Summary
FXL
Prices · period metrics · 12M
NAV as of 17/06/2026
02/04/2025 → 02/04/2026
Return 37.38% Volatility 27.85% Sharpe 0.61
Official loaded data — not a live quote.

FIRST TRUST TECHNOLOGY ALPHADEX FUND

Symbol: FXL

Exchange: NYSE

Sector: Technology

Category: Technology

Inception date: 08/05/2007

Latest date: 17/06/2026

Current price: $209.28

Expense ratio: 0.60%

Assets under management
$1.7B
-2.24% 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

9.57%

Ann. -18.08% (Sharpe / Sortino numerator)

Volatility

28.13%

Sharpe ratio

-0.772

VaR 95%

-2.34%

CVaR 95%: -2.46%
Max drawdown: -7.71%
Sortino ratio: -1.504
Calmar ratio: -2.34

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

27.82%

Ann. -13.50% (Sharpe / Sortino numerator)

Volatility

26.39%

Sharpe ratio

-0.649

VaR 95%

-2.61%

CVaR 95%: -3.05%
Max drawdown: -13.56%
Sortino ratio: -1.062
Calmar ratio: -1.00

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

26.63%

Ann. -9.18% (Sharpe / Sortino numerator)

Volatility

24.99%

Sharpe ratio

-0.513

VaR 95%

-2.82%

CVaR 95%: -3.33%
Max drawdown: -13.56%
Sortino ratio: -0.760
Calmar ratio: -0.68

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

37.38%

Ann. 20.71% (Sharpe / Sortino numerator)

Volatility

27.85%

Sharpe ratio

0.613

VaR 95%

-2.53%

CVaR 95%: -3.93%
Max drawdown: -13.56%
Sortino ratio: 0.829
Calmar ratio: 1.53

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

54.74%

Ann. 10.87% (Sharpe / Sortino numerator)

Volatility

25.14%

Sharpe ratio

0.288

VaR 95%

-2.55%

CVaR 95%: -3.67%
Max drawdown: -28.27%
Sortino ratio: 0.391
Calmar ratio: 0.38

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

85.13%

Ann. 16.04% (Sharpe / Sortino numerator)

Volatility

23.43%

Sharpe ratio

0.530

VaR 95%

-2.36%

CVaR 95%: -3.36%
Max drawdown: -28.27%
Sortino ratio: 0.744
Calmar ratio: 0.57

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: 17/06/2025 - 17/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.138%

Best day

5.071%

06/02/2026
Worst day

-6.284%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/06/2026 $214.07 $214.63 $209.19 $209.28 50,700
16/06/2026 $216.49 $217.42 $211.37 $211.49 31,100
15/06/2026 $217.77 $217.77 $216.22 $216.54 13,600
12/06/2026 $207.62 $213.15 $207.62 $211.86 22,400
11/06/2026 $203.52 $209.48 $202.70 $209.20 43,600
10/06/2026 $204.75 $208.83 $201.68 $201.68 61,600
09/06/2026 $212.75 $214.36 $198.85 $207.63 13,900
08/06/2026 $209.54 $212.88 $209.36 $210.77 14,800
05/06/2026 $216.59 $216.59 $206.57 $206.99 20,600
04/06/2026 $218.52 $222.24 $217.60 $220.87 6,600