FIRST TRUST MULTI-MANAGER SMALL CAP OPPORTUNITIES ETF
Symbol: MMSC
Exchange: NYSE
Sector: Technology
Category: Small Growth
Inception date: 13/10/2021
Latest date: 15/10/2026
Current price: $26.09
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
-2.42%
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
-8.19%
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
-0.57%
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
7.28%
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
24.75%
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
71.77%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.039%
Best day
4.819%
Worst day
-4.881%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $25.51 | $26.09 | $25.45 | $26.09 | 50,300 |
| 14/10/2026 | $26.18 | $26.18 | $25.61 | $25.71 | 2,700 |
| 13/10/2026 | $26.39 | $26.42 | $26.37 | $26.38 | 2,100 |
| 12/10/2026 | $26.58 | $26.58 | $26.53 | $26.54 | 11,800 |
| 09/10/2026 | $26.57 | $26.94 | $26.57 | $26.87 | 5,100 |
| 08/10/2026 | $26.27 | $26.46 | $26.27 | $26.45 | 2,600 |
| 07/10/2026 | $26.57 | $26.75 | $26.57 | $26.61 | 3,100 |
| 06/10/2026 | $27.48 | $27.48 | $27.03 | $27.03 | 11,800 |
| 05/10/2026 | $27.35 | $27.36 | $27.32 | $27.32 | 2,200 |
| 02/10/2026 | $27.24 | $27.24 | $27.13 | $27.13 | 2,000 |