First Trust Horizon Managed Vol S/M ETF (HSMV)

24.10 +0.06  +0.27% NYSE Arca Jul 2, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 24.11
Discount or Premium to NAV -0.06%
Turnover Ratio --
1 Year Fund Level Flows --

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -0.67% -0.63% -0.55% 44
3M -- -- 27.57% --
6M -- -- -12.68% --
YTD 13.83% 14.31% -12.48% --
1Y -- -- -6.46% --
3Y -- -- 2.44% --
5Y -- -- 3.82% --
10Y -- -- 10.15% --
15Y -- -- 6.70% --
20Y -- -- 6.96% --
As of July 2, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 1.22% 1.22% 0.00%
Stock 98.78% 98.78% 0.00%
Bond 0.00% 0.00% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of July 2, 2020

Region Exposure

Americas 100.0%
North America 100.0%
Latin America 0.00%
Greater Europe 0.00%
United Kingdom 0.00%
Europe Developed 0.00%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.00%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.00%
Asia Emerging 0.00%
Market Classification
% Developed Markets 100.0%
% Emerging Markets --
As of July 2, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 7.50%
Communication Services 3.41%
Consumer Cyclical 7.14%
Consumer Defensive 12.15%
Energy 0.70%
Financial Services 13.72%
Healthcare 13.78%
Industrials 18.39%
Real Estate 4.78%
Technology 14.21%
Utilities 4.22%
As of July 2, 2020

Stock Market Capitalization

Giant 0.00%
Large 0.00%
Medium 47.00%
Small 48.32%
Micro 4.68%
As of July 2, 2020

Stock Style Exposure

Large Cap Value 0.00%
Large Cap Blend 0.00%
Large Cap Growth 0.00%
Mid Cap Value 9.01%
Mid Cap Blend 19.77%
Mid Cap Growth 18.22%
Small Cap Value 13.70%
Small Cap Blend 23.50%
Small Cap Growth 15.79%
As of July 2, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
FDS FactSet Research Systems Inc 0.89% 335.90 +0.60%
CLGX CoreLogic Inc 0.85% 66.48 +0.06%
HRC Hill-Rom Holdings Inc 0.84% 111.57 +1.00%
WST West Pharmaceutical Services Inc 0.84% 229.73 +2.11%
AMPH Amphastar Pharmaceuticals Inc 0.83% 21.92 -1.35%
CHE Chemed Corp 0.82% 467.36 +1.62%
WDFC WD-40 Co 0.80% 197.01 +0.08%
ATR AptarGroup Inc 0.80% 114.97 +2.21%
COR CoreSite Realty Corp 0.80% 124.38 -0.79%
WSO Watsco Inc 0.79% 179.69 +0.97%
As of July 2, 2020
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Basic Info

Investment Strategy
The investment seeks to provide investors with capital appreciation. Under normal market conditions, the fund seeks to achieve its investment objective by investing at least 80% of its net assets (including investment borrowings) in small- and/or mid-capitalization common stocks listed and traded on U.S. national securities exchanges that Sub-Advisor believes exhibit low future expected volatility. It is non-diversified.
General
Security Type Exchange-Traded Fund
Equity Style Small Cap/Blend
Fixed Income Style --
Broad Asset Class US Equity
Broad Category Equity
Category Name Mid-Cap Blend
Prospectus Objective Growth
Fund Owner Firm Name First Trust
Benchmark Index
N/A 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Michael Dickson 0.24 yrs
Scott Ladner 0.24 yrs
Steven Clark 0.24 yrs

Net Fund Flows

1M 15.39M
3M 15.39M
6M --
YTD 15.39M
1Y --
3Y --
5Y --
10Y --
As of June 30, 2020

Risk Info

Beta (5Y) --
Max Drawdown (All) 8.83%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) --
30-Day Rolling Volatility 27.32%
Daily Value at Risk (VaR) 1% (All) 6.81%
Monthly Value at Risk (VaR) 1% (All) 3.21%

Fundamentals

Dividend Yield TTM (7-2-20) 0.00%
30-Day SEC Yield --
7-Day SEC Yield --
Weighted Average PE Ratio 21.23
Weighted Average Price to Sales Ratio 1.378
Weighted Average Price to Book Ratio 2.475
Weighted Median ROE 14.79%
Weighted Median ROA 6.91%
Forecasted Dividend Yield 1.74%
Forecasted PE Ratio 22.00
Forecasted Price to Sales Ratio 1.291
Forecasted Price to Book Ratio 2.179
Number of Holdings 151
As of July 2, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 9.67%
Forecasted Book Value Growth 7.14%
Forecasted Cash Flow Growth 11.41%
Forecasted Earnings Growth 9.36%
Forecasted Revenue Growth 5.90%
As of July 2, 2020

Comparables

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Attributes

Key Dates
Inception Date 4/6/2020
Termination Date
Last Annual Report Date
Last Prospectus Date 4/7/2020
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund No
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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