HSMV

First Trust Horizon Managed Volatility Small/Mid ETF
*Unless otherwise stated, data provided by FactSet.

HSMV Fund Description

HSMV is an active fund of small- and midcap US stocks selected based on volatility forecast.

HSMV Factset Analytics Insight

HSMV is an actively-managed fund that revolves around modelling and forecasting volatility. Starting with small- and midcap companies listed on US exchanges, the fund manager uses a quantitative and rules-based model to forecast the future volatility of individual stocks based on historical pricing data and generated return data. Selected securities are weighted by their volatility forecasts, with the lowest receiving greater weight in the portfolio. The fund rebalances and reallocates periodically at the fund manager’s discretion, which may result to high portfolio turnover.

HSMV MSCI ESG Analytics Insight

First Trust Horizon Managed Volatility Small/Mid ETF has an MSCI ESG Fund Rating of A based on a score of 6.01 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. First Trust Horizon Managed Volatility Small/Mid ETF ranks in the 41st percentile within its peer group and in the 63th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

HSMV MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 10/14/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
HSMV -0.14% -0.95% 15.48% 27.43% -- -- --
HSMV (NAV) 2.44% 2.35% 17.78% 31.95% -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA SMID Cap Index 2.33% 4.67% 20.38% 40.59% 18.57% 16.64% 15.23%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

HSMV Summary Data

First Trust
04/06/20
Open-Ended Fund
0.80%
$14.70M
$34.41K
0.12%

HSMV Portfolio Data

$7.26B
21.75
2.83
0.77%
N/A
202

HSMV Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA SMID Cap Index

HSMV Portfolio Management

0.80%
--
--
--

HSMV Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

HSMV Fund Structure

Open-Ended Fund
No
--
-- / --
N/A
N/A
High
Daily

HSMV Factset Analytics Block Liquidity

As of 10/15/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of HSMV. HSMV is rated a 4 out of 5.

HSMV Tradability

1,104
$34.41K
799
$25.30K
0.12%
$0.04
-0.01%
0.18% / -0.34%
None
100.00%
50,000
0.02
0.05%
0.03%
0
$33.21
4

HSMV Sector/Industry Breakdown


HSMV
Segment Benchmark
29.02%
21.41%
22.62%
13.54%
10.83%
15.16%
9.50%
12.08%
8.60%
18.70%
6.84%
3.15%
5.75%
5.32%
5.05%
3.30%
0.81%
0.35%
0.79%
3.76%

HSMV Countries


HSMV
Segment Benchmark
100.00%
100.00%

HSMV Regions


HSMV
Segment Benchmark
100.00%
100.00%

HSMV Economic Development


HSMV
Segment Benchmark
100.00%
100.00%

HSMV Performance Statistics

0.73
0.74
0.89
0.64
0.53%
MSCI USA SMID Cap Index

HSMV MSCI ESG Ratings

6.01 / 10
62.52
41.36
2.37%
--
213.39

HSMV Benchmark Comparison Holdings

202
2178
199
12.25%

HSMV Benchmark Comparison Summary


HSMV
Segment Benchmark
202
2178
$7.26B
$14.81B
21.75
38.85
2.83
3.17
1.55%
1.05%
Low
Low

HSMV Benchmark Comparison Market Cap Size


HSMV
Segment Benchmark
6.07%
48.47%
90.16%
41.19%
3.77%
9.90%
0.00%
0.44%