Summary
FCLD
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 45.14% Volatility 31.75% Sharpe 0.31
Official loaded data — not a live quote.

Fidelity Cloud Computing ETF

Symbol: FCLD

Exchange: BATS

Sector: Technology

Category: Technology

Inception date: 05/10/2021

Latest date: 03/06/2026

Current price: $39.99

Expense ratio: 0.39%

Assets under management
$86.8M
-1.59% 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

19.91%

Ann. 4.03% (Sharpe / Sortino numerator)

Volatility

28.72%

Sharpe ratio

0.014

VaR 95%

-3.18%

CVaR 95%: -3.22%
Max drawdown: -9.71%
Sortino ratio: 0.021
Calmar ratio: 0.41

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

46.86%

Ann. -20.67% (Sharpe / Sortino numerator)

Volatility

31.08%

Sharpe ratio

-0.782

VaR 95%

-3.25%

CVaR 95%: -3.74%
Max drawdown: -15.85%
Sortino ratio: -1.249
Calmar ratio: -1.30

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

36.74%

Ann. -11.47% (Sharpe / Sortino numerator)

Volatility

27.89%

Sharpe ratio

-0.541

VaR 95%

-3.33%

CVaR 95%: -3.80%
Max drawdown: -17.48%
Sortino ratio: -0.789
Calmar ratio: -0.66

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

45.14%

Ann. 13.33% (Sharpe / Sortino numerator)

Volatility

31.75%

Sharpe ratio

0.305

VaR 95%

-3.22%

CVaR 95%: -4.47%
Max drawdown: -17.48%
Sortino ratio: 0.436
Calmar ratio: 0.76

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

76.83%

Ann. 5.96% (Sharpe / Sortino numerator)

Volatility

28.33%

Sharpe ratio

0.082

VaR 95%

-3.18%

CVaR 95%: -4.14%
Max drawdown: -34.80%
Sortino ratio: 0.115
Calmar ratio: 0.17

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

110.59%

Ann. 17.14% (Sharpe / Sortino numerator)

Volatility

26.44%

Sharpe ratio

0.511

VaR 95%

-2.86%

CVaR 95%: -3.86%
Max drawdown: -34.80%
Sortino ratio: 0.712
Calmar ratio: 0.49

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

0.163%

Best day

7.11%

01/06/2026
Worst day

-4.716%

29/01/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $40.63 $40.75 $39.70 $39.99 42,700
02/06/2026 $41.01 $41.06 $40.52 $41.06 57,300
01/06/2026 $39.66 $41.71 $39.66 $41.66 81,000
29/05/2026 $37.71 $39.05 $37.71 $38.89 44,100
28/05/2026 $36.77 $37.44 $36.77 $37.05 17,100
27/05/2026 $36.16 $36.44 $36.04 $36.10 11,700
26/05/2026 $36.22 $36.51 $36.13 $36.17 26,000
22/05/2026 $35.57 $35.90 $35.47 $35.67 18,800
21/05/2026 $34.62 $35.25 $34.60 $35.11 26,500
20/05/2026 $34.42 $34.78 $34.06 $34.78 11,400