Summary
FTHF
Prices · period metrics · 12M
NAV as of 03/09/2026
30/05/2025 → 28/05/2026
Return 88.28% 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: 03/09/2026

Current price: $49.20

Expense ratio: 0.75%

Assets under management
$127.2M
1.49% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

10.39%

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

-0.90%

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

28.59%

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

88.28%

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.

Period total return

125.84%

Ann. 39.01% (Sharpe / Sortino numerator)

Volatility

30.53%

Sharpe ratio

1.158

VaR 95%

-2.41%

CVaR 95%: -4.50%
Max drawdown: -17.36%
Sortino ratio: 1.417
Calmar ratio: 2.25

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

157.07%

Ann. 36.79% (Sharpe / Sortino numerator)

Volatility

27.48%

Sharpe ratio

1.205

VaR 95%

-2.35%

CVaR 95%: -4.02%
Max drawdown: -17.36%
Sortino ratio: 1.462
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.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 03/09/2025 - 03/09/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.276%

Best day

8.014%

08/04/2026
Worst day

-9.011%

05/06/2026
Days with data

252

Recent price history (last 90 days)

Date Open High Low Close Volume
03/09/2026 $48.48 $49.28 $48.48 $49.20 7,900
02/09/2026 $48.31 $48.47 $48.11 $48.47 48,700
01/09/2026 $48.50 $48.68 $48.01 $48.19 40,800
31/08/2026 $48.07 $48.48 $47.68 $48.39 132,400
28/08/2026 $48.02 $48.45 $47.55 $47.59 8,800
27/08/2026 $48.32 $48.32 $47.57 $47.92 3,400
26/08/2026 $47.95 $48.16 $47.81 $47.85 11,600
25/08/2026 $47.69 $47.75 $47.17 $47.73 5,700
24/08/2026 $47.09 $47.09 $46.55 $46.72 4,700
21/08/2026 $47.54 $47.90 $47.54 $47.72 13,900