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First Trust SkyBridge Crypto Industry & Digital Ec...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

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

Share Price Chart


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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.


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S&P 500 Index

Returns By Period

First Trust SkyBridge Crypto Industry & Digital Economy ETF (CRPT) has returned -22.45% so far this year and -4.21% over the past 12 months.


First Trust SkyBridge Crypto Industry & Digital Economy ETF

1D
2.65%
1M
-5.83%
YTD
-22.45%
6M
-47.42%
1Y
-4.21%
3Y*
34.05%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 21, 2021, CRPT's average daily return is +0.07%, while the average monthly return is +1.45%. At this rate, your investment would double in approximately 4.0 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 47% 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%-22.45%
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%
2021-2.38%21.06%1.18%-23.12%-8.07%

Benchmark Metrics

First Trust SkyBridge Crypto Industry & Digital Economy ETF has an annualized alpha of -8.91%, beta of 2.49, and R² of 0.35 versus S&P 500 Index. Calculated based on daily prices since September 22, 2021.

  • This ETF captured 241.50% of S&P 500 Index gains and 216.71% 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
-8.91%
Beta
2.49
0.35
Upside Capture
241.50%
Downside Capture
216.71%

Expense Ratio

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


Return for Risk

Risk / Return Rank

CRPT ranks 12 for risk / return — in the bottom 12% 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: 1212
Overall Rank
CRPT Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
CRPT Sortino Ratio Rank: 1616
Sortino Ratio Rank
CRPT Omega Ratio Rank: 1515
Omega Ratio Rank
CRPT Calmar Ratio Rank: 1010
Calmar Ratio Rank
CRPT Martin Ratio Rank: 1010
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 a chosen benchmark (S&P 500 Index).


CRPTBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.07

0.90

-0.96

Sortino ratio

Return per unit of downside risk

0.38

1.39

-1.00

Omega ratio

Gain probability vs. loss probability

1.04

1.21

-0.17

Calmar ratio

Return relative to maximum drawdown

-0.13

1.40

-1.53

Martin ratio

Return relative to average drawdown

-0.27

6.61

-6.87

Explore CRPT risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

First Trust SkyBridge Crypto Industry & Digital Economy ETF provided a 0.97% 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

0.97%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
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 54.99%.


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, 20211Oct 25, 20213
-4.48%Oct 26, 20212Oct 27, 20212Oct 29, 20214
-2.81%Oct 12, 20211Oct 12, 20212Oct 14, 20213

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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