HSMVFirst Trust Horizon Managed Volatility Small/Mid ETF
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.
HSMV Summary Data
HSMV Portfolio Data
HSMV Index Data
HSMV Portfolio Management
HSMV Tax Exposures
HSMV Fund Structure
HSMV Factset Analytics Block Liquidity
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 Sector/Industry Breakdown
HSMV Top 10 Holdings[View All]
HSMV Economic Development
HSMV Performance Statistics
HSMV MSCI ESG Ratings
HSMV Benchmark Comparison Summary
HSMV Benchmark Comparison Market Cap Size