First Trust Portfolios
ETF
Cannabis
Fund Overview
Type
ETF
Strategy
Cannabis
Region
North America
AUM
$1,437.4M
Founded
1991
Investments
—
Key People
4 people
Rupert Haddon
Managing Director
Email
LinkedIn
DH
David Hamlin
Head of Operations
Email
LinkedIn
Derek Fulton
CEO
Email
LinkedIn
JD
James Dykas
Chief Financial Officer
Email
LinkedIn
Fund Details & Due Diligence
Performance Database
Management Fee
Performance Fee
Min. Investment
Lockup
Auditor
Custodian
Legal
Performance
Since Inception
0.0263
2026 YTD
-10.11%
Sharpe Ratio
0.46
Sortino Ratio
0.78
Max Drawdown
—
BTC Correlation
0.83
Best Month
0.5576
Worst Month
-0.3795
Positive Months
27 of 94
Since Inception
Cumul. Return
0.0263
Sharpe
0.46
Sortino
0.78
Max Drawdown
—
Skewness
0.37
Kurtosis
-0.46
VaR 95%
-0.3477
CVaR 95%
-0.3304
Omega
1.33
Alpha
-0.1009
Beta
1.19
Correlation
0.83
Calmar
—
Treynor
0.31
Best Month
0.5576
Worst Month
-0.3795
24-Month Rolling
Cumul. Return
138.01%
Sharpe
1.28
Sortino
2.54
Max Drawdown
—
Beta
1.37
Correlation
0.8857
VaR 95%
-31.55%
Skewness
0.42
Kurtosis
-0.45
CVaR 95%
-24.34%
Omega
1.91
Alpha
-8.11%
Calmar
—
Treynor
0.74
12-Month Rolling
Cumul. Return
-18.34%
Sharpe
-0.0395
Sortino
-0.0598
Max Drawdown
—
Beta
1.5682
Correlation
0.8237
VaR 95%
-29.71%
Skewness
0.2178
Kurtosis
-1.5129
CVaR 95%
-22.17%
Omega
0.9731
Alpha
-12.65%
Calmar
—
Treynor
-0.02
All metrics available across Since Inception, 24-Month, and 12-Month periods