HUSV
First Trust Hrzn MgdVolatil Domestic ETF
S&P 500 TR USD
NAV as of
4 Week: 31.05 - 32.29
52 Week: 29.47 - 35.83
Latest Closing Price
31.40
Premium / Discount
0.08
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 | -4.95 | 0.84 | -5.90 |
| 1 Day | 1.12 | 0.00 | 0.00 |
| 1 Week | 0.64 | 2.98 | 0.22 |
| 1 Month | -2.70 | 4.39 | -0.62 |
| 3 Months | -5.59 | 6.64 | -0.84 |
| 6 Months | 1.97 | 11.43 | 0.17 |
| 1 Year | -8.26 | 16.54 | -0.50 |
| 2 Years | 6.77 | 19.95 | 0.34 |
| 3 Years | 52.28 | 27.08 | 1.93 |
| 5 Years | 43.58 | 39.85 | 1.09 |
| 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: 94,489,939
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 | 22.07 |
| Large | 48.44 |
| Medium | 29.02 |
| 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*
17.1829
Price/Book*
2.9894
Price/Sales*
2.0142
Price/Cash Flow*
12.5501
Dividend Yield*
2.7024
Growth Measures
Long-Term Earnings
7.8061
Historical Earnings
9.1079
Sales Growth
6.5437
Cash-Flow Growth
-1.2663
Book-Value Growth
1.5076
*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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Morningstar and Phillip Securities Pte Ltd are not responsible for any trading decisions, damages or other losses related to the Information or its use. Please verify all of the Information before using it and don’t make any investment decision except upon the advice of a professional financial adviser. Past performance is no guarantee of future results. The value and income derived from investments may go down as well as up.
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