Summary
FTBI
Prices · period metrics · 12M
NAV as of 03/06/2026
30/05/2025 → 28/05/2026
Return 17.20% Volatility 7.15% Sharpe 1.93
Official loaded data — not a live quote.

FIRST TRUST BALANCED INCOME ETF

Symbol: FTBI

Exchange: NYSE

Sector: Technology

Category: Moderate Allocation

Inception date: 28/05/2025

Latest date: 03/06/2026

Current price: $21.89

Expense ratio: 0.97%

Assets under management
$20.5M
-0.15% 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

2.62%

Ann. 26.25% (Sharpe / Sortino numerator)

Volatility

7.61%

Sharpe ratio

2.972

VaR 95%

-0.54%

CVaR 95%: -0.67%
Max drawdown: -1.58%
Sortino ratio: 7.688
Calmar ratio: 16.61

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

3.54%

Ann. 8.38% (Sharpe / Sortino numerator)

Volatility

9.18%

Sharpe ratio

0.518

VaR 95%

-0.88%

CVaR 95%: -1.09%
Max drawdown: -5.16%
Sortino ratio: 0.866
Calmar ratio: 1.63

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

6.64%

Ann. 12.87% (Sharpe / Sortino numerator)

Volatility

7.99%

Sharpe ratio

1.156

VaR 95%

-0.87%

CVaR 95%: -1.02%
Max drawdown: -5.34%
Sortino ratio: 1.770
Calmar ratio: 2.41

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

17.20%

Ann. 17.39% (Sharpe / Sortino numerator)

Volatility

7.15%

Sharpe ratio

1.926

VaR 95%

-0.80%

CVaR 95%: -0.96%
Max drawdown: -5.34%
Sortino ratio: 2.981
Calmar ratio: 3.26

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

0.064%

Best day

1.718%

31/03/2026
Worst day

-1.257%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $21.92 $21.97 $21.89 $21.89 6,600
02/06/2026 $21.99 $22.00 $21.90 $21.97 11,500
01/06/2026 $21.81 $21.91 $21.81 $21.84 5,200
29/05/2026 $21.89 $21.90 $21.83 $21.84 4,100
28/05/2026 $21.71 $21.81 $21.71 $21.75 5,900
27/05/2026 $21.78 $21.78 $21.65 $21.70 10,300
26/05/2026 $21.80 $21.80 $21.74 $21.74 1,200
22/05/2026 $21.56 $21.63 $21.55 $21.63 3,900
21/05/2026 $21.42 $21.53 $21.42 $21.53 800
20/05/2026 $21.61 $21.63 $21.59 $21.59 2,800