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First Trust Horizon Managed Volatility Small/Mid ETF (HSMV)
NYSEArca - Nasdaq Real-time price. Currency in USD
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As of 03:59PM EDT. Market open.
Risk statistics
3 yearsHSMVCategory average
5 yearsHSMVCategory average
10 yearsHSMVCategory average
Alpha
-5.78-7.01
0-5.68
0-5.46
BETA
0.850.99
01.12
01.12
Mean annual return
0.430.44
00.97
00.78
R-squared
81.1374.07
077.53
074.12
Standard deviation
16.4820.18
023.29
019.74
Sharpe ratio
0.140.12
00.41
00.4
Treynor ratio
1.170.48
06.45
05.53
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