HSMNX
Horizon Multi-Factor Small/Mid Cap Fund
Horizon Funds

Average annual returns

Through 2025
1 year
7.80%
3 year
17.51%
5 year
10 year

Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.

Calendar-year returns

Risk statistics

39 months through Feb. 28, 2026
Volatility (ann.)
16.04%
Sharpe
1.13
Sortino
2.25
Max drawdown
-13.18%
Best month
10.10%
Worst month
-7.61%
Beta vs VTSAX
1.07
Correlation
0.80

Derived from N-PORT monthly total returns; distinct from the prospectus returns above.

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