Summary
FV
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 15.98% Volatility 20.15% Sharpe 0.31
Official loaded data — not a live quote.

FIRST TRUST DORSEY WRIGHT FOCUS 5 ETF

Symbol: FV

Exchange: NASDAQ

Sector: Technology

Category: Mid-Cap Blend

Inception date: N/A

Latest date: 20/07/2026

Current price: $69.46

Expense ratio: 0.89%

Assets under management
N/A
-1.36% 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

-6.01%

Ann. -54.94% (Sharpe / Sortino numerator)

Volatility

25.30%

Sharpe ratio

-2.315

VaR 95%

-2.39%

CVaR 95%: -2.59%
Max drawdown: -9.60%
Sortino ratio: -4.093
Calmar ratio: -5.73

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

7.19%

Ann. -17.81% (Sharpe / Sortino numerator)

Volatility

20.57%

Sharpe ratio

-1.043

VaR 95%

-2.23%

CVaR 95%: -2.41%
Max drawdown: -13.52%
Sortino ratio: -1.650
Calmar ratio: -1.32

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

4.89%

Ann. -2.67% (Sharpe / Sortino numerator)

Volatility

17.79%

Sharpe ratio

-0.354

VaR 95%

-1.99%

CVaR 95%: -2.32%
Max drawdown: -13.52%
Sortino ratio: -0.535
Calmar ratio: -0.20

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

15.98%

Ann. 9.90% (Sharpe / Sortino numerator)

Volatility

20.15%

Sharpe ratio

0.311

VaR 95%

-1.90%

CVaR 95%: -2.90%
Max drawdown: -13.52%
Sortino ratio: 0.404
Calmar ratio: 0.73

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

21.32%

Ann. 4.35% (Sharpe / Sortino numerator)

Volatility

20.26%

Sharpe ratio

0.035

VaR 95%

-2.01%

CVaR 95%: -3.07%
Max drawdown: -23.08%
Sortino ratio: 0.047
Calmar ratio: 0.19

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

46.85%

Ann. 11.02% (Sharpe / Sortino numerator)

Volatility

19.23%

Sharpe ratio

0.384

VaR 95%

-1.90%

CVaR 95%: -2.78%
Max drawdown: -23.08%
Sortino ratio: 0.536
Calmar ratio: 0.48

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.065%

Best day

3.094%

31/03/2026
Worst day

-3.87%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $70.42 $70.42 $68.94 $69.46 38,500
17/07/2026 $68.79 $70.31 $68.53 $69.68 24,000
16/07/2026 $70.64 $70.88 $69.96 $70.22 63,500
15/07/2026 $72.52 $72.53 $70.19 $71.23 85,500
14/07/2026 $72.22 $72.55 $71.00 $71.95 67,700
13/07/2026 $71.88 $72.31 $71.08 $71.31 45,300
10/07/2026 $73.05 $73.73 $72.65 $73.00 36,800
09/07/2026 $73.06 $74.05 $73.06 $73.54 78,100
08/07/2026 $71.21 $72.83 $70.58 $71.96 47,300
07/07/2026 $72.48 $72.53 $71.00 $71.71 120,700