Performance analysis of HDMV (FIRST TRUST HORIZON MANAGED VOLATILITY DEVELOPED INTERNATIONAL ETF)
Annual Return
Over the past 3 years, HDMV has had an average annual return of +12.90%, underperforming the benchmark SPY, which returned +22.77% annual.
Over the past 5 years, HDMV has had an average annual return of +6.46%, underperforming the benchmark SPY, which returned +14.05% annual.
Since Aug 26, 2016, HDMV has had an average annual return of +5.40%, underperforming the benchmark SPY, which returned +15.52% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +4.93% | +29.31% | +2.98% | +9.62% | -11.47% | +7.36% | -9.42% | +15.01% | -7.58% | +27.49% | -6.40% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +4.28% | +6.38% | -6.09% | +3.01% | -1.51% | -0.72% | +4.93% | ||||||
| 2025 | +3.50% | +3.72% | +4.12% | +7.55% | +2.11% | +1.28% | -1.71% | +3.51% | -0.88% | -0.31% | +1.99% | +1.44% | +29.31% |
| 2024 | -0.53% | +0.27% | +2.11% | -3.09% | +3.34% | -1.70% | +4.99% | +5.29% | +1.43% | -4.77% | +0.19% | -4.00% | +2.98% |
| 2023 | +5.78% | -3.76% | +3.58% | +3.79% | -4.15% | +1.81% | +1.82% | -2.79% | -3.48% | -1.76% | +5.16% | +4% | +9.62% |
| 2022 | -1.78% | -2.20% | +0.41% | -2.60% | -0.34% | -4.93% | +2.77% | -5.23% | -8.21% | +0.17% | +10.31% | +0.67% | -11.47% |
| 2021 | -0.34% | -0.85% | +3.29% | +0.56% | +3.36% | -0.85% | +2.28% | +0.44% | -3.87% | +2.87% | -3.31% | +3.91% | +7.36% |
| 2020 | -2.25% | -7.72% | -16.29% | +4.38% | +2.67% | +1.50% | +0.57% | +3.79% | -1.55% | -3.88% | +8.99% | +2.44% | -9.42% |
| 2019 | +5.37% | +1.48% | +1.19% | +0.91% | -2.12% | +4.23% | -2.30% | -0.92% | +2.46% | +2.59% | -0.22% | +1.72% | +15.01% |
| 2018 | +4.28% | -4.30% | -0% | +1.26% | -1.91% | -1.53% | +3.08% | -1.65% | +0.70% | -5.76% | +2.04% | -3.57% | -7.58% |
| 2017 | +3.84% | +1.61% | +3.72% | +3.04% | +5.32% | -0.26% | +2.38% | +0.45% | +0.83% | +0.54% | +2.34% | +0.89% | +27.49% |
Drawdown analysis of HDMV (FIRST TRUST HORIZON MANAGED VOLATILITY DEVELOPED INTERNATIONAL ETF)
The maximum drawdown for the HDMV was -32.01%, occurring on Mar 23, 2020. Recovery took 1109 trading sessions.
The current HDMV drawdown is -5.41%.
Since Aug 26, 2016 HDMV has experienced the following drawdowns:
- 30% or more: 1 time
- 20% or more: 1 time
- 10% or more: 3 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.01% | Jan 17, 2020 | 44 | Mar 23, 2020 | 1109 | Aug 19, 2024 | 1153 |
| -15.27% | Jan 26, 2018 | 229 | Dec 24, 2018 | 246 | Dec 16, 2019 | 475 |
| -10.34% | Sep 24, 2024 | 75 | Jan 13, 2025 | 35 | Mar 5, 2025 | 110 |
| -9.78% | Sep 7, 2016 | 50 | Nov 16, 2016 | 88 | Mar 27, 2017 | 138 |
| -8.73% | Feb 27, 2026 | 20 | Mar 27, 2026 | Ongoing | Ongoing | Ongoing |
| -8.33% | Apr 3, 2025 | 2 | Apr 7, 2025 | 6 | Apr 15, 2025 | 8 |
| -4.00% | Aug 22, 2025 | 34 | Oct 10, 2025 | 50 | Dec 22, 2025 | 84 |
| -3.44% | Jul 23, 2025 | 6 | Jul 31, 2025 | 9 | Aug 13, 2025 | 15 |
| -2.93% | May 6, 2025 | 6 | May 14, 2025 | 3 | May 19, 2025 | 9 |
| -2.67% | Jun 2, 2017 | 23 | Jul 6, 2017 | 9 | Jul 19, 2017 | 32 |
| -1.91% | Jun 12, 2025 | 5 | Jun 20, 2025 | 7 | Jul 1, 2025 | 12 |
| -1.79% | Aug 3, 2017 | 10 | Aug 17, 2017 | 14 | Sep 7, 2017 | 24 |
| -1.72% | Nov 8, 2017 | 7 | Nov 17, 2017 | 4 | Nov 24, 2017 | 11 |
| -1.67% | Jul 2, 2025 | 8 | Jul 15, 2025 | 5 | Jul 22, 2025 | 13 |
| -1.29% | Sep 11, 2017 | 8 | Sep 21, 2017 | 13 | Oct 10, 2017 | 21 |
| -1.19% | Oct 13, 2017 | 8 | Oct 25, 2017 | 8 | Nov 6, 2017 | 16 |
| -1.18% | Mar 7, 2025 | 4 | Mar 13, 2025 | 2 | Mar 17, 2025 | 6 |
| -1.07% | Apr 22, 2025 | 1 | Apr 23, 2025 | 3 | Apr 28, 2025 | 4 |
| -1.02% | Sep 5, 2024 | 1 | Sep 6, 2024 | 1 | Sep 9, 2024 | 2 |
| -0.99% | Jan 2, 2020 | 6 | Jan 10, 2020 | 4 | Jan 16, 2020 | 10 |
| -0.93% | Jan 12, 2026 | 1 | Jan 13, 2026 | 5 | Jan 21, 2026 | 6 |
| -0.92% | May 20, 2025 | 5 | May 28, 2025 | 3 | Jun 2, 2025 | 8 |
| -0.91% | Mar 19, 2025 | 3 | Mar 24, 2025 | 4 | Mar 28, 2025 | 7 |
| -0.91% | Mar 28, 2017 | 15 | Apr 19, 2017 | 1 | Apr 20, 2017 | 16 |
| -0.88% | May 16, 2017 | 1 | May 17, 2017 | 3 | May 22, 2017 | 4 |