Summary
CARZ
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 116.26% Volatility 30.40% Sharpe 1.70
Official loaded data — not a live quote.

FIRST TRUST S-NETWORK FUTURE VEHICLES & TECHNOLOGY ETF

Symbol: CARZ

Exchange: NASDAQ

Sector: Technology

Category: Technology

Inception date: 09/05/2011

Latest date: 03/06/2026

Current price: $122.72

Expense ratio: 0.70%

Assets under management
$51.3M
-0.23% daily change

Period performance

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

Adjusted return
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Performance metrics

Period total return

19.08%

Ann. -46.74% (Sharpe / Sortino numerator)

Volatility

37.66%

Sharpe ratio

-1.337

VaR 95%

-3.51%

CVaR 95%: -4.17%
Max drawdown: -9.24%
Sortino ratio: -2.166
Calmar ratio: -5.06

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

47.45%

Ann. 12.07% (Sharpe / Sortino numerator)

Volatility

28.81%

Sharpe ratio

0.293

VaR 95%

-3.18%

CVaR 95%: -3.70%
Max drawdown: -14.44%
Sortino ratio: 0.473
Calmar ratio: 0.84

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

60.73%

Ann. 26.44% (Sharpe / Sortino numerator)

Volatility

27.66%

Sharpe ratio

0.825

VaR 95%

-3.08%

CVaR 95%: -3.98%
Max drawdown: -14.44%
Sortino ratio: 1.185
Calmar ratio: 1.83

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

116.26%

Ann. 55.29% (Sharpe / Sortino numerator)

Volatility

30.40%

Sharpe ratio

1.699

VaR 95%

-2.57%

CVaR 95%: -4.46%
Max drawdown: -14.44%
Sortino ratio: 2.304
Calmar ratio: 3.83

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

115.79%

Ann. 20.91% (Sharpe / Sortino numerator)

Volatility

27.86%

Sharpe ratio

0.620

VaR 95%

-2.75%

CVaR 95%: -4.09%
Max drawdown: -27.84%
Sortino ratio: 0.878
Calmar ratio: 0.75

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

143.47%

Ann. 19.28% (Sharpe / Sortino numerator)

Volatility

25.70%

Sharpe ratio

0.609

VaR 95%

-2.39%

CVaR 95%: -3.66%
Max drawdown: -27.84%
Sortino ratio: 0.892
Calmar ratio: 0.69

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.321%

Best day

5.858%

08/04/2026
Worst day

-5.285%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $123.00 $123.15 $122.10 $122.72 1,400
02/06/2026 $121.63 $123.17 $121.62 $123.17 800
01/06/2026 $118.66 $119.98 $118.66 $119.78 1,800
29/05/2026 $119.13 $119.23 $118.66 $119.23 1,200
28/05/2026 $117.74 $120.00 $117.74 $119.34 1,600
27/05/2026 $118.10 $118.48 $117.43 $118.45 1,800
26/05/2026 $117.91 $119.32 $116.42 $119.12 2,600
22/05/2026 $114.00 $114.74 $113.60 $114.09 4,200
21/05/2026 $110.80 $112.59 $110.80 $112.59 1,600
20/05/2026 $110.15 $111.54 $110.15 $111.54 2,100