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First Trust SkyBridge Crypto Industry & Digital Ec...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS33740F5402
CUSIP33740F540
IssuerFirst Trust
Inception DateSep 20, 2021
RegionGlobal (Broad)
CategoryTechnology Equities, Actively Managed, Blockchain
Leveraged1x
Index TrackedNo Index (Active)
Home Pagewww.ftportfolios.com
Asset ClassEquity

Expense Ratio

CRPT features an expense ratio of 0.85%, falling within the medium range.


Expense ratio chart for CRPT: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: CRPT vs. DAPP, CRPT vs. FDIG, CRPT vs. BTC-USD, CRPT vs. BITQ, CRPT vs. IBIT, CRPT vs. BKCH, CRPT vs. QQQ, CRPT vs. BITO, CRPT vs. MSTR, CRPT vs. FNGU

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in First Trust SkyBridge Crypto Industry & Digital Economy ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
3.68%
34.83%
CRPT (First Trust SkyBridge Crypto Industry & Digital Economy ETF)
Benchmark (^GSPC)

Returns By Period

First Trust SkyBridge Crypto Industry & Digital Economy ETF had a return of 100.31% year-to-date (YTD) and 225.11% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date100.31%23.08%
1 month34.61%0.48%
6 months61.28%10.70%
1 year225.11%30.22%
5 years (annualized)N/A13.50%
10 years (annualized)N/A11.11%

Monthly Returns

The table below presents the monthly returns of CRPT, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-21.92%55.76%22.87%-26.51%16.76%8.06%3.36%-17.33%9.17%12.00%100.31%
202338.56%-0.24%8.51%2.74%1.95%18.05%25.84%-25.65%-13.49%9.11%31.74%36.18%193.83%
2022-22.64%4.74%3.45%-32.08%-25.36%-37.95%46.03%-4.88%-13.22%3.85%-29.10%-18.11%-80.84%
2021-2.38%21.06%1.18%-23.12%-8.07%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CRPT is 67, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of CRPT is 6767
Combined Rank
The Sharpe Ratio Rank of CRPT is 7676Sharpe Ratio Rank
The Sortino Ratio Rank of CRPT is 6767Sortino Ratio Rank
The Omega Ratio Rank of CRPT is 5959Omega Ratio Rank
The Calmar Ratio Rank of CRPT is 7171Calmar Ratio Rank
The Martin Ratio Rank of CRPT is 6565Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for First Trust SkyBridge Crypto Industry & Digital Economy ETF (CRPT) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


CRPT
Sharpe ratio
The chart of Sharpe ratio for CRPT, currently valued at 2.43, compared to the broader market0.002.004.006.002.43
Sortino ratio
The chart of Sortino ratio for CRPT, currently valued at 2.95, compared to the broader market-2.000.002.004.006.008.0010.0012.002.95
Omega ratio
The chart of Omega ratio for CRPT, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.001.33
Calmar ratio
The chart of Calmar ratio for CRPT, currently valued at 2.69, compared to the broader market0.005.0010.0015.002.69
Martin ratio
The chart of Martin ratio for CRPT, currently valued at 10.90, compared to the broader market0.0020.0040.0060.0080.00100.00120.0010.90
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.48, compared to the broader market0.002.004.006.002.48
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.33, compared to the broader market-2.000.002.004.006.008.0010.0012.003.33
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.46, compared to the broader market0.501.001.502.002.503.001.46
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.58, compared to the broader market0.005.0010.0015.003.58
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 15.96, compared to the broader market0.0020.0040.0060.0080.00100.00120.0015.96

Sharpe Ratio

The current First Trust SkyBridge Crypto Industry & Digital Economy ETF Sharpe ratio is 2.43. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of First Trust SkyBridge Crypto Industry & Digital Economy ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.43
2.48
CRPT (First Trust SkyBridge Crypto Industry & Digital Economy ETF)
Benchmark (^GSPC)

Dividends

Dividend History

First Trust SkyBridge Crypto Industry & Digital Economy ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%0.20%0.40%0.60%0.80%1.00%1.20%$0.00$0.05$0.10$0.15$0.20202120222023
Dividends
Dividend Yield
PeriodTTM202320222021
Dividend$0.00$0.00$0.00$0.20

Dividend yield

0.00%0.00%0.03%1.16%

Monthly Dividends

The table displays the monthly dividend distributions for First Trust SkyBridge Crypto Industry & Digital Economy ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.20$0.20

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-26.69%
-2.18%
CRPT (First Trust SkyBridge Crypto Industry & Digital Economy ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the First Trust SkyBridge Crypto Industry & Digital Economy ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the First Trust SkyBridge Crypto Industry & Digital Economy ETF was 88.34%, occurring on Dec 28, 2022. The portfolio has not yet recovered.

The current First Trust SkyBridge Crypto Industry & Digital Economy ETF drawdown is 26.69%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-88.34%Nov 10, 2021285Dec 28, 2022
-8.18%Sep 24, 20214Sep 29, 20215Oct 6, 20219
-4.79%Oct 21, 20212Oct 22, 20215Oct 29, 20217
-2.81%Oct 12, 20211Oct 12, 20212Oct 14, 20213
-0.56%Nov 4, 20211Nov 4, 20212Nov 8, 20213

Volatility

Volatility Chart

The current First Trust SkyBridge Crypto Industry & Digital Economy ETF volatility is 32.06%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%JuneJulyAugustSeptemberOctoberNovember
32.06%
4.06%
CRPT (First Trust SkyBridge Crypto Industry & Digital Economy ETF)
Benchmark (^GSPC)