Summary
FDND
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 7.38% Volatility 23.40% Sharpe -0.01
Official loaded data — not a live quote.

FT VEST DOW JONES INTERNET & TARGET INCOME ETF

Symbol: FDND

Exchange: BATS

Sector: Technology

Category: Derivative Income

Inception date: 20/03/2024

Latest date: 03/06/2026

Current price: $22.30

Expense ratio: 0.75%

Assets under management
$9.6M
-0.26% 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

3.58%

Ann. -19.91% (Sharpe / Sortino numerator)

Volatility

23.79%

Sharpe ratio

-0.989

VaR 95%

-2.31%

CVaR 95%: -2.62%
Max drawdown: -8.79%
Sortino ratio: -1.659
Calmar ratio: -2.27

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

13.13%

Ann. -34.41% (Sharpe / Sortino numerator)

Volatility

23.10%

Sharpe ratio

-1.646

VaR 95%

-2.87%

CVaR 95%: -3.23%
Max drawdown: -16.23%
Sortino ratio: -2.356
Calmar ratio: -2.12

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

1.72%

Ann. -27.25% (Sharpe / Sortino numerator)

Volatility

20.46%

Sharpe ratio

-1.510

VaR 95%

-2.34%

CVaR 95%: -2.94%
Max drawdown: -20.37%
Sortino ratio: -2.038
Calmar ratio: -1.34

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

7.38%

Ann. 3.37% (Sharpe / Sortino numerator)

Volatility

23.40%

Sharpe ratio

-0.011

VaR 95%

-2.32%

CVaR 95%: -3.44%
Max drawdown: -21.02%
Sortino ratio: -0.015
Calmar ratio: 0.16

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

35.79%

Ann. 6.77% (Sharpe / Sortino numerator)

Volatility

21.78%

Sharpe ratio

0.144

VaR 95%

-2.37%

CVaR 95%: -3.33%
Max drawdown: -24.12%
Sortino ratio: 0.188
Calmar ratio: 0.28

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

0.035%

Best day

3.145%

31/03/2026
Worst day

-3.449%

12/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $22.36 $22.37 $22.30 $22.30 2,400
02/06/2026 $22.79 $22.80 $22.73 $22.75 6,000
01/06/2026 $23.00 $23.08 $23.00 $23.08 700
29/05/2026 $22.41 $22.58 $22.41 $22.55 4,700
28/05/2026 $22.19 $22.25 $22.19 $22.20 2,800
27/05/2026 $21.92 $21.96 $21.87 $21.87 1,100
26/05/2026 $21.85 $21.85 $21.82 $21.82 700
22/05/2026 $21.93 $21.93 $21.85 $21.86 1,400
21/05/2026 $21.69 $21.69 $21.69 $21.69 200
20/05/2026 $21.54 $21.62 $21.54 $21.62 3,000