FIRST TRUST LUNT U.S. FACTOR ROTATION ETF
Symbol: FCTR
Exchange: BATS
Sector: Technology
Category: Large Blend
Inception date: 25/07/2018
Latest date: 20/07/2026
Current price: $38.29
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
-5.90%
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
2.26%
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
3.60%
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
12.11%
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
22.64%
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
44.40%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.053%
Best day
3.065%
Worst day
-3.712%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $38.72 | $38.82 | $38.29 | $38.29 | 1,300 |
| 17/07/2026 | $38.30 | $38.76 | $38.28 | $38.38 | 2,700 |
| 16/07/2026 | $38.31 | $38.31 | $38.30 | $38.30 | 700 |
| 15/07/2026 | $39.33 | $39.42 | $38.88 | $39.42 | 2,000 |
| 14/07/2026 | $40.12 | $40.24 | $39.99 | $40.11 | 2,200 |
| 13/07/2026 | $39.77 | $39.92 | $39.52 | $39.61 | 4,000 |
| 10/07/2026 | $40.24 | $40.24 | $40.24 | $40.24 | 200 |
| 09/07/2026 | $40.73 | $40.81 | $40.41 | $40.41 | 2,100 |
| 08/07/2026 | $39.23 | $39.76 | $39.23 | $39.76 | 5,500 |
| 07/07/2026 | $39.65 | $40.01 | $39.65 | $40.01 | 3,200 |