Summary
ARVR
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 16.64% Volatility 23.46% Sharpe 0.60
Official loaded data — not a live quote.

FIRST TRUST INDXX METAVERSE ETF

Symbol: ARVR

Exchange: NASDAQ

Sector: Technology

Category: Technology

Inception date: 19/04/2022

Latest date: 16/07/2026

Current price: $54.56

Expense ratio: 0.70%

Assets under management
$2.8M
-0.48% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

-2.37%

Ann. -30.45% (Sharpe / Sortino numerator)

Volatility

27.14%

Sharpe ratio

-1.256

VaR 95%

-2.58%

CVaR 95%: -2.64%
Max drawdown: -8.10%
Sortino ratio: -2.467
Calmar ratio: -3.76

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

9.96%

Ann. -34.15% (Sharpe / Sortino numerator)

Volatility

23.16%

Sharpe ratio

-1.631

VaR 95%

-2.61%

CVaR 95%: -2.88%
Max drawdown: -16.61%
Sortino ratio: -2.590
Calmar ratio: -2.06

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

9.03%

Ann. -22.50% (Sharpe / Sortino numerator)

Volatility

21.80%

Sharpe ratio

-1.199

VaR 95%

-2.60%

CVaR 95%: -3.10%
Max drawdown: -17.73%
Sortino ratio: -1.638
Calmar ratio: -1.27

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

16.64%

Ann. 17.69% (Sharpe / Sortino numerator)

Volatility

23.46%

Sharpe ratio

0.600

VaR 95%

-2.26%

CVaR 95%: -3.35%
Max drawdown: -17.73%
Sortino ratio: 0.804
Calmar ratio: 1.00

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

42.26%

Ann. 13.55% (Sharpe / Sortino numerator)

Volatility

21.49%

Sharpe ratio

0.462

VaR 95%

-2.24%

CVaR 95%: -3.16%
Max drawdown: -21.46%
Sortino ratio: 0.622
Calmar ratio: 0.63

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

67.95%

Ann. 15.78% (Sharpe / Sortino numerator)

Volatility

20.52%

Sharpe ratio

0.592

VaR 95%

-2.06%

CVaR 95%: -2.95%
Max drawdown: -21.46%
Sortino ratio: 0.831
Calmar ratio: 0.74

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.071%

Best day

4.138%

31/03/2026
Worst day

-5.667%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $54.83 $54.83 $54.56 $54.56 200
15/07/2026 $55.47 $55.62 $55.47 $55.62 100
14/07/2026 $55.95 $55.95 $55.95 $55.95 100
13/07/2026 $55.76 $55.76 $55.76 $55.76 100
10/07/2026 $56.48 $56.77 $56.45 $56.77 500
09/07/2026 $57.17 $57.19 $56.83 $56.83 200
08/07/2026 $55.58 $55.98 $55.58 $55.87 700
07/07/2026 $55.47 $55.47 $55.47 $55.47 100
06/07/2026 $56.68 $56.68 $56.68 $56.68 100
02/07/2026 $55.63 $55.63 $55.63 $55.63 100