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ISIN
US33740F5402
CUSIP
33740F540
Inception Date
Sep 20, 2021
Region
Global (Broad)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Assets Under Management
$104M

Share Price Chart


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Performance

CRPT Performance Chart

First Trust SkyBridge Crypto Industry & Digital Economy ETF (CRPT) is down 10.5% since the beginning of the year. CRPT is currently trading at $13 per share.


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S&P 500 Index

Returns By Period

First Trust SkyBridge Crypto Industry & Digital Economy ETF (CRPT) has returned -10.46% so far this year and -37.29% over the past 12 months.


First Trust SkyBridge Crypto Industry & Digital Economy ETF

1D
-0.37%
1M
-7.18%
YTD
-10.46%
6M
-17.80%
1Y
-37.29%
3Y*
34.64%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRPT Monthly Returns History

Based on dividend-adjusted daily data since Sep 21, 2021, CRPT's average daily return is +0.08%, while the average monthly return is +1.65%. At this rate, an investment would double in approximately 3.5 years.

Historically, 55% of months were positive and 45% were negative. The best month was Feb 2024 with a return of +55.8%, while the worst month was Jun 2022 at -38.0%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, CRPT closed higher 48% of trading days. The best single day was Nov 6, 2024 with a return of +22.1%, while the worst single day was May 9, 2022 at -17.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.67%-19.00%-5.83%23.84%2.95%-9.43%-10.46%
202510.18%-22.17%-14.59%22.98%25.00%23.46%1.03%-11.22%7.01%-3.23%-21.61%-10.61%-9.54%
2024-21.92%55.76%22.87%-26.51%16.76%8.06%3.36%-17.33%9.17%12.00%47.86%-18.11%75.29%
202338.58%-0.24%8.51%2.72%1.96%18.05%25.84%-25.65%-13.49%9.11%31.74%36.18%193.86%
2022-22.64%4.74%3.45%-32.08%-25.36%-37.95%46.03%-4.88%-13.22%3.85%-29.10%-18.12%-80.84%
2021-4.00%21.06%1.18%-23.12%-9.59%

Benchmark Metrics

First Trust SkyBridge Crypto Industry & Digital Economy ETF has an annualized alpha of -11.92%, beta of 2.48, and R2 of 0.35 versus S&P 500 Index. Calculated based on daily prices since September 21, 2021.

  • This ETF captured 238.84% of S&P 500 Index gains and 220.91% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • R2 of 0.35 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
-11.92%
Beta
2.48
0.35
Upside Capture
238.84%
Downside Capture
220.91%

Expense Ratio

CRPT has an expense ratio of 0.85%, placing it in the medium range.


Return for Risk

Risk / Return Rank

CRPT ranks 4 for risk / return — in the bottom 4% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


CRPT Risk / Return Rank: 44
Overall Rank
CRPT Sharpe Ratio Rank: 44
Sharpe Ratio Rank
CRPT Sortino Ratio Rank: 44
Sortino Ratio Rank
CRPT Omega Ratio Rank: 44
Omega Ratio Rank
CRPT Calmar Ratio Rank: 33
Calmar Ratio Rank
CRPT Martin Ratio Rank: 44
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for First Trust SkyBridge Crypto Industry & Digital Economy ETF (CRPT) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CRPTBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-2.67

Sortino ratioReturn per unit of downside risk

-3.48

Omega ratioGain probability vs. loss probability

0.92

1.37

-0.45

Calmar ratioReturn relative to maximum drawdown

-0.66

2.78

-3.45

Martin ratioReturn relative to average drawdown

-1.11

12.44

-13.55

Dividends

Dividend History

First Trust SkyBridge Crypto Industry & Digital Economy ETF provided a 0.84% dividend yield over the last twelve months, with an annual payout of $0.11 per share.


0.00%0.50%1.00%1.50%2.00%$0.00$0.05$0.10$0.15$0.20$0.25$0.30$0.3520212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$0.11$0.11$0.31$0.00$0.00$0.20

Dividend yield

0.84%0.75%1.84%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
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.11$0.11
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.31$0.31
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.


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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 48.03%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-88.34%Dec 2022
1y 1mo
4y 7moNov 2021 - now
2021 pullback2021
-8.18%Sep 2021
5d7d
12dSep 2021 - Oct 2021
2021 pullback2021
-4.79%Oct 2021
1d3d
4dOct 2021 - Oct 2021
2021 pullback2021
-4.48%Oct 2021
1d2d
3dOct 2021 - Oct 2021
2021 pullback2021
-2.81%Oct 2021
0s2d
2dOct 2021 - Oct 2021

Drawdown Indicators


CRPTBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-88.34%

-56.78%

-31.56%

Max Drawdown (1Y)

Largest decline over 1 year

-56.46%

-9.10%

-47.36%

Max Drawdown (3Y)

Largest decline over 3 years

-56.46%

-18.90%

-37.56%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-48.03%

-1.80%

-46.23%

Average Drawdown

Average peak-to-trough decline

-52.56%

-10.71%

-41.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.71%

2.03%

+31.68%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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