The Future Fund Long/Short ETF
Symbol: FFLS
Exchange: NYSE
Sector: Technology
Category: Long-Short Equity
Inception date: 20/06/2023
Latest date: 20/07/2026
Current price: $22.56
Expense ratio: 1.60%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-1.21%
Ann. -19.81% (Sharpe / Sortino numerator)
Volatility
10.44%
Sharpe ratio
-2.245
VaR 95%
-1.06%
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
-1.12%
Ann. -20.57% (Sharpe / Sortino numerator)
Volatility
9.24%
Sharpe ratio
-2.618
VaR 95%
-1.08%
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
-3.65%
Ann. -14.23% (Sharpe / Sortino numerator)
Volatility
8.92%
Sharpe ratio
-2.003
VaR 95%
-1.09%
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
-5.79%
Ann. 0.25% (Sharpe / Sortino numerator)
Volatility
9.28%
Sharpe ratio
-0.364
VaR 95%
-0.97%
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
8.07%
Ann. 3.71% (Sharpe / Sortino numerator)
Volatility
10.47%
Sharpe ratio
0.008
VaR 95%
-1.09%
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
24.75%
Ann. 8.76% (Sharpe / Sortino numerator)
Volatility
11.36%
Sharpe ratio
0.455
VaR 95%
-1.15%
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
-0.022%
Best day
2.108%
Worst day
-2.36%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $22.62 | $22.62 | $22.56 | $22.56 | 5,700 |
| 17/07/2026 | $22.43 | $22.55 | $22.43 | $22.52 | 7,200 |
| 16/07/2026 | $22.95 | $22.95 | $22.66 | $22.71 | 17,800 |
| 15/07/2026 | $23.05 | $23.06 | $22.98 | $23.05 | 7,100 |
| 14/07/2026 | $23.09 | $23.12 | $23.09 | $23.11 | 1,200 |
| 13/07/2026 | $23.03 | $23.03 | $22.93 | $22.95 | 4,000 |
| 10/07/2026 | $23.22 | $23.30 | $23.22 | $23.29 | 800 |
| 09/07/2026 | $23.35 | $23.35 | $23.31 | $23.32 | 1,100 |
| 08/07/2026 | $23.35 | $23.37 | $23.32 | $23.32 | 2,000 |
| 07/07/2026 | $23.33 | $23.33 | $23.30 | $23.30 | 400 |