Summary
FCTE
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 9.88% 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: 20/07/2026

Current price: $28.53

Expense ratio: 0.85%

Assets under management
$244.3M
-0.58% 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

1.34%

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

4.10%

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

9.72%

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

9.88%

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

9.60%

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.042%

Best day

4.779%

08/04/2026
Worst day

-3.068%

29/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $28.70 $28.82 $28.52 $28.53 14,400
17/07/2026 $28.68 $28.87 $28.65 $28.72 10,200
16/07/2026 $29.05 $29.05 $28.87 $28.98 13,500
15/07/2026 $28.87 $28.89 $28.71 $28.86 154,600
14/07/2026 $28.89 $28.91 $28.76 $28.85 20,400
13/07/2026 $28.91 $29.21 $28.86 $28.90 31,800
10/07/2026 $29.07 $29.19 $28.99 $29.16 54,800
09/07/2026 $29.05 $29.11 $28.97 $29.05 10,800
08/07/2026 $28.80 $28.91 $28.78 $28.89 32,500
07/07/2026 $29.11 $29.12 $28.86 $28.91 34,400