Performance analysis of HSMV (FIRST TRUST HORIZON MANAGED VOLATILITY SMALL/MID ETF)
Annual Return
Over the past 3 years, HSMV has had an average annual return of +8.55%, underperforming the benchmark SPY, which returned +22.77% annual.
Over the past 5 years, HSMV has had an average annual return of +3.79%, underperforming the benchmark SPY, which returned +14.05% annual.
Since Apr 7, 2020, HSMV has had an average annual return of +10.87%, underperforming the benchmark SPY, which returned +20.29% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +3.62% | +1.56% | +13.17% | +5% | -9.44% | +23.71% | +34.69% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +3.09% | +4.16% | -5.20% | +5.03% | -2.68% | -0.40% | +3.62% | ||||||
| 2025 | +1.38% | +0.66% | -1.16% | -2.18% | +1.87% | +0.32% | -1.40% | +4.13% | -0.76% | -3.41% | +3.42% | -1.03% | +1.56% |
| 2024 | -1.51% | +3.22% | +4.18% | -4.17% | +3.67% | -0.75% | +7.79% | +1.19% | +0.96% | -0.83% | +6.62% | -6.94% | +13.17% |
| 2023 | +5.61% | -2.08% | -3.58% | -1.14% | -4.42% | +6.54% | +2.69% | -2.08% | -5.04% | -3.21% | +6.14% | +6.63% | +5% |
| 2022 | -5.91% | -0.48% | +2.26% | -5.15% | +1.05% | -6.50% | +8.25% | -4.17% | -8.40% | +9.52% | +5.91% | -4.25% | -9.44% |
| 2021 | -0.28% | +6.44% | +4.59% | +4.13% | +0.35% | -1.11% | +2.30% | +0.66% | -3.95% | +4.97% | -2.57% | +6.60% | +23.71% |
| 2020 | +8.83% | +4.56% | +0.40% | +3.29% | +1.87% | -4.40% | +0.72% | +10.78% | +5.03% | +34.69% |
Drawdown analysis of HSMV (FIRST TRUST HORIZON MANAGED VOLATILITY SMALL/MID ETF)
The maximum drawdown for the HSMV was -19.16%, occurring on Sep 30, 2022. Recovery took 404 trading sessions.
The current HSMV drawdown is -3.89%.
Since Apr 7, 2020 HSMV has experienced the following drawdowns:
- 10% or more: 2 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.16% | Jan 4, 2022 | 186 | Sep 30, 2022 | 404 | May 10, 2024 | 590 |
| -15.45% | Nov 25, 2024 | 90 | Apr 8, 2025 | 209 | Feb 6, 2026 | 299 |
| -9.48% | Aug 12, 2020 | 29 | Sep 23, 2020 | 33 | Nov 9, 2020 | 62 |
| -8.83% | Jun 8, 2020 | 14 | Jun 26, 2020 | 29 | Aug 7, 2020 | 43 |
| -8.58% | Apr 29, 2020 | 11 | May 14, 2020 | 7 | May 26, 2020 | 18 |
| -7.82% | Mar 2, 2026 | 14 | Mar 20, 2026 | Ongoing | Ongoing | Ongoing |
| -6.87% | Nov 15, 2021 | 11 | Dec 1, 2021 | 18 | Dec 28, 2021 | 29 |
| -5.35% | Jul 30, 2024 | 4 | Aug 5, 2024 | 14 | Aug 23, 2024 | 18 |
| -4.86% | Sep 2, 2021 | 12 | Sep 21, 2021 | 22 | Oct 21, 2021 | 34 |
| -4.38% | Apr 9, 2020 | 3 | Apr 15, 2020 | 8 | Apr 27, 2020 | 11 |
| -4.35% | Jun 11, 2021 | 5 | Jun 18, 2021 | 49 | Aug 27, 2021 | 54 |
| -4.07% | Jan 25, 2021 | 4 | Jan 29, 2021 | 5 | Feb 5, 2021 | 9 |
| -3.93% | Mar 15, 2021 | 7 | Mar 24, 2021 | 7 | Apr 5, 2021 | 14 |
| -3.84% | May 15, 2024 | 21 | Jun 14, 2024 | 17 | Jul 11, 2024 | 38 |
| -3.79% | May 7, 2021 | 3 | May 12, 2021 | 18 | Jun 8, 2021 | 21 |
| -3.20% | Aug 30, 2024 | 4 | Sep 6, 2024 | 6 | Sep 16, 2024 | 10 |
| -3.01% | Oct 16, 2024 | 13 | Nov 4, 2024 | 2 | Nov 6, 2024 | 15 |
| -2.98% | Feb 24, 2021 | 6 | Mar 4, 2021 | 2 | Mar 8, 2021 | 8 |
| -2.59% | Nov 11, 2024 | 4 | Nov 15, 2024 | 5 | Nov 22, 2024 | 9 |
| -2.16% | Nov 24, 2020 | 3 | Nov 30, 2020 | 6 | Dec 8, 2020 | 9 |
| -1.84% | Oct 22, 2021 | 3 | Oct 27, 2021 | 3 | Nov 1, 2021 | 6 |
| -1.76% | Jul 16, 2024 | 6 | Jul 24, 2024 | 2 | Jul 26, 2024 | 8 |
| -1.74% | Nov 10, 2020 | 2 | Nov 12, 2020 | 1 | Nov 13, 2020 | 3 |
| -1.71% | May 27, 2020 | 2 | May 29, 2020 | 3 | Jun 3, 2020 | 5 |
| -1.70% | Nov 16, 2020 | 4 | Nov 20, 2020 | 2 | Nov 24, 2020 | 6 |