Summary
CIBR
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 25.40% 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: 17/07/2026

Current price: $92.36

Expense ratio: 0.58%

Assets under management
$13.8B
2.24% 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

9.75%

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

39.05%

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

32.32%

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

25.40%

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

62.89%

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

101.82%

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

Methodology: adjusted prices + daily simple return
Average daily return

0.103%

Best day

6.405%

29/05/2026
Worst day

-4.41%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $90.34 $93.39 $90.34 $92.36 1,285,600
16/07/2026 $93.16 $93.30 $91.00 $91.89 1,035,300
15/07/2026 $95.50 $95.96 $92.63 $93.09 1,871,300
14/07/2026 $90.88 $95.09 $90.88 $94.73 1,366,500
13/07/2026 $91.89 $92.68 $90.54 $91.84 949,900
10/07/2026 $94.57 $94.68 $91.64 $91.88 1,683,300
09/07/2026 $90.96 $94.40 $90.71 $94.26 2,550,700
08/07/2026 $91.36 $92.08 $90.35 $91.66 1,411,700
07/07/2026 $93.58 $94.08 $91.40 $92.21 2,254,200
06/07/2026 $90.49 $94.00 $89.88 $92.91 1,733,900