HUSV
First Trust Hrzn MgdVolatil Domestic ETF
NAV as of
4 Week: 31.70 - 32.73
52 Week: 29.47 - 34.12
Latest Closing Price
31.70
Premium / Discount
0.02
Expense Ratio
0.7%
Investment Objective
The investment seeks to provide capital appreciation. The fund seeks to achieve its investment objective by investing at least 80% of its net assets in common stocks of domestic companies listed and traded on U.S. national securities exchanges that the sub-advisor believes exhibit low future expected volatility. To implement this strategy, the sub-advisor employs volatility forecasting models to forecast future expected volatility. The strategy is largely quantitative and rules-based, but also includes multiple parameters over which the sub-advisor may exercise discretion in connection with its active management of the fund.
Main Fund Characteristics
Performance
| Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
|---|---|---|---|
| YTD | -4.03 | 0.63 | -6.39 |
| 1 Day | -0.76 | 0.00 | 0.00 |
| 1 Week | -1.89 | 1.47 | -1.29 |
| 1 Month | -1.28 | 2.48 | -0.52 |
| 3 Months | -2.66 | 3.91 | -0.68 |
| 6 Months | 1.78 | 5.76 | 0.31 |
| 1 Year | 1.03 | 12.86 | 0.08 |
| 2 Years | -2.88 | 19.69 | -0.15 |
| 3 Years | 17.08 | 22.53 | 0.76 |
| 5 Years | 30.69 | 39.79 | 0.77 |
| 10 Years | 0.00 | 0.00 | 0.00 |
Price History
Annual Performance Return
| 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | |
| Price (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 16.1690 | -2.1007 | 27.1586 | 5.3665 | 25.9388 | -6.2661 |
| Nav (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Rank | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 89.0000 | 10.0000 | 75.0000 | 96.0000 | 61.0000 | 3.0000 |
Dividend Frequency
Lastest Dividend
| Ex Date | Payment Date | Dividend Payout per unit |
|---|---|---|
| 20/12/2016 | 29/12/2016 | 0.0711 |
Portfolio Data
Total Number of Holdings: 76
Number of Bond Holdings: 0
Number of Equity Holdings: 75
Total Market Value: 85,828,871
Portfolio Composition
Top 10 Holdings
| % Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
|---|---|---|---|---|---|
| 1 | Citrix Systems Inc | 1.8961 | 43,109 | 0 | 4,709,658 |
| 2 | The Western Union Co | 1.5069 | 140,656 | 0 | 3,742,856 |
| 3 | PepsiCo Inc | 1.4208 | 26,110 | 0 | 3,529,028 |
| 4 | Mid-America Apartment Communities Inc | 1.3888 | 24,790 | 0 | 3,449,528 |
| 5 | Waste Management Inc | 1.3759 | 30,838 | 0 | 3,417,467 |
| 6 | AvalonBay Communities Inc | 1.3713 | 15,899 | 0 | 3,406,202 |
| 7 | Allegion PLC | 1.3533 | 28,456 | 0 | 3,361,507 |
| 8 | Charter Communications Inc A | 1.3207 | 6,928 | 0 | 3,280,408 |
| 9 | Arthur J. Gallagher & Co | 1.3101 | 35,909 | 0 | 3,254,074 |
| 10 | UDR Inc | 1.2955 | 64,903 | 0 | 3,217,891 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 18.95 |
| Large | 48.27 |
| Medium | 32.50 |
| Small | 0.00 |
| Micro | 0.00 |
Equity Style Box Breakdown
| 0 | 0 | 0 | Large |
| 0 | 0 | 0 | Mid |
| 0 | 0 | 0 | Small |
| Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
19.3469
Price/Book*
3.2278
Price/Sales*
2.0402
Price/Cash Flow*
13.5358
Dividend Yield*
2.6207
Growth Measures
Long-Term Earnings
7.8227
Historical Earnings
10.9149
Sales Growth
6.7731
Cash-Flow Growth
-4.0535
Book-Value Growth
4.6381
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
0
Bond Statitics
| Detail | Value |
|---|---|
| Average Effective Duration | 0 |
| Average Effective Maturity (Years)* | 0 |
| Average Credit Quality | 0 |
| Average Weighted Coupon* | 0 |
| Average Weighted Price* | 0 |
Bond Style Box Breakdown
| 0 | 0 | 0 | High | Quality |
| 0 | 0 | 0 | Med | |
| 0 | 0 | 0 | Low | |
| Ltd | Mod | Ext | ||
| Interest-Rate Sensitivity | ||||
Credit Quality
| Type | % Bonds |
|---|---|
| N.A | |
Bond Sector
Bond Maturity
| % Bonds | |
|---|---|
| N.A | |
Data Source: Morningstar
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(4) are provided solely for informational purposes;
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