Summary
CIBR
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 25.78% Volatility 24.43% Sharpe -0.15
Official loaded data — not a live quote.

FIRST TRUST NASDAQ CYBERSECURITY ETF

Symbol: CIBR

Exchange: NASDAQ

Sector: Technology

Category: Technology

Inception date: 06/07/2015

Latest date: 03/06/2026

Current price: $91.67

Expense ratio: 0.58%

Assets under management
$10.2B
-1.63% 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

31.43%

Ann. 14.53% (Sharpe / Sortino numerator)

Volatility

23.96%

Sharpe ratio

0.455

VaR 95%

-2.88%

CVaR 95%: -3.42%
Max drawdown: -8.17%
Sortino ratio: 0.518
Calmar ratio: 1.78

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

43.69%

Ann. -32.39% (Sharpe / Sortino numerator)

Volatility

27.10%

Sharpe ratio

-1.329

VaR 95%

-3.63%

CVaR 95%: -3.88%
Max drawdown: -17.28%
Sortino ratio: -1.695
Calmar ratio: -1.87

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

24.03%

Ann. -30.49% (Sharpe / Sortino numerator)

Volatility

23.45%

Sharpe ratio

-1.455

VaR 95%

-2.95%

CVaR 95%: -3.55%
Max drawdown: -22.10%
Sortino ratio: -1.938
Calmar ratio: -1.38

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

25.78%

Ann. -0.01% (Sharpe / Sortino numerator)

Volatility

24.43%

Sharpe ratio

-0.149

VaR 95%

-2.62%

CVaR 95%: -3.68%
Max drawdown: -22.10%
Sortino ratio: -0.200
Calmar ratio: -0.00

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

74.81%

Ann. 7.68% (Sharpe / Sortino numerator)

Volatility

22.42%

Sharpe ratio

0.181

VaR 95%

-2.46%

CVaR 95%: -3.34%
Max drawdown: -22.10%
Sortino ratio: 0.244
Calmar ratio: 0.35

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

110.72%

Ann. 15.02% (Sharpe / Sortino numerator)

Volatility

21.25%

Sharpe ratio

0.536

VaR 95%

-2.34%

CVaR 95%: -3.19%
Max drawdown: -22.10%
Sortino ratio: 0.720
Calmar ratio: 0.68

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

0.103%

Best day

6.405%

29/05/2026
Worst day

-4.116%

23/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $93.19 $93.26 $90.96 $91.67 1,538,700
02/06/2026 $92.68 $94.39 $92.16 $94.32 2,212,400
01/06/2026 $90.34 $94.31 $90.09 $94.15 2,511,700
29/05/2026 $84.75 $89.15 $84.50 $89.04 2,210,700
28/05/2026 $82.62 $84.24 $82.04 $83.68 1,570,700
27/05/2026 $82.17 $83.00 $81.76 $82.04 2,013,500
26/05/2026 $84.30 $84.99 $83.06 $84.48 2,452,300
22/05/2026 $82.54 $84.36 $82.54 $84.28 1,597,500
21/05/2026 $81.00 $82.27 $80.81 $82.15 746,800
20/05/2026 $79.68 $81.69 $79.60 $81.66 2,064,800