Summary
QCLN
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return -4.76% Volatility 37.63% Sharpe 1.50
Official loaded data — not a live quote.

FIRST TRUST NASDAQ CLEAN EDGE GREEN ENERGY INDEX FUND

Symbol: QCLN

Exchange: NASDAQ

Sector: Technology

Category: Miscellaneous Sector

Inception date: 08/02/2007

Latest date: 15/10/2026

Current price: $45.02

Expense ratio: 0.59%

Assets under management
$550.9M
2.95% 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

-4.60%

Ann. -45.51% (Sharpe / Sortino numerator)

Volatility

47.06%

Sharpe ratio

-1.044

VaR 95%

-4.48%

CVaR 95%: -4.84%
Max drawdown: -9.73%
Sortino ratio: -1.826
Calmar ratio: -4.68

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.

Period total return

-17.82%

Ann. 0.26% (Sharpe / Sortino numerator)

Volatility

38.25%

Sharpe ratio

-0.088

VaR 95%

-4.39%

CVaR 95%: -4.62%
Max drawdown: -15.87%
Sortino ratio: -0.138
Calmar ratio: 0.02

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

-13.69%

Ann. 16.76% (Sharpe / Sortino numerator)

Volatility

38.63%

Sharpe ratio

0.340

VaR 95%

-4.26%

CVaR 95%: -4.72%
Max drawdown: -15.87%
Sortino ratio: 0.565
Calmar ratio: 1.06

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

-4.76%

Ann. 60.04% (Sharpe / Sortino numerator)

Volatility

37.63%

Sharpe ratio

1.499

VaR 95%

-4.09%

CVaR 95%: -5.04%
Max drawdown: -15.87%
Sortino ratio: 2.356
Calmar ratio: 3.78

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

33.51%

Ann. 18.85% (Sharpe / Sortino numerator)

Volatility

35.22%

Sharpe ratio

0.432

VaR 95%

-3.66%

CVaR 95%: -4.67%
Max drawdown: -37.29%
Sortino ratio: 0.699
Calmar ratio: 0.51

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

12.41%

Ann. -3.25% (Sharpe / Sortino numerator)

Volatility

34.71%

Sharpe ratio

-0.198

VaR 95%

-3.67%

CVaR 95%: -4.56%
Max drawdown: -56.08%
Sortino ratio: -0.331
Calmar ratio: -0.06

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.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.014%

Best day

6.509%

31/03/2026
Worst day

-9.414%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $43.73 $45.19 $43.39 $45.02 258,300
14/10/2026 $46.38 $46.44 $44.67 $44.92 93,900
13/10/2026 $46.51 $47.27 $46.35 $47.24 261,800
12/10/2026 $48.25 $48.25 $47.03 $47.12 96,700
09/10/2026 $48.71 $48.71 $47.91 $48.35 66,600
08/10/2026 $48.82 $48.83 $47.39 $48.26 323,600
07/10/2026 $49.69 $49.90 $48.95 $49.44 85,900
06/10/2026 $50.57 $51.00 $50.40 $50.77 137,400
05/10/2026 $49.91 $50.18 $49.31 $50.16 62,200
02/10/2026 $49.76 $50.38 $49.75 $50.07 74,300