Summary
FCTE
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 2.01% Volatility 20.37% Sharpe -0.30
Official loaded data — not a live quote.

SMI 3FOURTEEN FULL-CYCLE TREND ETF

Symbol: FCTE

Exchange: NASDAQ

Sector: Technology

Category: Large Blend

Inception date: 01/07/2024

Latest date: 03/06/2026

Current price: $27.14

Expense ratio: 0.85%

Assets under management
$230.6M
1.16% 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

1.40%

Ann. -51.83% (Sharpe / Sortino numerator)

Volatility

20.29%

Sharpe ratio

-2.734

VaR 95%

-1.79%

CVaR 95%: -2.07%
Max drawdown: -9.60%
Sortino ratio: -5.097
Calmar ratio: -5.40

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

3.02%

Ann. -3.40% (Sharpe / Sortino numerator)

Volatility

18.77%

Sharpe ratio

-0.374

VaR 95%

-1.94%

CVaR 95%: -2.17%
Max drawdown: -12.85%
Sortino ratio: -0.664
Calmar ratio: -0.26

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

8.27%

Ann. -10.02% (Sharpe / Sortino numerator)

Volatility

16.14%

Sharpe ratio

-0.846

VaR 95%

-1.78%

CVaR 95%: -2.28%
Max drawdown: -12.85%
Sortino ratio: -1.236
Calmar ratio: -0.78

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

2.01%

Ann. -2.40% (Sharpe / Sortino numerator)

Volatility

20.37%

Sharpe ratio

-0.296

VaR 95%

-1.87%

CVaR 95%: -2.99%
Max drawdown: -12.85%
Sortino ratio: -0.397
Calmar ratio: -0.19

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

10.60%

Ann. 5.74% (Sharpe / Sortino numerator)

Volatility

19.44%

Sharpe ratio

0.110

VaR 95%

-1.80%

CVaR 95%: -2.64%
Max drawdown: -19.68%
Sortino ratio: 0.162
Calmar ratio: 0.29

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.012%

Best day

4.779%

08/04/2026
Worst day

-3.068%

29/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $26.83 $27.17 $26.83 $27.14 24,000
02/06/2026 $26.55 $26.85 $26.55 $26.83 21,700
01/06/2026 $26.79 $26.91 $26.58 $26.63 29,300
29/05/2026 $27.13 $27.23 $26.87 $26.89 49,300
28/05/2026 $27.02 $27.33 $27.02 $27.20 21,600
27/05/2026 $27.00 $27.17 $27.00 $27.05 13,300
26/05/2026 $26.89 $27.06 $26.89 $27.00 35,600
22/05/2026 $26.68 $26.89 $26.68 $26.89 7,400
21/05/2026 $26.39 $26.69 $26.39 $26.68 4,200
20/05/2026 $26.30 $26.54 $26.27 $26.54 12,300