Summary
FV
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 28.90% 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: 05/03/2014

Latest date: 03/06/2026

Current price: $74.27

Expense ratio: 0.89%

Assets under management
$3.5B
1.16% 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

11.69%

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

15.78%

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

18.84%

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

28.90%

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

34.65%

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

69.27%

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

Methodology: adjusted prices + daily simple return
Average daily return

0.106%

Best day

3.094%

31/03/2026
Worst day

-2.73%

12/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $73.42 $74.42 $73.38 $74.27 65,900
02/06/2026 $72.49 $73.29 $72.49 $73.19 57,700
01/06/2026 $73.28 $73.28 $71.92 $72.45 76,700
29/05/2026 $72.33 $72.68 $72.02 $72.24 53,000
28/05/2026 $71.72 $72.69 $71.66 $72.42 59,300
27/05/2026 $72.03 $72.11 $71.48 $71.79 89,900
26/05/2026 $71.69 $73.22 $71.69 $72.04 97,700
22/05/2026 $70.61 $71.56 $70.61 $71.43 55,800
21/05/2026 $70.54 $70.71 $70.21 $70.60 53,900
20/05/2026 $69.94 $70.75 $69.94 $70.75 145,200