HUSV

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

HUSV Fund Description

HUSV is an actively-managed fund that uses volatility forecasting to select and weight large-cap US stocks.

HUSV Factset Analytics Insight

HUSV takes an active approach in providing capital appreciation with reduced volatility. It aims to capture into a concentrated portfolio, the upside price movements in bull markets and reduce downside risk in bear ones. Starting with large-cap domestic companies listed on US exchanges, HUSV’s fund manager uses a proprietary model to forecast the future volatility of individual stocks. Then the fund manager selects and weights the 50 to 70 stocks with the lowest expected volatility. The manager has discretion in deciding portfolio rebalancing frequency. Due to its active management mandate, HUSV may have higher portfolio turnover which can lead to higher trading costs and capital gains distributions, creating a drag on returns.

HUSV MSCI ESG Analytics Insight

First Trust Horizon Managed Volatility Domestic ETF has an MSCI ESG Fund Rating of A based on a score of 6.55 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 Domestic ETF ranks in the 62nd percentile within its peer group and in the 77th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

HUSV 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 09/24/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
HUSV -2.35% 4.50% 14.50% 24.98% 12.16% 11.92% --
HUSV (NAV) -1.77% 4.20% 14.44% 24.71% 12.41% 12.04% --
No Underlying Index -- -- -- -- -- -- --
MSCI USA Large Cap Index -0.67% 4.88% 19.28% 38.58% 18.22% 18.47% 17.36%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

HUSV Summary Data

First Trust
08/24/16
Open-Ended Fund
0.70%
$119.48M
$212.06K
0.05%

HUSV Portfolio Data

$124.12B
25.73
5.10
1.42%
N/A
74

HUSV Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA Large Cap Index

HUSV Portfolio Management

0.70%
--
--
--

HUSV Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

HUSV Fund Structure

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

HUSV Factset Analytics Block Liquidity

As of 09/27/21
5
4
3
2
1

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

HUSV Tradability

6,380
$212.06K
5,308
$178.05K
0.05%
$0.02
-0.02%
0.22% / -0.17%
None
100.00%
50,000
0.11
0.03%
0.01%
0
$32.75
5

HUSV Sector/Industry Breakdown


HUSV
Segment Benchmark
18.10%
8.07%
15.61%
5.98%
15.02%
37.78%
14.13%
11.92%
12.65%
13.60%
9.90%
2.12%
9.12%
14.54%
3.96%
1.53%
1.51%
1.84%

HUSV Countries


HUSV
Segment Benchmark
100.00%
99.90%
--
0.10%

HUSV Regions


HUSV
Segment Benchmark
100.00%
100.00%

HUSV Economic Development


HUSV
Segment Benchmark
100.00%
100.00%

HUSV Performance Statistics

0.60
0.61
0.57
0.62
0.53%
MSCI USA Large Cap Index

HUSV MSCI ESG Ratings

6.55 / 10
77.09
62.27
13.00%
7.70%
425.98

HUSV Benchmark Comparison Holdings

74
290
58
21.33%

HUSV Benchmark Comparison Summary


HUSV
Segment Benchmark
74
290
$124.12B
$614.29B
25.73
29.96
5.10
5.10
2.08%
1.31%
Low
Low

HUSV Benchmark Comparison Market Cap Size


HUSV
Segment Benchmark
100.00%
100.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%