Summary
AGQI
Prices · period metrics · 12M
NAV as of 16/07/2026
30/05/2025 → 28/05/2026
Return 20.15% Volatility 11.72% Sharpe 1.71
Official loaded data — not a live quote.

FIRST TRUST ACTIVE GLOBAL QUALITY INCOME ETF

Symbol: AGQI

Exchange: NYSE

Sector: Technology

Category: Global Large-Stock Value

Inception date: 24/09/2015

Latest date: 16/07/2026

Current price: $18.14

Expense ratio: 0.85%

Assets under management
$55.7M
-0.14% 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

-0.54%

Ann. 33.92% (Sharpe / Sortino numerator)

Volatility

15.00%

Sharpe ratio

2.020

VaR 95%

-1.41%

CVaR 95%: -1.83%
Max drawdown: -2.46%
Sortino ratio: 2.531
Calmar ratio: 13.77

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

4.05%

Ann. 1.09% (Sharpe / Sortino numerator)

Volatility

16.52%

Sharpe ratio

-0.154

VaR 95%

-1.99%

CVaR 95%: -2.30%
Max drawdown: -7.73%
Sortino ratio: -0.208
Calmar ratio: 0.14

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

6.75%

Ann. 24.49% (Sharpe / Sortino numerator)

Volatility

13.35%

Sharpe ratio

1.562

VaR 95%

-1.49%

CVaR 95%: -1.98%
Max drawdown: -9.15%
Sortino ratio: 1.996
Calmar ratio: 2.68

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

20.15%

Ann. 23.67% (Sharpe / Sortino numerator)

Volatility

11.72%

Sharpe ratio

1.710

VaR 95%

-1.18%

CVaR 95%: -1.68%
Max drawdown: -9.15%
Sortino ratio: 2.358
Calmar ratio: 2.59

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

28.42%

Ann. 13.38% (Sharpe / Sortino numerator)

Volatility

13.56%

Sharpe ratio

0.716

VaR 95%

-1.25%

CVaR 95%: -1.95%
Max drawdown: -14.07%
Sortino ratio: 0.930
Calmar ratio: 0.95

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

52.58%

Ann. 17.45% (Sharpe / Sortino numerator)

Volatility

12.66%

Sharpe ratio

1.088

VaR 95%

-1.14%

CVaR 95%: -1.79%
Max drawdown: -14.07%
Sortino ratio: 1.416
Calmar ratio: 1.24

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.076%

Best day

2.412%

08/04/2026
Worst day

-2.778%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $18.17 $18.18 $18.14 $18.14 4,300
15/07/2026 $18.21 $18.24 $18.21 $18.24 1,300
14/07/2026 $18.14 $18.15 $18.09 $18.11 1,400
13/07/2026 $18.07 $18.07 $18.02 $18.02 600
10/07/2026 $18.15 $18.22 $18.15 $18.18 4,400
09/07/2026 $18.03 $18.14 $18.03 $18.10 4,100
08/07/2026 $18.07 $18.15 $18.07 $18.15 1,600
07/07/2026 $18.36 $18.36 $18.34 $18.34 1,800
06/07/2026 $18.35 $18.44 $18.35 $18.44 1,200
02/07/2026 $18.24 $18.25 $18.16 $18.24 1,300