First Trust NYSE Arca Biotechnology Index Fund

10-Year Study

FBT.US · · US · ETF

Executive Summary: First Trust NYSE Arca Biotechnology Index Fund has compounded at 8.3% annually over the last 10 years, with a maximum drawdown of 23.7% and an annualized volatility of 18.7%.

1Y CAGR
+30.7%
3Y CAGR
+11.1%
5Y CAGR
+5.3%
10Y CAGR
+8.3%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
23.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.34
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.59
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
20.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +37.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -4.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.1-2.0-3.82.6————————-0.2%
20258.7-2.9-3.0-4.2-1.00.01.84.74.37.711.1-3.724.3%
2024-5.81.22.0-6.43.53.38.71.90.8-1.02.3-3.95.9%
20236.1-5.90.7-0.9-0.50.21.7-0.8-5.3-9.16.311.92.5%
2022-8.2-1.61.9-9.0-0.70.53.4-2.7-3.28.78.5-1.0-4.8%
20214.3-4.0-4.62.3-0.85.9-2.73.5-4.5-0.1-5.54.8-2.3%
2020-4.61.3-8.715.59.21.4-1.2-3.1-2.1-2.95.54.213.0%
201915.84.50.4-8.2-7.49.8-2.9-5.8-3.94.913.11.319.7%
201813.0-4.1-1.5-0.76.10.05.86.20.8-15.64.7-11.3-0.3%
20175.78.61.02.0-2.69.01.87.0-0.2-2.33.6-0.637.1%
2016———4.34.6-6.312.1-4.44.1-12.88.8-3.93.8%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 18.7%. The dominant macroeconomic risk driver is VTI.US, accounting for 27.3% of variance. Idiosyncratic stock-specific factors contribute 22.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110429.419746523796
2016-05-0110905.66684385754
2016-06-0110214.704044614797
2016-07-0111450.435516511392
2016-08-0110943.35487601302
2016-09-0111387.614358056124
2016-10-019924.62393568904
2016-11-0110800.587993919555
2016-12-0110379.165151218422
2017-01-0110968.476345018606
2017-02-0111911.831221031623
2017-03-0112026.037732329874
2017-04-0112267.017318076267
2017-05-0111946.09200869168
2017-06-0113024.2052056813
2017-07-0113262.899961764077
2017-08-0114185.703028098742
2017-09-0114153.727070102304
2017-10-0113827.089686558676
2017-11-0114319.318934243536
2017-12-0114226.81830474965
2018-01-0116072.401122830579
2018-02-0115405.429035055819
2018-03-0115178.158427291126
2018-04-0115066.236745656492
2018-05-0115984.470152663926
2018-06-0115990.170569528767
2018-07-0116912.973635863436
2018-08-0117960.253289688426
2018-09-0118100.72368482407
2018-10-0115276.38278823826
2018-11-0115994.740228856
2018-12-0114184.560613266935
2019-01-0116419.590316052563
2019-02-0117156.23805127344
2019-03-0117228.18687108898
2019-04-0115818.866631228491
2019-05-0114652.810806778018
2019-06-0116084.967685980473
2019-07-0115624.714396292049
2019-08-0114713.335478275467
2019-09-0114135.448432793368
2019-10-0114832.111648900953
2019-11-0116774.776413097206
2019-12-0116984.922455678967
2020-01-0116198.031782446913
2020-02-0116408.17782502868
2020-03-0114974.866873700214
2020-04-0117294.423616745473
2020-05-0118891.04160255155
2020-06-0119160.569901798954
2020-07-0118928.72963470703
2020-08-0118337.133611243225
2020-09-0117960.253289688426
2020-10-0117445.175745367393
2020-11-0118406.809258689347
2020-12-0119185.703028098742
2021-01-0120015.98215035112
2021-02-0119209.68208227252
2021-03-0118330.29077954658
2021-04-0118750.536235533298
2021-05-0118607.804325322442
2021-06-0119714.477893107276
2021-07-0119180.294043588954
2021-08-0119857.23311790654
2021-09-0118966.417666862508
2021-10-0118947.00827201597
