Summary
FVC
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 13.92% 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: 20/07/2026

Current price: $40.05

Expense ratio: 0.87%

Assets under management
$113.7M
-0.76% 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

-6.05%

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

7.15%

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

4.77%

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

13.92%

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

16.28%

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

22.85%

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.057%

Best day

3.005%

31/03/2026
Worst day

-3.958%

05/06/2026
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