Summary
FCVT
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 25.92% Volatility 16.20% Sharpe 1.67
Official loaded data — not a live quote.

FIRST TRUST SSI STRATEGIC CONVERTIBLE SECURITIES ETF

Symbol: FCVT

Exchange: NASDAQ

Sector: Technology

Category: Convertibles

Inception date: 03/11/2015

Latest date: 20/07/2026

Current price: $49.45

Expense ratio: 0.95%

Assets under management
$120.9M
-0.29% 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

-9.48%

Ann. -17.50% (Sharpe / Sortino numerator)

Volatility

24.72%

Sharpe ratio

-0.855

VaR 95%

-2.49%

CVaR 95%: -2.53%
Max drawdown: -5.87%
Sortino ratio: -1.613
Calmar ratio: -2.98

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

0.72%

Ann. 16.08% (Sharpe / Sortino numerator)

Volatility

19.75%

Sharpe ratio

0.630

VaR 95%

-2.10%

CVaR 95%: -2.33%
Max drawdown: -8.56%
Sortino ratio: 0.996
Calmar ratio: 1.88

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

9.35%

Ann. 10.07% (Sharpe / Sortino numerator)

Volatility

18.49%

Sharpe ratio

0.349

VaR 95%

-2.10%

CVaR 95%: -2.35%
Max drawdown: -8.56%
Sortino ratio: 0.548
Calmar ratio: 1.18

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

25.92%

Ann. 30.66% (Sharpe / Sortino numerator)

Volatility

16.20%

Sharpe ratio

1.669

VaR 95%

-1.83%

CVaR 95%: -2.41%
Max drawdown: -8.56%
Sortino ratio: 2.195
Calmar ratio: 3.58

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

47.94%

Ann. 18.09% (Sharpe / Sortino numerator)

Volatility

14.07%

Sharpe ratio

1.028

VaR 95%

-1.50%

CVaR 95%: -2.11%
Max drawdown: -15.06%
Sortino ratio: 1.372
Calmar ratio: 1.20

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

57.50%

Ann. 14.47% (Sharpe / Sortino numerator)

Volatility

12.72%

Sharpe ratio

0.852

VaR 95%

-1.36%

CVaR 95%: -1.92%
Max drawdown: -15.06%
Sortino ratio: 1.148
Calmar ratio: 0.96

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

0.099%

Best day

3.012%

06/02/2026
Worst day

-4.254%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $49.60 $50.54 $49.35 $49.45 33,700
17/07/2026 $49.15 $49.47 $48.49 $49.37 41,100
16/07/2026 $49.89 $50.27 $49.11 $49.33 49,500
15/07/2026 $51.28 $51.28 $50.00 $50.56 8,200
14/07/2026 $51.37 $51.45 $51.00 $51.04 5,700
13/07/2026 $51.37 $51.37 $50.60 $50.72 14,200
10/07/2026 $51.52 $51.72 $51.42 $51.70 10,500
09/07/2026 $52.09 $52.34 $52.08 $52.08 7,400
08/07/2026 $51.06 $51.31 $50.55 $51.31 8,500
07/07/2026 $51.39 $51.55 $50.84 $50.97 21,400