CONVERGENCE LONG/SHORT EQUITY ETF
Symbol: CLSE
Exchange: BATS
Sector: Technology
Category: Long-Short Equity
Inception date: 29/12/2009
Latest date: 17/07/2026
Current price: $33.71
Expense ratio: 1.52%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-1.09%
Ann. 17.53% (Sharpe / Sortino numerator)
Volatility
19.66%
Sharpe ratio
0.707
VaR 95%
-1.59%
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
10.09%
Ann. 17.56% (Sharpe / Sortino numerator)
Volatility
15.97%
Sharpe ratio
0.873
VaR 95%
-1.59%
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
22.31%
Ann. 23.94% (Sharpe / Sortino numerator)
Volatility
14.88%
Sharpe ratio
1.366
VaR 95%
-1.55%
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
45.08%
Ann. 32.83% (Sharpe / Sortino numerator)
Volatility
14.60%
Sharpe ratio
2.000
VaR 95%
-1.40%
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
62.99%
Ann. 19.48% (Sharpe / Sortino numerator)
Volatility
14.77%
Sharpe ratio
1.073
VaR 95%
-1.50%
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
115.10%
Ann. 25.09% (Sharpe / Sortino numerator)
Volatility
13.54%
Sharpe ratio
1.585
VaR 95%
-1.31%
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.
Average daily return
0.152%
Best day
2.588%
Worst day
-2.407%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $33.53 | $33.86 | $33.38 | $33.71 | 233,500 |
| 16/07/2026 | $33.94 | $34.01 | $33.70 | $33.79 | 258,500 |
| 15/07/2026 | $34.19 | $34.19 | $33.81 | $34.08 | 206,400 |
| 14/07/2026 | $34.10 | $34.27 | $34.02 | $34.15 | 186,200 |
| 13/07/2026 | $34.10 | $34.19 | $33.98 | $34.07 | 174,000 |
| 10/07/2026 | $34.08 | $34.18 | $33.95 | $34.17 | 284,100 |
| 09/07/2026 | $33.90 | $34.09 | $33.86 | $34.01 | 338,400 |
| 08/07/2026 | $33.53 | $33.80 | $33.53 | $33.80 | 219,100 |
| 07/07/2026 | $33.47 | $33.65 | $33.34 | $33.61 | 276,900 |
| 06/07/2026 | $33.29 | $33.66 | $33.29 | $33.48 | 419,600 |