First Trust Horizon Managed Volatility Small/Mid ETF (HSMV)
HSMV is an actively managed ETF by First Trust. HSMV launched on Apr 6, 2020 and has a 0.80% expense ratio.
ETF Info
Issuer | First Trust |
---|---|
Inception Date | Apr 6, 2020 |
Region | North America (U.S.) |
Category | Small Cap Blend Equities, Actively Managed |
Index Tracked | No Index (Active) |
Asset Class | Equity |
Asset Class Size | Multi-Cap |
Asset Class Style | Blend |
Expense Ratio
HSMV has a high expense ratio of 0.80%, indicating higher-than-average management fees.
Share Price Chart
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Popular comparisons: HSMV vs. SPY
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in First Trust Horizon Managed Volatility Small/Mid ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
First Trust Horizon Managed Volatility Small/Mid ETF had a return of 3.43% year-to-date (YTD) and 12.95% in the last 12 months.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 3.43% | 7.50% |
1 month | -0.58% | -1.61% |
6 months | 12.35% | 17.65% |
1 year | 12.95% | 26.26% |
5 years (annualized) | N/A | 11.73% |
10 years (annualized) | N/A | 10.64% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -1.51% | 3.23% | 4.18% | -4.16% | ||||||||
2023 | -3.21% | 6.15% | 6.63% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of HSMV is 46, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
First Trust Horizon Managed Volatility Small/Mid ETF(HSMV)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for First Trust Horizon Managed Volatility Small/Mid ETF (HSMV) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
First Trust Horizon Managed Volatility Small/Mid ETF granted a 1.25% dividend yield in the last twelve months. The annual payout for that period amounted to $0.42 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 |
---|---|---|---|---|---|
Dividend | $0.42 | $0.46 | $0.39 | $0.26 | $0.23 |
Dividend yield | 1.25% | 1.43% | 1.26% | 0.76% | 0.80% |
Monthly Dividends
The table displays the monthly dividend distributions for First Trust Horizon Managed Volatility Small/Mid ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | $0.00 | $0.00 | $0.04 | $0.00 | ||||||||
2023 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.18 |
2022 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.17 |
2021 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.15 |
2020 | $0.01 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.14 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the First Trust Horizon Managed Volatility Small/Mid ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the First Trust Horizon Managed Volatility Small/Mid ETF was 19.16%, occurring on Sep 30, 2022. The portfolio has not yet recovered.
The current First Trust Horizon Managed Volatility Small/Mid ETF drawdown is 2.49%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-19.16% | Jan 5, 2022 | 186 | Sep 30, 2022 | — | — | — |
-9.48% | Aug 13, 2020 | 29 | Sep 23, 2020 | 33 | Nov 9, 2020 | 62 |
-8.83% | Jun 9, 2020 | 14 | Jun 26, 2020 | 29 | Aug 7, 2020 | 43 |
-8.59% | Apr 30, 2020 | 11 | May 14, 2020 | 7 | May 26, 2020 | 18 |
-6.87% | Nov 16, 2021 | 11 | Dec 1, 2021 | 18 | Dec 28, 2021 | 29 |
Volatility
Volatility Chart
The current First Trust Horizon Managed Volatility Small/Mid ETF volatility is 3.64%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.