Summary
FTLS
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 14.27% Volatility 10.47% Sharpe 0.73
Official loaded data — not a live quote.

FIRST TRUST LONG/SHORT EQUITY ETF

Symbol: FTLS

Exchange: NYSE

Sector: Technology

Category: Long-Short Equity

Inception date: 08/09/2014

Latest date: 03/06/2026

Current price: $74.71

Expense ratio: 1.38%

Assets under management
$2.3B
0.20% 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

2.01%

Ann. -8.58% (Sharpe / Sortino numerator)

Volatility

9.83%

Sharpe ratio

-1.242

VaR 95%

-0.84%

CVaR 95%: -0.97%
Max drawdown: -2.46%
Sortino ratio: -2.325
Calmar ratio: -3.49

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

5.71%

Ann. -2.66% (Sharpe / Sortino numerator)

Volatility

9.03%

Sharpe ratio

-0.697

VaR 95%

-0.84%

CVaR 95%: -1.15%
Max drawdown: -3.87%
Sortino ratio: -1.086
Calmar ratio: -0.69

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

5.22%

Ann. 1.21% (Sharpe / Sortino numerator)

Volatility

9.28%

Sharpe ratio

-0.261

VaR 95%

-0.86%

CVaR 95%: -1.27%
Max drawdown: -3.87%
Sortino ratio: -0.393
Calmar ratio: 0.31

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

14.27%

Ann. 11.23% (Sharpe / Sortino numerator)

Volatility

10.47%

Sharpe ratio

0.726

VaR 95%

-0.88%

CVaR 95%: -1.47%
Max drawdown: -4.55%
Sortino ratio: 1.011
Calmar ratio: 2.47

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

24.86%

Ann. 8.74% (Sharpe / Sortino numerator)

Volatility

10.30%

Sharpe ratio

0.496

VaR 95%

-1.01%

CVaR 95%: -1.54%
Max drawdown: -11.69%
Sortino ratio: 0.659
Calmar ratio: 0.75

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

49.16%

Ann. 13.10% (Sharpe / Sortino numerator)

Volatility

9.90%

Sharpe ratio

0.956

VaR 95%

-0.95%

CVaR 95%: -1.42%
Max drawdown: -11.69%
Sortino ratio: 1.330
Calmar ratio: 1.12

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.054%

Best day

1.544%

08/04/2026
Worst day

-1.778%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $74.56 $74.91 $74.37 $74.71 92,200
02/06/2026 $74.21 $74.78 $74.20 $74.62 123,400
01/06/2026 $74.27 $74.50 $74.08 $74.12 54,900
29/05/2026 $74.40 $74.71 $74.31 $74.39 104,200
28/05/2026 $74.36 $74.57 $74.26 $74.45 77,700
27/05/2026 $74.62 $74.82 $74.34 $74.49 188,200
26/05/2026 $74.67 $74.95 $74.53 $74.73 64,700
22/05/2026 $74.47 $74.78 $74.34 $74.65 67,100
21/05/2026 $74.21 $74.51 $73.92 $74.42 73,700
20/05/2026 $74.21 $74.54 $74.04 $74.32 164,200