

The chart shows the growth of $10,000 invested in First Trust Horizon Managed Volatility Developed Intl ETF on Aug 29, 2016 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $12,337 for a total return of roughly 23.37%. All prices are adjusted for splits and dividends.


HDMV (First Trust Horizon Managed Volatility Developed Intl ETF)
Benchmark (S&P 500)

HDMVReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD0.03%-1.87%
1M1.66%-0.21%
6M2.20%8.24%
1Y5.42%24.78%
5Y5.22%15.58%
10Y4.02%15.09%

HDMVMonthly Returns Heatmap


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HDMVSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current First Trust Horizon Managed Volatility Developed Intl ETF Sharpe ratio is 0.49. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


HDMV (First Trust Horizon Managed Volatility Developed Intl ETF)
Benchmark (S&P 500)

HDMVDividends

First Trust Horizon Managed Volatility Developed Intl ETF granted a 3.11% dividend yield in the last twelve months, as of Jan 8, 2022. The annual payout for that period amounted to $0.99 per share.


PeriodTTM202120202019201820172016
Dividend$0.99$0.99$0.44$1.24$0.89$1.11$0.05

Dividend yield

3.11%3.11%1.50%3.81%3.13%3.60%0.21%

HDMVDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


HDMV (First Trust Horizon Managed Volatility Developed Intl ETF)
Benchmark (S&P 500)

HDMVWorst Drawdowns

The table below shows the maximum drawdowns of the First Trust Horizon Managed Volatility Developed Intl ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the First Trust Horizon Managed Volatility Developed Intl ETF is 32.01%, recorded on Mar 23, 2020. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.01%Jan 21, 202044Mar 23, 2020
-15.29%Jan 29, 2018229Dec 24, 2018246Dec 16, 2019475
-9.79%Sep 8, 201645Nov 16, 201688Mar 27, 2017133
-2.66%Jun 5, 201723Jul 6, 20179Jul 19, 201732
-1.79%Aug 4, 201710Aug 17, 201714Sep 7, 201724
-1.72%Nov 9, 20177Nov 17, 20174Nov 24, 201711
-1.3%Sep 12, 20178Sep 21, 201713Oct 10, 201721
-1.19%Oct 16, 20178Oct 25, 20178Nov 6, 201716
-0.98%Jan 3, 20206Jan 10, 20204Jan 16, 202010
-0.9%Mar 29, 201714Apr 19, 20171Apr 20, 201715

HDMVVolatility Chart

Current First Trust Horizon Managed Volatility Developed Intl ETF volatility is 7.20%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


HDMV (First Trust Horizon Managed Volatility Developed Intl ETF)
Benchmark (S&P 500)

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