FIRST TRUST MULTI-MANAGER SMALL CAP OPPORTUNITIES ETF
Symbol: MMSC
Exchange: NYSE
Sector: Technology
Category: Small Growth
Inception date: 13/10/2021
Latest date: 20/07/2026
Current price: $27.71
Expense ratio: 0.95%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-4.68%
Ann. -46.90% (Sharpe / Sortino numerator)
Volatility
33.58%
Sharpe ratio
-1.505
VaR 95%
-3.00%
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
2.59%
Ann. -3.73% (Sharpe / Sortino numerator)
Volatility
26.65%
Sharpe ratio
-0.276
VaR 95%
-2.74%
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
7.03%
Ann. 5.15% (Sharpe / Sortino numerator)
Volatility
25.69%
Sharpe ratio
0.059
VaR 95%
-2.74%
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
33.27%
Ann. 29.83% (Sharpe / Sortino numerator)
Volatility
26.32%
Sharpe ratio
0.995
VaR 95%
-2.63%
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
40.77%
Ann. 12.75% (Sharpe / Sortino numerator)
Volatility
24.03%
Sharpe ratio
0.379
VaR 95%
-2.50%
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
70.13%
Ann. 17.23% (Sharpe / Sortino numerator)
Volatility
21.94%
Sharpe ratio
0.620
VaR 95%
-2.18%
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.
Average daily return
0.126%
Best day
4.819%
Worst day
-4.881%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $27.97 | $27.97 | $27.71 | $27.71 | 2,300 |
| 17/07/2026 | $27.84 | $28.05 | $27.84 | $27.98 | 3,300 |
| 16/07/2026 | $28.18 | $28.18 | $27.86 | $27.91 | 3,600 |
| 15/07/2026 | $28.70 | $28.75 | $28.15 | $28.41 | 15,400 |
| 14/07/2026 | $28.41 | $28.52 | $28.41 | $28.52 | 1,500 |
| 13/07/2026 | $28.43 | $28.43 | $28.13 | $28.22 | 15,300 |
| 10/07/2026 | $29.47 | $29.47 | $28.64 | $28.75 | 3,100 |
| 09/07/2026 | $28.81 | $29.26 | $28.81 | $29.07 | 4,100 |
| 08/07/2026 | $28.30 | $28.49 | $28.11 | $28.49 | 2,600 |
| 07/07/2026 | $28.44 | $28.79 | $28.44 | $28.62 | 5,800 |