FIRST TRUST LUNT U.S. FACTOR ROTATION ETF
Symbol: FCTR
Exchange: BATS
Sector: Technology
Category: Large Blend
Inception date: 25/07/2018
Latest date: 03/06/2026
Current price: $41.00
Expense ratio: 0.65%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
8.63%
Ann. -35.54% (Sharpe / Sortino numerator)
Volatility
13.78%
Sharpe ratio
-2.843
VaR 95%
-1.35%
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
12.20%
Ann. -4.79% (Sharpe / Sortino numerator)
Volatility
15.80%
Sharpe ratio
-0.533
VaR 95%
-1.53%
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
15.25%
Ann. 1.07% (Sharpe / Sortino numerator)
Volatility
19.87%
Sharpe ratio
-0.129
VaR 95%
-2.06%
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
23.34%
Ann. 14.02% (Sharpe / Sortino numerator)
Volatility
20.58%
Sharpe ratio
0.505
VaR 95%
-1.84%
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
34.16%
Ann. 8.87% (Sharpe / Sortino numerator)
Volatility
19.19%
Sharpe ratio
0.273
VaR 95%
-1.97%
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
64.41%
Ann. 10.08% (Sharpe / Sortino numerator)
Volatility
18.38%
Sharpe ratio
0.351
VaR 95%
-1.74%
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.
Average daily return
0.09%
Best day
3.065%
Worst day
-3.712%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/06/2026 | $41.23 | $41.23 | $40.99 | $41.00 | 7,000 |
| 02/06/2026 | $41.17 | $41.32 | $41.17 | $41.32 | 900 |
| 01/06/2026 | $40.21 | $40.41 | $40.21 | $40.39 | 2,400 |
| 29/05/2026 | $39.96 | $40.23 | $39.94 | $40.23 | 2,200 |
| 28/05/2026 | $39.96 | $40.36 | $39.96 | $40.12 | 1,500 |
| 27/05/2026 | $39.76 | $39.95 | $39.67 | $39.91 | 3,600 |
| 26/05/2026 | $40.07 | $40.07 | $40.03 | $40.03 | 400 |
| 22/05/2026 | $39.09 | $39.14 | $39.09 | $39.14 | 600 |
| 21/05/2026 | $38.08 | $38.71 | $38.08 | $38.67 | 13,400 |
| 20/05/2026 | $38.27 | $38.27 | $38.06 | $38.10 | 6,100 |