Summary
FTXH
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 45.79% Volatility 21.01% Sharpe 1.18
Official loaded data — not a live quote.

FIRST TRUST NASDAQ PHARMACEUTICALS ETF

Symbol: FTXH

Exchange: NASDAQ

Sector: Healthcare

Category: Health

Inception date: 20/09/2016

Latest date: 15/10/2026

Current price: $41.97

Expense ratio: 0.60%

Assets under management
$1.1B
0.41% 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

3.17%

Ann. -33.08% (Sharpe / Sortino numerator)

Volatility

21.26%

Sharpe ratio

-1.726

VaR 95%

-2.10%

CVaR 95%: -2.12%
Max drawdown: -5.93%
Sortino ratio: -2.694
Calmar ratio: -5.57

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

10.71%

Ann. 13.89% (Sharpe / Sortino numerator)

Volatility

17.65%

Sharpe ratio

0.581

VaR 95%

-1.96%

CVaR 95%: -2.08%
Max drawdown: -7.62%
Sortino ratio: 0.993
Calmar ratio: 1.82

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

22.14%

Ann. 35.53% (Sharpe / Sortino numerator)

Volatility

16.03%

Sharpe ratio

1.990

VaR 95%

-1.34%

CVaR 95%: -1.86%
Max drawdown: -7.62%
Sortino ratio: 3.609
Calmar ratio: 4.66

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

45.79%

Ann. 28.37% (Sharpe / Sortino numerator)

Volatility

21.01%

Sharpe ratio

1.177

VaR 95%

-2.07%

CVaR 95%: -2.99%
Max drawdown: -11.36%
Sortino ratio: 1.591
Calmar ratio: 2.50

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

48.99%

Ann. 13.24% (Sharpe / Sortino numerator)

Volatility

17.70%

Sharpe ratio

0.543

VaR 95%

-1.78%

CVaR 95%: -2.60%
Max drawdown: -19.51%
Sortino ratio: 0.735
Calmar ratio: 0.68

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

69.02%

Ann. 11.11% (Sharpe / Sortino numerator)

Volatility

16.17%

Sharpe ratio

0.463

VaR 95%

-1.53%

CVaR 95%: -2.36%
Max drawdown: -19.51%
Sortino ratio: 0.636
Calmar ratio: 0.57

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.156%

Best day

4.789%

19/08/2026
Worst day

-2.206%

20/08/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $41.80 $42.46 $41.80 $41.97 60,600
14/10/2026 $40.44 $41.44 $40.44 $41.29 32,700
13/10/2026 $41.31 $41.31 $40.40 $40.43 28,500
12/10/2026 $41.37 $41.51 $41.18 $41.25 25,400
09/10/2026 $40.60 $41.37 $40.60 $41.27 1,263,400
08/10/2026 $40.48 $40.49 $39.73 $40.45 33,700
07/10/2026 $40.26 $41.12 $40.26 $40.67 84,800
06/10/2026 $40.96 $41.06 $40.08 $40.45 108,100
05/10/2026 $40.57 $40.94 $40.35 $40.77 139,500
02/10/2026 $40.82 $40.88 $40.53 $40.73 53,700