HSMV is an actively-managed fund that revolves around modelling and forecasting volatility. Starting with small- and mid-cap companies listed on US exchanges, the fund manager uses a quantitative and rules-based model to forecast the future volatility of individual stocks based on historical pricing data and generated return data. Selected securities are weighted by their volatility forecasts, with the lowest receiving greater weight in the portfolio. The fund rebalances and reallocates periodically at the fund managers discretion, which may result to high portfolio turnover.
公司网站 :
https://www.ftportfolios.com/Retail/Etf/EtfSummary.aspx?Ticker=HSMV
总经理:-
建立时间:2020
公司总部:First Trust Horizon Managed Volatility Small/Mid ETF
领域:Miscellaneous
行业:Investment trusts/Mutual funds