HSMV
First Trust Horizon Managed Vol S/M ETF
$32.74
-0.20 (-0.61%)
Currency in USD / Last Updated: 4/25/2024
| Category | Small Cap |
|---|---|
| Market Cap | 18.007M |
| 52 Week High | 33.95 |
| 52 Week Low | 27.872 |
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Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 0 |
| Redeption Fee | 0 |
| Prospectus | 0.008 |
Overview
| 52 Week High | 33.95 |
|---|---|
| 52 Week Low | 27.87 |
| Market Cap | 18.01M |
| Shares Outstanding | 0.55M |
| Income Dividend Yield | 1.27% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 1.27% |
Returns Annualized
| One Day | -78.48% |
|---|---|
| Five Days | 211.93% |
| One Months | -14.78% |
| Three Months | 14.06% |
| Six Months | 37.39% |
| Nine Months | 4.65% |
| One Year | 10.35% |
| Three Years | 1.07% |
| Five Years | -999 |
| Ten Years | -999 |
| YTD | 6.82% |
| Since Inception | 12.65% |
Returns Total
| One Day | -0.61% |
|---|---|
| Five Days | 2.28% |
| One Month | -1.39% |
| Three Months | 3.34% |
| Six Months | 17.05% |
| Nine Months | 3.48% |
| One Year | 10.34% |
| Three Years | 3.23% |
| Five Years | -999 |
| Ten Years | -999 |
| YTD | 2.11% |
| Since Inception | 61.78% |
Yearly Returns
| 2024 | 2.11% |
|---|---|
| 2023 | 5.00% |
| 2022 | -9.44% |
| 2021 | 23.71% |
| 2020 | 34.67% |
| 2019 | 0.00% |
| 2018 | 0.00% |
| 2017 | 0.00% |
| 2016 | 0.00% |
| 2015 | 0.00% |
Risk against SP-DA
| Alpha | -15.52% |
|---|---|
| Beta | 1 |
| Correlation | 85.52% |
| Downside Deviation | 3.01% |
| Coefficient of determination | 73.14% |
| Standard Deviation | 3.96% |
| Sharpe Ratio | -1.14 |
| Sortino | -5.19 |
| Treynor | 4.99 |
| Ulcer Index | 4.22 |
| Ulcer Performance Index | -3.7 |