Summary
LDSF
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 4.50% Volatility 2.44% Sharpe 0.45
Official loaded data — not a live quote.

FIRST TRUST LOW DURATION STRATEGIC FOCUS ETF

Symbol: LDSF

Exchange: NASDAQ

Sector: Healthcare

Category: Short-Term Bond

Inception date: 03/01/2019

Latest date: 16/07/2026

Current price: $18.91

Expense ratio: 0.77%

Assets under management
$163.4M
0.05% 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

-0.03%

Ann. -10.87% (Sharpe / Sortino numerator)

Volatility

4.19%

Sharpe ratio

-3.464

VaR 95%

-0.45%

CVaR 95%: -0.48%
Max drawdown: -1.37%
Sortino ratio: -5.883
Calmar ratio: -7.96

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

0.51%

Ann. -1.46% (Sharpe / Sortino numerator)

Volatility

2.80%

Sharpe ratio

-1.820

VaR 95%

-0.35%

CVaR 95%: -0.42%
Max drawdown: -2.12%
Sortino ratio: -2.305
Calmar ratio: -0.69

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

0.77%

Ann. 1.63% (Sharpe / Sortino numerator)

Volatility

2.20%

Sharpe ratio

-0.908

VaR 95%

-0.21%

CVaR 95%: -0.35%
Max drawdown: -2.12%
Sortino ratio: -1.101
Calmar ratio: 0.77

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

4.50%

Ann. 4.72% (Sharpe / Sortino numerator)

Volatility

2.44%

Sharpe ratio

0.446

VaR 95%

-0.22%

CVaR 95%: -0.38%
Max drawdown: -2.12%
Sortino ratio: 0.509
Calmar ratio: 2.22

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

9.86%

Ann. 5.16% (Sharpe / Sortino numerator)

Volatility

2.53%

Sharpe ratio

0.604

VaR 95%

-0.22%

CVaR 95%: -0.37%
Max drawdown: -2.12%
Sortino ratio: 0.782
Calmar ratio: 2.43

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

16.74%

Ann. 5.05% (Sharpe / Sortino numerator)

Volatility

2.85%

Sharpe ratio

0.501

VaR 95%

-0.27%

CVaR 95%: -0.41%
Max drawdown: -2.12%
Sortino ratio: 0.704
Calmar ratio: 2.38

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.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.018%

Best day

0.639%

31/03/2026
Worst day

-0.453%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $18.90 $18.93 $18.90 $18.91 12,700
15/07/2026 $18.91 $18.94 $18.89 $18.91 17,700
14/07/2026 $18.88 $18.92 $18.87 $18.89 19,500
13/07/2026 $18.88 $18.88 $18.85 $18.86 4,100
10/07/2026 $18.86 $18.91 $18.86 $18.89 11,000
09/07/2026 $18.88 $18.91 $18.87 $18.89 23,800
08/07/2026 $18.84 $18.85 $18.82 $18.84 16,000
07/07/2026 $18.89 $18.90 $18.86 $18.86 4,200
06/07/2026 $18.84 $18.93 $18.84 $18.91 15,700
02/07/2026 $18.85 $18.92 $18.85 $18.89 29,400