CONVERGENCE LONG/SHORT EQUITY ETF
Symbol: CLSE
Exchange: BATS
Sector: Technology
Category: Long-Short Equity
Inception date: 29/12/2009
Latest date: 15/10/2026
Current price: $34.05
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
-0.18%
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
-0.09%
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
12.60%
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
32.74%
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
53.01%
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
110.63%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.116%
Best day
2.588%
Worst day
-2.407%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $34.15 | $34.15 | $33.92 | $34.05 | 453,400 |
| 14/10/2026 | $34.42 | $34.50 | $34.25 | $34.30 | 296,100 |
| 13/10/2026 | $34.36 | $34.52 | $34.30 | $34.49 | 359,700 |
| 12/10/2026 | $34.49 | $34.64 | $34.38 | $34.43 | 779,600 |
| 09/10/2026 | $34.39 | $34.52 | $34.28 | $34.41 | 201,500 |
| 08/10/2026 | $34.34 | $34.48 | $34.30 | $34.33 | 418,600 |
| 07/10/2026 | $34.27 | $34.47 | $34.24 | $34.39 | 399,500 |
| 06/10/2026 | $34.28 | $34.48 | $34.28 | $34.32 | 487,600 |
| 05/10/2026 | $34.33 | $34.52 | $34.26 | $34.42 | 247,600 |
| 02/10/2026 | $34.15 | $34.30 | $34.06 | $34.25 | 371,100 |