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Investment Objective/Strategy - The First Trust Horizon Managed Volatility Domestic ETF is an actively managed exchange-traded fund. The Fund's investment objective is to provide capital appreciation. Under normal market conditions, the Fund will seek to achieve its investment objective by investing at least 80% of its net assets (including investment borrowings) in common stocks of domestic companies listed and traded on U.S. national securities exchanges that Horizon Investments, LLC believes exhibit low future expected volatility.
There can be no assurance that the Fund's investment objectives will be achieved.
Ticker | HUSV |
Fund Type | Large Cap Core |
Investment Advisor | First Trust Advisors L.P. |
Investor Servicing Agent | Brown Brothers Harriman |
Portfolio Manager/Sub-Advisor | Horizon Investments, LLC |
CUSIP | 33739P889 |
ISIN | US33739P8894 |
Intraday NAV | HUSVIV |
Fiscal Year-End | 07/31 |
Exchange | NYSE Arca |
Inception | 8/24/2016 |
Inception Price | $19.96 |
Inception NAV | $19.96 |
Expense Ratio* | 0.70% |
* As of 12/1/2022
The Investment Advisor has implemented fee breakpoints, which reduce the fund's investment management fee at certain assets levels. Please see the fund's SAI for full details.
Closing NAV1 | $32.63 |
Closing Market Price2 | $32.62 |
Bid/Ask Midpoint | $32.63 |
Bid/Ask Premium | 0.00% |
30-Day Median Bid/Ask Spread3 | 0.09% |
Total Net Assets | $99,525,115 |
Outstanding Shares | 3,050,002 |
Daily Volume | 18,807 |
Average 30-Day Daily Volume | 20,867 |
Closing Market Price 52-Week High/Low | $35.83 / $29.47 |
Closing NAV 52-Week High/Low | $35.81 / $29.48 |
Number of Holdings (excluding cash) | 75 |
Holding |
Percent |
Cisco Systems, Inc. |
2.53% |
International Business Machines Corporation |
2.41% |
Automatic Data Processing, Inc. |
2.36% |
Johnson & Johnson |
2.35% |
Jack Henry & Associates, Inc. |
2.28% |
McDonald's Corporation |
2.25% |
Roper Technologies, Inc. |
2.21% |
Paychex, Inc. |
2.20% |
Merck & Co., Inc. |
2.18% |
Bristol-Myers Squibb Company |
2.15% |
* Excluding cash.
Holdings are subject to change.
Past performance is not indicative of future results.
Among 1,223 funds in the Large Blend category. This fund was rated 4 stars/1,223 funds (3 years), 4 stars/1,116 funds (5 years) based on risk adjusted returns.
Maximum Market Cap. | $687,892 |
Median Market Cap. | $46,062 |
Minimum Market Cap. | $11,755 |
Price/Earnings | 22.49 |
Price/Book | 3.24 |
Price/Cash Flow | 14.37 |
Price/Sales | 2.22 |
|
2022 |
Q1 2023 |
Q2 2023 |
Q3 2023 |
Days Traded at Premium |
114 |
15 |
--- |
--- |
Days Traded at Discount |
137 |
9 |
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Consumer Staples
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18.28%
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Health Care
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14.35%
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Information Technology
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14.02%
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Financials
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12.92%
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Utilities
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12.55%
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Industrials
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12.35%
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Consumer Discretionary
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8.03%
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Real Estate
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3.73%
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Communication Services
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2.12%
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Materials
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0.84%
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Energy
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0.81%
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Standard Deviation |
Alpha |
Beta |
Sharpe Ratio |
Correlation |
HUSV |
19.52% |
-1.23 |
0.82 |
0.39 |
0.90 |
S&P 500 Index |
21.39% |
--- |
1.00 |
0.51 |
1.00 |
Standard Deviation is a measure of price variability (risk). Alpha is an indication of how much an investment outperforms or underperforms
on a risk-adjusted basis relative to its benchmark.Beta is a measure of price variability relative to the market. Sharpe Ratio is a measure
of excess reward per unit of volatility. Correlation is a measure of the similarity of performance.
S&P 500 Index - The Index is an unmanaged index of 500 companies used to measure large-cap U.S. stock market performance.
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The information presented is not intended to constitute an investment recommendation for, or advice to, any specific person. By providing this information, First Trust is not undertaking to give advice in any fiduciary capacity within the meaning of ERISA, the Internal Revenue Code or any other regulatory framework. Financial professionals are responsible for evaluating investment risks independently and for exercising independent judgment in determining whether investments are appropriate for their clients.
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