Summary
CARZ
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 61.99% 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: 17/07/2026

Current price: $103.04

Expense ratio: 0.70%

Assets under management
$53.3M
1.06% 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

-10.72%

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

7.32%

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

24.01%

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

61.99%

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

73.29%

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

83.46%

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: 17/07/2025 - 17/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.211%

Best day

5.858%

08/04/2026
Worst day

-8.429%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $101.96 $103.22 $101.45 $103.04 1,700
16/07/2026 $104.24 $104.40 $103.78 $104.16 2,100
15/07/2026 $107.94 $107.94 $105.37 $107.76 5,100
14/07/2026 $109.87 $109.91 $108.94 $109.46 2,500
13/07/2026 $107.09 $108.51 $106.37 $107.38 4,900
10/07/2026 $109.85 $111.60 $109.85 $110.99 3,500
09/07/2026 $111.86 $111.86 $111.26 $111.26 500
08/07/2026 $107.45 $109.40 $107.45 $109.00 2,100
07/07/2026 $108.37 $109.44 $107.36 $108.61 3,300
06/07/2026 $114.76 $114.76 $113.14 $113.76 20,600