Summary
FAD
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 23.79% Volatility 21.90% Sharpe 0.87
Official loaded data — not a live quote.

FIRST TRUST MULTI CAP GROWTH ALPHADEX FUND

Symbol: FAD

Exchange: NASDAQ

Sector: Technology

Category: Mid-Cap Growth

Inception date: 08/05/2007

Latest date: 20/07/2026

Current price: $183.79

Expense ratio: 0.63%

Assets under management
$579.9M
-1.36% 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

-6.89%

Ann. -40.08% (Sharpe / Sortino numerator)

Volatility

26.58%

Sharpe ratio

-1.645

VaR 95%

-2.44%

CVaR 95%: -2.56%
Max drawdown: -8.62%
Sortino ratio: -3.172
Calmar ratio: -4.65

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

3.61%

Ann. -6.12% (Sharpe / Sortino numerator)

Volatility

21.21%

Sharpe ratio

-0.460

VaR 95%

-1.97%

CVaR 95%: -2.37%
Max drawdown: -10.67%
Sortino ratio: -0.768
Calmar ratio: -0.57

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

9.41%

Ann. -0.11% (Sharpe / Sortino numerator)

Volatility

20.90%

Sharpe ratio

-0.179

VaR 95%

-2.19%

CVaR 95%: -2.69%
Max drawdown: -10.67%
Sortino ratio: -0.271
Calmar ratio: -0.01

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

23.79%

Ann. 22.65% (Sharpe / Sortino numerator)

Volatility

21.90%

Sharpe ratio

0.868

VaR 95%

-1.99%

CVaR 95%: -3.13%
Max drawdown: -10.67%
Sortino ratio: 1.152
Calmar ratio: 2.12

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

45.65%

Ann. 15.50% (Sharpe / Sortino numerator)

Volatility

20.21%

Sharpe ratio

0.587

VaR 95%

-2.00%

CVaR 95%: -2.95%
Max drawdown: -23.54%
Sortino ratio: 0.791
Calmar ratio: 0.66

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

71.88%

Ann. 18.62% (Sharpe / Sortino numerator)

Volatility

18.84%

Sharpe ratio

0.796

VaR 95%

-1.91%

CVaR 95%: -2.67%
Max drawdown: -23.54%
Sortino ratio: 1.123
Calmar ratio: 0.79

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

0.093%

Best day

4.061%

11/06/2026
Worst day

-3.955%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $186.33 $186.33 $183.79 $183.79 19,600
17/07/2026 $182.75 $185.97 $182.75 $184.74 6,900
16/07/2026 $187.35 $187.86 $185.19 $185.47 5,300
15/07/2026 $189.99 $189.99 $186.27 $188.21 5,300
14/07/2026 $189.44 $196.33 $188.56 $188.91 21,600
13/07/2026 $190.43 $190.43 $186.74 $187.30 7,900
10/07/2026 $192.28 $192.28 $189.87 $190.47 40,600
09/07/2026 $191.20 $192.81 $191.20 $191.75 8,100
08/07/2026 $188.37 $188.95 $186.92 $188.77 10,100
07/07/2026 $192.57 $192.57 $187.74 $189.68 6,700