Summary
MMLG
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 6.13% Volatility 24.70% Sharpe 0.39
Official loaded data — not a live quote.

FIRST TRUST MULTI-MANAGER LARGE GROWTH ETF

Symbol: MMLG

Exchange: NYSE

Sector: Technology

Category: Large Growth

Inception date: 21/07/2020

Latest date: 17/07/2026

Current price: $36.22

Expense ratio: 0.85%

Assets under management
$88.0M
0.08% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

0.64%

Ann. -39.79% (Sharpe / Sortino numerator)

Volatility

25.66%

Sharpe ratio

-1.692

VaR 95%

-2.37%

CVaR 95%: -2.50%
Max drawdown: -9.99%
Sortino ratio: -3.598
Calmar ratio: -3.98

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

2.77%

Ann. -35.47% (Sharpe / Sortino numerator)

Volatility

22.67%

Sharpe ratio

-1.725

VaR 95%

-2.40%

CVaR 95%: -2.60%
Max drawdown: -16.43%
Sortino ratio: -2.849
Calmar ratio: -2.16

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

5.68%

Ann. -24.60% (Sharpe / Sortino numerator)

Volatility

21.09%

Sharpe ratio

-1.339

VaR 95%

-2.39%

CVaR 95%: -2.73%
Max drawdown: -19.89%
Sortino ratio: -1.965
Calmar ratio: -1.24

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

6.13%

Ann. 13.38% (Sharpe / Sortino numerator)

Volatility

24.70%

Sharpe ratio

0.395

VaR 95%

-2.34%

CVaR 95%: -3.44%
Max drawdown: -19.89%
Sortino ratio: 0.514
Calmar ratio: 0.67

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

29.75%

Ann. 7.70% (Sharpe / Sortino numerator)

Volatility

23.24%

Sharpe ratio

0.175

VaR 95%

-2.51%

CVaR 95%: -3.44%
Max drawdown: -26.57%
Sortino ratio: 0.225
Calmar ratio: 0.29

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

60.97%

Ann. 18.44% (Sharpe / Sortino numerator)

Volatility

21.40%

Sharpe ratio

0.692

VaR 95%

-2.30%

CVaR 95%: -3.15%
Max drawdown: -26.57%
Sortino ratio: 0.906
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.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 17/07/2025 - 17/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.031%

Best day

4.244%

31/03/2026
Worst day

-3.625%

10/10/2025
Days with data

247

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $36.20 $36.22 $36.17 $36.22 1,979
10/07/2026 $36.96 $36.99 $36.94 $36.99 2,859
09/07/2026 $36.49 $36.86 $36.49 $36.86 6,223
08/07/2026 $36.31 $36.49 $36.06 $36.49 1,243
07/07/2026 $36.59 $36.59 $36.37 $36.42 1,427
06/07/2026 $36.48 $36.61 $36.48 $36.60 74,232
02/07/2026 $36.69 $36.69 $36.04 $36.28 12,327
01/07/2026 $36.73 $36.73 $36.55 $36.55 6,395
30/06/2026 $36.46 $36.58 $36.45 $36.54 2,805
29/06/2026 $35.58 $36.08 $35.58 $36.04 13,024