Summary
FVC
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 23.41% Volatility 13.20% Sharpe -0.16
Official loaded data — not a live quote.

FIRST TRUST DORSEY WRIGHT DYNAMIC FOCUS 5 ETF

Symbol: FVC

Exchange: NASDAQ

Sector: Technology

Category: Tactical Allocation

Inception date: 17/03/2016

Latest date: 03/06/2026

Current price: $42.66

Expense ratio: 0.87%

Assets under management
$104.1M
-0.54% 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

11.30%

Ann. -54.36% (Sharpe / Sortino numerator)

Volatility

25.20%

Sharpe ratio

-2.301

VaR 95%

-2.37%

CVaR 95%: -2.59%
Max drawdown: -9.52%
Sortino ratio: -3.779
Calmar ratio: -5.71

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

15.42%

Ann. -18.77% (Sharpe / Sortino numerator)

Volatility

20.45%

Sharpe ratio

-1.095

VaR 95%

-2.21%

CVaR 95%: -2.41%
Max drawdown: -13.32%
Sortino ratio: -1.720
Calmar ratio: -1.41

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

17.97%

Ann. -3.21% (Sharpe / Sortino numerator)

Volatility

15.75%

Sharpe ratio

-0.434

VaR 95%

-1.99%

CVaR 95%: -2.27%
Max drawdown: -13.32%
Sortino ratio: -0.588
Calmar ratio: -0.24

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

23.41%

Ann. 1.48% (Sharpe / Sortino numerator)

Volatility

13.20%

Sharpe ratio

-0.163

VaR 95%

-1.64%

CVaR 95%: -2.22%
Max drawdown: -13.32%
Sortino ratio: -0.192
Calmar ratio: 0.11

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

28.58%

Ann. 2.90% (Sharpe / Sortino numerator)

Volatility

16.59%

Sharpe ratio

-0.044

VaR 95%

-1.71%

CVaR 95%: -2.50%
Max drawdown: -14.75%
Sortino ratio: -0.058
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

36.97%

Ann. 3.84% (Sharpe / Sortino numerator)

Volatility

15.06%

Sharpe ratio

0.014

VaR 95%

-1.58%

CVaR 95%: -2.31%
Max drawdown: -14.75%
Sortino ratio: 0.018
Calmar ratio: 0.26

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

0.087%

Best day

3.005%

31/03/2026
Worst day

-2.749%

12/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $42.89 $42.89 $42.66 $42.66 400
02/06/2026 $41.99 $42.22 $41.99 $42.07 1,600
01/06/2026 $41.69 $41.69 $41.69 $41.69 300
29/05/2026 $41.65 $41.66 $41.45 $41.63 2,000
28/05/2026 $41.72 $41.80 $41.72 $41.74 1,300
27/05/2026 $41.36 $41.36 $41.36 $41.36 100
26/05/2026 $41.52 $41.76 $41.50 $41.54 1,300
22/05/2026 $40.93 $41.17 $40.93 $41.17 1,900
21/05/2026 $40.53 $40.69 $40.53 $40.68 2,200
20/05/2026 $40.27 $40.74 $40.27 $40.74 1,500