FIRST TRUST LONG/SHORT EQUITY ETF
Symbol: FTLS
Exchange: NYSE
Sector: Technology
Category: Long-Short Equity
Inception date: 08/09/2014
Latest date: 20/07/2026
Current price: $74.66
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
0.01%
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
3.17%
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
6.76%
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
13.72%
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
21.69%
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
45.35%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.053%
Best day
1.544%
Worst day
-1.778%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $74.80 | $75.07 | $74.45 | $74.66 | 61,900 |
| 17/07/2026 | $74.21 | $74.79 | $74.17 | $74.70 | 76,100 |
| 16/07/2026 | $74.66 | $74.91 | $74.47 | $74.54 | 92,600 |
| 15/07/2026 | $74.88 | $74.96 | $74.52 | $74.73 | 64,100 |
| 14/07/2026 | $74.97 | $75.14 | $74.63 | $74.68 | 80,100 |
| 13/07/2026 | $74.66 | $74.82 | $74.43 | $74.62 | 88,700 |
| 10/07/2026 | $74.45 | $74.71 | $74.33 | $74.71 | 130,800 |
| 09/07/2026 | $74.48 | $74.71 | $74.32 | $74.68 | 106,700 |
| 08/07/2026 | $74.11 | $74.35 | $73.82 | $74.15 | 116,000 |
| 07/07/2026 | $74.07 | $74.38 | $73.97 | $74.02 | 220,500 |