FIRST TRUST DORSEY WRIGHT DYNAMIC FOCUS 5 ETF
Symbol: FVC
Exchange: NASDAQ
Sector: Technology
Category: Tactical Allocation
Inception date: 17/03/2016
Latest date: 20/07/2026
Current price: $40.05
Expense ratio: 0.87%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-6.05%
Ann. -54.36% (Sharpe / Sortino numerator)
Volatility
25.20%
Sharpe ratio
-2.301
VaR 95%
-2.37%
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
7.15%
Ann. -18.77% (Sharpe / Sortino numerator)
Volatility
20.45%
Sharpe ratio
-1.095
VaR 95%
-2.21%
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
4.77%
Ann. -3.21% (Sharpe / Sortino numerator)
Volatility
15.75%
Sharpe ratio
-0.434
VaR 95%
-1.99%
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
13.92%
Ann. 1.48% (Sharpe / Sortino numerator)
Volatility
13.20%
Sharpe ratio
-0.163
VaR 95%
-1.64%
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
16.28%
Ann. 2.90% (Sharpe / Sortino numerator)
Volatility
16.59%
Sharpe ratio
-0.044
VaR 95%
-1.71%
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
22.85%
Ann. 3.84% (Sharpe / Sortino numerator)
Volatility
15.06%
Sharpe ratio
0.014
VaR 95%
-1.58%
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
0.057%
Best day
3.005%
Worst day
-3.958%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $40.35 | $40.42 | $40.05 | $40.05 | 4,000 |
| 17/07/2026 | $40.26 | $40.26 | $39.93 | $40.21 | 3,000 |
| 16/07/2026 | $40.73 | $40.73 | $40.28 | $40.50 | 2,900 |
| 15/07/2026 | $41.48 | $41.48 | $40.72 | $41.09 | 800 |
| 14/07/2026 | $37.44 | $41.62 | $37.44 | $41.50 | 2,100 |
| 13/07/2026 | $41.39 | $41.39 | $40.99 | $41.19 | 600 |
| 10/07/2026 | $42.09 | $42.10 | $42.05 | $42.10 | 600 |
| 09/07/2026 | $42.09 | $42.61 | $42.09 | $42.42 | 800 |
| 08/07/2026 | $41.27 | $41.52 | $40.84 | $41.52 | 3,800 |
| 07/07/2026 | $41.30 | $41.51 | $41.15 | $41.37 | 1,300 |