Summary
QTEC
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 38.36% Volatility 29.24% Sharpe 0.72
Official loaded data — not a live quote.

FIRST TRUST NASDAQ-100-TECHNOLOGY SECTOR INDEX FUND

Symbol: QTEC

Exchange: NASDAQ

Sector: Technology

Category: Technology

Inception date: 19/04/2006

Latest date: 20/07/2026

Current price: $301.50

Expense ratio: 0.55%

Assets under management
$5.0B
-0.41% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

-10.19%

Ann. -20.85% (Sharpe / Sortino numerator)

Volatility

28.71%

Sharpe ratio

-0.853

VaR 95%

-2.48%

CVaR 95%: -2.68%
Max drawdown: -8.52%
Sortino ratio: -1.639
Calmar ratio: -2.45

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

20.23%

Ann. -19.38% (Sharpe / Sortino numerator)

Volatility

27.22%

Sharpe ratio

-0.845

VaR 95%

-2.57%

CVaR 95%: -3.00%
Max drawdown: -16.03%
Sortino ratio: -1.473
Calmar ratio: -1.21

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

29.71%

Ann. -11.81% (Sharpe / Sortino numerator)

Volatility

25.80%

Sharpe ratio

-0.598

VaR 95%

-2.62%

CVaR 95%: -3.42%
Max drawdown: -16.03%
Sortino ratio: -0.895
Calmar ratio: -0.74

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

38.36%

Ann. 24.64% (Sharpe / Sortino numerator)

Volatility

29.24%

Sharpe ratio

0.718

VaR 95%

-2.56%

CVaR 95%: -4.04%
Max drawdown: -16.03%
Sortino ratio: 0.978
Calmar ratio: 1.54

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

53.77%

Ann. 7.76% (Sharpe / Sortino numerator)

Volatility

27.29%

Sharpe ratio

0.151

VaR 95%

-2.63%

CVaR 95%: -4.02%
Max drawdown: -29.00%
Sortino ratio: 0.204
Calmar ratio: 0.27

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

101.92%

Ann. 19.10% (Sharpe / Sortino numerator)

Volatility

25.67%

Sharpe ratio

0.602

VaR 95%

-2.54%

CVaR 95%: -3.71%
Max drawdown: -29.00%
Sortino ratio: 0.835
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.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.145%

Best day

5.017%

11/06/2026
Worst day

-7.461%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $302.75 $306.52 $301.27 $301.50 197,100
17/07/2026 $295.43 $304.34 $293.27 $300.27 332,400
16/07/2026 $308.29 $308.68 $302.52 $304.01 205,400
15/07/2026 $319.75 $319.75 $307.78 $312.54 205,500
14/07/2026 $316.55 $318.51 $313.71 $316.11 280,100
13/07/2026 $315.56 $316.60 $310.64 $312.20 209,400
10/07/2026 $320.49 $322.17 $317.24 $321.04 155,900
09/07/2026 $319.66 $324.08 $318.88 $321.67 223,600
08/07/2026 $307.60 $313.62 $306.12 $312.89 162,700
07/07/2026 $314.02 $314.88 $307.10 $311.30 215,500