Summary
LALT
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 16.22% Volatility 8.45% Sharpe 1.64
Official loaded data — not a live quote.

FIRST TRUST MULTI-STRATEGY ALTERNATIVE ETF

Symbol: LALT

Exchange: NYSE

Sector: Technology

Category: Multistrategy

Inception date: 31/01/2023

Latest date: 20/07/2026

Current price: $24.12

Expense ratio: 1.18%

Assets under management
$247.9M
0.12% 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

-0.39%

Ann. -7.10% (Sharpe / Sortino numerator)

Volatility

13.53%

Sharpe ratio

-0.793

VaR 95%

-1.14%

CVaR 95%: -2.02%
Max drawdown: -2.87%
Sortino ratio: -0.812
Calmar ratio: -2.47

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

-1.30%

Ann. 32.92% (Sharpe / Sortino numerator)

Volatility

11.47%

Sharpe ratio

2.555

VaR 95%

-1.15%

CVaR 95%: -1.75%
Max drawdown: -3.34%
Sortino ratio: 2.630
Calmar ratio: 9.86

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

5.97%

Ann. 20.12% (Sharpe / Sortino numerator)

Volatility

9.32%

Sharpe ratio

1.769

VaR 95%

-0.87%

CVaR 95%: -1.42%
Max drawdown: -3.34%
Sortino ratio: 1.985
Calmar ratio: 6.03

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

16.22%

Ann. 17.51% (Sharpe / Sortino numerator)

Volatility

8.45%

Sharpe ratio

1.643

VaR 95%

-0.73%

CVaR 95%: -1.32%
Max drawdown: -4.36%
Sortino ratio: 1.902
Calmar ratio: 4.02

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

23.46%

Ann. 10.77% (Sharpe / Sortino numerator)

Volatility

7.07%

Sharpe ratio

1.009

VaR 95%

-0.65%

CVaR 95%: -1.04%
Max drawdown: -6.96%
Sortino ratio: 1.253
Calmar ratio: 1.55

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

30.31%

Ann. 9.44% (Sharpe / Sortino numerator)

Volatility

6.19%

Sharpe ratio

0.940

VaR 95%

-0.59%

CVaR 95%: -0.91%
Max drawdown: -6.96%
Sortino ratio: 1.199
Calmar ratio: 1.36

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

0.061%

Best day

1.433%

02/03/2026
Worst day

-1.778%

30/01/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $24.09 $24.12 $24.06 $24.12 60,200
17/07/2026 $24.01 $24.14 $24.01 $24.09 49,600
16/07/2026 $24.10 $24.11 $24.00 $24.11 36,800
15/07/2026 $24.08 $24.14 $24.04 $24.11 94,200
14/07/2026 $24.26 $24.26 $24.12 $24.16 111,600
13/07/2026 $24.07 $24.31 $23.98 $24.14 79,600
10/07/2026 $24.25 $24.25 $23.97 $24.03 73,200
09/07/2026 $24.16 $24.17 $24.02 $24.11 70,000
08/07/2026 $23.87 $24.09 $23.82 $24.05 87,800
07/07/2026 $24.01 $24.11 $23.83 $24.00 215,500