2021-11-0117897.44378852736
2021-12-0118751.6203638941
2022-01-0117221.01763515467
2022-02-0116945.462514804763
2022-03-0117267.332065019724
2022-04-0115719.359967919127
2022-05-0115612.847270794282
2022-06-0115695.042852213488
2022-07-0116225.309850879894
2022-08-0115787.671711943598
2022-09-0115280.556099562622
2022-10-0116606.223596228632
2022-11-0118016.41813315428
2022-12-0117845.067565677196
2023-01-0118938.020498186128
2023-02-0117819.596377845548
2023-03-0117949.062287254383
2023-04-0117786.023370543415
2023-05-0117688.766565015063
2023-06-0117730.44139178767
2023-07-0118039.581176733907
2023-08-0117893.690139794275
2023-09-0116944.25015620774
2023-10-0115394.016544031932
2023-11-0116358.459465256603
2023-12-0118299.52718014716
2024-01-0117243.014949314085
2024-02-0117452.57812718574
2024-03-0117803.381081610387
2024-04-0116662.95964711039
2024-05-0117252.28249820478
2024-06-0117828.852269442035
2024-07-0119388.400059685348
2024-08-0119750.790364546905
2024-09-0119905.93729308303
2024-10-0119703.32186255584
2024-11-0120158.341027147508
2024-12-0119375.58869335721
2025-01-0121069.393540926434
2025-02-0120455.05413647428
2025-03-0119831.38889666042
2025-04-0118992.06371410719
2025-05-0118800.884089192292
2025-06-0118806.712736293357
2025-07-0119148.27145641571
2025-08-0120048.214568820003
2025-09-0120900.36277499557
2025-10-0122499.743539527553
2025-11-0124994.40449878298
2025-12-0124074.64398623507
2026-01-0124821.876544591483
2026-02-0124327.60727042125
2026-03-0123410.17821671376
2026-04-0124026.49936118028
Annual Return Matrix
YearAnnual Return
20170.37070931018758757
2018-0.002970284049287897
20190.19742323493565483
20200.12957260053218178
2021-0.022625319675223854
2022-0.04834530459898023
20230.02546695958406242
20240.05880269487932166
20250.24252451717706514
2026-0.0019998063141585254
Total Factor Risk
0.18679999203675332
VTI.US Exposure
0.273035737862016
VEA.US Exposure
-0.0247864098298478
VWO.US Exposure
0.017128610818986995
QQQ.US Exposure
-0.16414545814509726
VTV.US Exposure
-0.13593921589294386
IJR.US Exposure
0.09860704821393358
QUAL.US Exposure
0.2485194990651021
SHV.US Exposure
0.1462680336730819
TLT.US Exposure
0.043939969439174095
LQD.US Exposure
-0.024644113224111978
HYG.US Exposure
0.16748564155181836
GLD.US Exposure
0.005687280577681378
USO.US Exposure
0.008820837283229535
VNQ.US Exposure
0.058457500378476926
BTC-USD.CC Exposure
-0.015063723606157214
CPER.US Exposure
0.00631395911275505
VIX.INDX Exposure
0.001738642772359222
UUP.US Exposure
0.0420735932729969
TIP.US Exposure
0.0267760945859179
Idiosyncratic Exposure
0.21972647209062812
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
18.7%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.7%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+6.9%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
7.1% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.92
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is First Trust NYSE Arca Biotechnology Index Fund a high-risk investment?

First Trust NYSE Arca Biotechnology Index Fund (FBT.US) has an annualized volatility of 18.7% and experienced a maximum drawdown of 23.7% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of FBT.US?

Over the past 10 years, FBT.US has generated a Compound Annual Growth Rate (CAGR) of 8.3%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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