Summary
FSZ
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 7.36% Volatility 15.92% Sharpe 0.99
Official loaded data — not a live quote.

FIRST TRUST SWITZERLAND ALPHADEX FUND

Symbol: FSZ

Exchange: NASDAQ

Sector: Healthcare

Category: Focused Region

Inception date: 14/02/2012

Latest date: 16/07/2026

Current price: $82.29

Expense ratio: 0.80%

Assets under management
$36.9M
0.00% 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

0.47%

Ann. -47.78% (Sharpe / Sortino numerator)

Volatility

17.75%

Sharpe ratio

-2.896

VaR 95%

-2.03%

CVaR 95%: -2.08%
Max drawdown: -7.41%
Sortino ratio: -5.444
Calmar ratio: -6.44

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

1.59%

Ann. -6.11% (Sharpe / Sortino numerator)

Volatility

15.18%

Sharpe ratio

-0.641

VaR 95%

-1.72%

CVaR 95%: -1.97%
Max drawdown: -11.01%
Sortino ratio: -0.984
Calmar ratio: -0.55

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

3.21%

Ann. 7.90% (Sharpe / Sortino numerator)

Volatility

13.16%

Sharpe ratio

0.324

VaR 95%

-1.49%

CVaR 95%: -1.83%
Max drawdown: -11.01%
Sortino ratio: 0.475
Calmar ratio: 0.72

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

7.36%

Ann. 19.40% (Sharpe / Sortino numerator)

Volatility

15.92%

Sharpe ratio

0.991

VaR 95%

-1.50%

CVaR 95%: -2.27%
Max drawdown: -11.01%
Sortino ratio: 1.253
Calmar ratio: 1.76

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

29.56%

Ann. 14.90% (Sharpe / Sortino numerator)

Volatility

14.91%

Sharpe ratio

0.756

VaR 95%

-1.47%

CVaR 95%: -2.01%
Max drawdown: -13.93%
Sortino ratio: 1.065
Calmar ratio: 1.07

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

38.15%

Ann. 11.38% (Sharpe / Sortino numerator)

Volatility

14.70%

Sharpe ratio

0.527

VaR 95%

-1.47%

CVaR 95%: -1.96%
Max drawdown: -13.93%
Sortino ratio: 0.783
Calmar ratio: 0.82

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.032%

Best day

3.349%

08/04/2026
Worst day

-2.457%

02/09/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $82.29 $82.29 $82.29 $82.29 100
15/07/2026 $82.92 $83.27 $82.91 $83.27 400
14/07/2026 $82.80 $82.88 $82.29 $82.55 2,000
13/07/2026 $81.88 $81.88 $81.88 $81.88 100
10/07/2026 $82.44 $82.44 $82.44 $82.44 100
09/07/2026 $82.06 $82.06 $81.60 $82.05 3,300
08/07/2026 $81.47 $81.88 $81.47 $81.47 1,900
07/07/2026 $82.62 $82.62 $82.62 $82.62 100
06/07/2026 $83.13 $83.36 $83.13 $83.36 200
02/07/2026 $83.15 $83.15 $83.15 $83.15 300