FIRST TRUST LONG/SHORT EQUITY ETF
Symbol: FTLS
Exchange: NYSE
Sector: Technology
Category: Long-Short Equity
Inception date: 08/09/2014
Latest date: 15/10/2026
Current price: $77.23
Expense ratio: 1.38%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.45%
Ann. -8.58% (Sharpe / Sortino numerator)
Volatility
9.83%
Sharpe ratio
-1.242
VaR 95%
-0.84%
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
3.59%
Ann. -2.66% (Sharpe / Sortino numerator)
Volatility
9.03%
Sharpe ratio
-0.697
VaR 95%
-0.84%
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
7.40%
Ann. 1.21% (Sharpe / Sortino numerator)
Volatility
9.28%
Sharpe ratio
-0.261
VaR 95%
-0.86%
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
12.83%
Ann. 11.23% (Sharpe / Sortino numerator)
Volatility
10.47%
Sharpe ratio
0.726
VaR 95%
-0.88%
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
22.23%
Ann. 8.74% (Sharpe / Sortino numerator)
Volatility
10.30%
Sharpe ratio
0.496
VaR 95%
-1.01%
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
48.79%
Ann. 13.10% (Sharpe / Sortino numerator)
Volatility
9.90%
Sharpe ratio
0.956
VaR 95%
-0.95%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.049%
Best day
1.544%
Worst day
-1.681%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $77.26 | $77.48 | $77.06 | $77.23 | 251,900 |
| 14/10/2026 | $77.80 | $78.10 | $77.43 | $77.52 | 139,300 |
| 13/10/2026 | $77.79 | $78.11 | $77.79 | $78.09 | 137,900 |
| 12/10/2026 | $77.91 | $78.09 | $77.83 | $78.01 | 142,100 |
| 09/10/2026 | $77.68 | $77.97 | $77.65 | $77.71 | 203,900 |
| 08/10/2026 | $77.48 | $77.90 | $77.45 | $77.69 | 181,000 |
| 07/10/2026 | $77.52 | $77.82 | $77.42 | $77.76 | 99,400 |
| 06/10/2026 | $77.87 | $77.96 | $77.60 | $77.78 | 267,300 |
| 05/10/2026 | $77.40 | $77.90 | $77.36 | $77.76 | 240,100 |
| 02/10/2026 | $77.12 | $77.42 | $76.96 | $77.34 | 203,000 |