Summary
FTHF
Prices · period metrics · 12M
NAV as of 02/06/2026
30/05/2025 → 28/05/2026
Return 113.70% Volatility 32.68% Sharpe 3.35
Official loaded data — not a live quote.

FIRST TRUST EMERGING MARKETS HUMAN FLOURISHING ETF

Symbol: FTHF

Exchange: NYSE

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 30/10/2023

Latest date: 02/06/2026

Current price: $50.85

Expense ratio: 0.75%

Assets under management
$106.6M
0.78% 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

17.31%

Ann. 510.19% (Sharpe / Sortino numerator)

Volatility

41.14%

Sharpe ratio

12.314

VaR 95%

-4.07%

CVaR 95%: -4.51%
Max drawdown: -7.25%
Sortino ratio: 19.829
Calmar ratio: 70.34

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

22.45%

Ann. 107.50% (Sharpe / Sortino numerator)

Volatility

44.60%

Sharpe ratio

2.329

VaR 95%

-4.07%

CVaR 95%: -5.40%
Max drawdown: -14.24%
Sortino ratio: 3.600
Calmar ratio: 7.55

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

64.60%

Ann. 168.31% (Sharpe / Sortino numerator)

Volatility

34.62%

Sharpe ratio

4.757

VaR 95%

-3.89%

CVaR 95%: -4.79%
Max drawdown: -16.31%
Sortino ratio: 6.488
Calmar ratio: 10.32

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

113.70%

Ann. 113.03% (Sharpe / Sortino numerator)

Volatility

32.68%

Sharpe ratio

3.347

VaR 95%

-2.41%

CVaR 95%: -4.59%
Max drawdown: -16.31%
Sortino ratio: 4.039
Calmar ratio: 6.93

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.324%

Best day

14.033%

18/07/2025
Worst day

-11.747%

21/07/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $50.46 $50.86 $50.46 $50.85 4,700
01/06/2026 $49.91 $50.82 $49.66 $50.53 13,000
29/05/2026 $49.48 $49.62 $49.27 $49.39 6,200
28/05/2026 $49.24 $49.93 $48.52 $49.70 14,200
27/05/2026 $49.43 $49.43 $48.91 $49.11 21,700
26/05/2026 $48.21 $49.01 $48.21 $49.01 4,300
22/05/2026 $46.15 $46.55 $46.14 $46.14 2,700
21/05/2026 $45.86 $46.79 $45.86 $46.64 3,800
20/05/2026 $44.85 $45.78 $44.85 $45.67 7,600
19/05/2026 $44.24 $44.99 $43.78 $44.62 10,100