FIRST TRUST S&P 500 DIVERSIFIED FREE CASH FLOW ETF
Symbol: FCFY
Exchange: NYSE ARCA
Sector: Technology
Category: Mid-Cap Value
Inception Date: 23/08/2023
Latest Date: 02/04/2026
Current Price: $25.50
Expense Ratio: 0.60%
Assets Under Management
$1.3M
0.00% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
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Performance Metrics
Return
-4.28%
Volatility
13.94%
Sharpe Ratio
-2.991
VaR 95%
-1.46%
CVaR 95%:
-1.57%
Max Drawdown:
-5.63%
Sortino Ratio:
-4.710
Calmar Ratio:
-6.76
Return
-7.82%
Volatility
17.90%
Sharpe Ratio
-1.777
VaR 95%
-2.14%
CVaR 95%:
-2.53%
Max Drawdown:
-12.25%
Sortino Ratio:
-2.652
Calmar Ratio:
-2.30
Return
-4.87%
Volatility
17.28%
Sharpe Ratio
-0.764
VaR 95%
-1.82%
CVaR 95%:
-2.54%
Max Drawdown:
-12.25%
Sortino Ratio:
-1.101
Calmar Ratio:
-0.78
Return
9.71%
Volatility
22.60%
Sharpe Ratio
0.271
VaR 95%
-1.82%
CVaR 95%:
-3.31%
Max Drawdown:
-12.25%
Sortino Ratio:
0.357
Calmar Ratio:
0.80
Return
14.11%
Volatility
18.84%
Sharpe Ratio
0.171
VaR 95%
-1.67%
CVaR 95%:
-2.67%
Max Drawdown:
-21.36%
Sortino Ratio:
0.230
Calmar Ratio:
0.32
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.
Average Daily Return
0.047%
Best Day
9.655%
09/04/2025
Worst Day
-7.13%
03/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $25.50 | $25.50 | $25.50 | $25.50 | 200 |
| 01/04/2026 | $25.41 | $25.41 | $25.41 | $25.41 | 100 |
| 31/03/2026 | $25.38 | $25.38 | $25.38 | $25.38 | 200 |
| 30/03/2026 | $24.92 | $24.92 | $24.92 | $24.92 | 100 |
| 27/03/2026 | $24.92 | $24.92 | $24.92 | $24.92 | 100 |
| 26/03/2026 | $25.33 | $25.33 | $25.33 | $25.33 | 100 |
| 25/03/2026 | $25.51 | $25.51 | $25.51 | $25.51 | 100 |
| 24/03/2026 | $25.38 | $25.38 | $25.38 | $25.38 | 100 |
| 23/03/2026 | $25.39 | $25.39 | $25.39 | $25.39 | 600 |
| 20/03/2026 | $25.16 | $25.16 | $25.16 | $25.16 | 100 |