Summary
HUSV
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 3.00% 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: 20/07/2026

Current price: $40.32

Expense ratio: 0.70%

Assets under management
$72.6M
-0.18% daily change

Period performance

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

Adjusted return
--
--

Performance metrics

Period total return

4.93%

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

2.86%

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

3.94%

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

3.00%

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

13.78%

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

27.03%

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.014%

Best day

2.16%

16/07/2026
Worst day

-1.812%

29/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $40.39 $40.42 $40.32 $40.32 2,900
17/07/2026 $41.00 $41.00 $40.42 $40.42 3,300
16/07/2026 $39.85 $40.56 $39.85 $40.54 3,700
15/07/2026 $39.81 $39.98 $39.68 $39.68 4,000
14/07/2026 $39.94 $40.11 $39.92 $39.92 3,700
13/07/2026 $40.36 $40.41 $40.23 $40.28 3,900
10/07/2026 $40.01 $40.06 $39.92 $40.06 3,700
09/07/2026 $39.77 $39.99 $39.75 $39.87 4,200
08/07/2026 $40.33 $40.33 $39.99 $39.99 5,100
07/07/2026 $40.48 $40.68 $40.48 $40.48 3,100