Summary
CNEQ
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 27.58% Volatility 28.42% Sharpe 1.14
Official loaded data — not a live quote.

ALGER CONCENTRATED EQUITY ETF

Symbol: CNEQ

Exchange: NYSE

Sector: Technology

Category: Large Growth

Inception date: 04/04/2024

Latest date: 17/07/2026

Current price: $38.32

Expense ratio: 0.56%

Assets under management
$731.5M
0.58% 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

-6.24%

Ann. -34.84% (Sharpe / Sortino numerator)

Volatility

32.12%

Sharpe ratio

-1.198

VaR 95%

-3.12%

CVaR 95%: -3.31%
Max drawdown: -10.17%
Sortino ratio: -2.160
Calmar ratio: -3.43

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

5.22%

Ann. -30.59% (Sharpe / Sortino numerator)

Volatility

26.64%

Sharpe ratio

-1.284

VaR 95%

-2.81%

CVaR 95%: -3.33%
Max drawdown: -16.39%
Sortino ratio: -2.034
Calmar ratio: -1.87

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

12.74%

Ann. -20.94% (Sharpe / Sortino numerator)

Volatility

25.44%

Sharpe ratio

-0.966

VaR 95%

-2.94%

CVaR 95%: -3.41%
Max drawdown: -19.30%
Sortino ratio: -1.394
Calmar ratio: -1.08

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

27.58%

Ann. 35.89% (Sharpe / Sortino numerator)

Volatility

28.42%

Sharpe ratio

1.135

VaR 95%

-2.80%

CVaR 95%: -3.95%
Max drawdown: -19.30%
Sortino ratio: 1.522
Calmar ratio: 1.86

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

77.42%

Ann. 37.85% (Sharpe / Sortino numerator)

Volatility

27.48%

Sharpe ratio

1.246

VaR 95%

-2.88%

CVaR 95%: -4.04%
Max drawdown: -27.58%
Sortino ratio: 1.620
Calmar ratio: 1.37

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.109%

Best day

5.308%

15/06/2026
Worst day

-5.01%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $38.10 $38.87 $37.66 $38.32 159,500
16/07/2026 $39.88 $39.88 $38.68 $38.88 145,200
15/07/2026 $40.21 $40.22 $39.47 $39.98 97,100
14/07/2026 $40.10 $40.10 $39.58 $39.83 100,000
13/07/2026 $40.39 $40.39 $39.09 $39.60 177,500
10/07/2026 $40.24 $40.70 $40.13 $40.57 75,900
09/07/2026 $40.19 $40.67 $39.80 $40.67 251,400
08/07/2026 $39.47 $39.85 $39.07 $39.75 88,300
07/07/2026 $40.16 $40.16 $39.15 $39.46 281,000
06/07/2026 $40.12 $40.58 $40.12 $40.37 113,900