Summary
HUSV
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return -1.99% Volatility 12.58% Sharpe -0.51
Official loaded data — not a live quote.

FIRST TRUST HORIZON MANAGED VOLATILITY DOMESTIC ETF

Symbol: HUSV

Exchange: NYSE

Sector: Technology

Category: Large Value

Inception date: 24/08/2016

Latest date: 03/06/2026

Current price: $38.90

Expense ratio: 0.70%

Assets under management
$72.5M
-0.48% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

0.13%

Ann. -40.19% (Sharpe / Sortino numerator)

Volatility

10.66%

Sharpe ratio

-4.109

VaR 95%

-1.23%

CVaR 95%: -1.42%
Max drawdown: -6.59%
Sortino ratio: -6.366
Calmar ratio: -6.10

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-3.48%

Ann. 2.45% (Sharpe / Sortino numerator)

Volatility

9.66%

Sharpe ratio

-0.122

VaR 95%

-1.15%

CVaR 95%: -1.34%
Max drawdown: -7.06%
Sortino ratio: -0.178
Calmar ratio: 0.35

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

0.59%

Ann. -2.65% (Sharpe / Sortino numerator)

Volatility

9.43%

Sharpe ratio

-0.666

VaR 95%

-1.02%

CVaR 95%: -1.33%
Max drawdown: -7.06%
Sortino ratio: -1.001
Calmar ratio: -0.38

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-1.99%

Ann. -2.76% (Sharpe / Sortino numerator)

Volatility

12.58%

Sharpe ratio

-0.508

VaR 95%

-1.05%

CVaR 95%: -1.70%
Max drawdown: -8.36%
Sortino ratio: -0.655
Calmar ratio: -0.33

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

13.65%

Ann. 5.89% (Sharpe / Sortino numerator)

Volatility

11.27%

Sharpe ratio

0.201

VaR 95%

-1.03%

CVaR 95%: -1.51%
Max drawdown: -9.35%
Sortino ratio: 0.270
Calmar ratio: 0.63

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

26.23%

Ann. 7.66% (Sharpe / Sortino numerator)

Volatility

10.42%

Sharpe ratio

0.387

VaR 95%

-0.99%

CVaR 95%: -1.39%
Max drawdown: -9.35%
Sortino ratio: 0.535
Calmar ratio: 0.82

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.006%

Best day

1.475%

11/09/2025
Worst day

-1.812%

29/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $39.09 $39.09 $38.90 $38.90 1,500
02/06/2026 $38.75 $38.98 $38.75 $38.98 4,900
01/06/2026 $38.96 $38.96 $38.91 $38.91 1,500
29/05/2026 $39.05 $39.10 $39.00 $39.00 72,500
28/05/2026 $39.37 $39.38 $39.26 $39.26 3,300
27/05/2026 $39.65 $39.66 $39.47 $39.47 4,800
26/05/2026 $39.92 $39.92 $39.66 $39.68 4,100
22/05/2026 $39.79 $39.91 $39.78 $39.90 5,200
21/05/2026 $39.54 $39.63 $39.50 $39.63 2,500
20/05/2026 $39.49 $39.59 $39.49 $39.53 17,800