NEOS ENHANCED INCOME 1-3 MONTH T-BILL ETF
Symbol: CSHI
Exchange: NYSE
Sector: Technology
Category: Ultrashort Bond
Inception date: 29/08/2022
Latest date: 17/07/2026
Current price: $49.70
Expense ratio: 0.38%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.31%
Ann. 6.82% (Sharpe / Sortino numerator)
Volatility
1.29%
Sharpe ratio
2.478
VaR 95%
-0.08%
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
1.06%
Ann. 3.99% (Sharpe / Sortino numerator)
Volatility
1.20%
Sharpe ratio
0.298
VaR 95%
-0.07%
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
2.65%
Ann. 4.50% (Sharpe / Sortino numerator)
Volatility
1.11%
Sharpe ratio
0.787
VaR 95%
-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.
Period total return
5.10%
Ann. 4.90% (Sharpe / Sortino numerator)
Volatility
2.05%
Sharpe ratio
0.618
VaR 95%
-0.09%
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
10.78%
Ann. 5.16% (Sharpe / Sortino numerator)
Volatility
1.63%
Sharpe ratio
0.938
VaR 95%
-0.08%
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
17.19%
Ann. 5.38% (Sharpe / Sortino numerator)
Volatility
1.42%
Sharpe ratio
1.234
VaR 95%
-0.07%
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
0.02%
Best day
0.201%
Worst day
-0.2%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $49.70 | $49.71 | $49.68 | $49.70 | 571,300 |
| 16/07/2026 | $49.72 | $49.72 | $49.69 | $49.71 | 735,000 |
| 15/07/2026 | $49.71 | $49.71 | $49.69 | $49.70 | 1,060,000 |
| 14/07/2026 | $49.87 | $49.88 | $49.87 | $49.88 | 392,400 |
| 13/07/2026 | $49.88 | $49.88 | $49.86 | $49.86 | 846,600 |
| 10/07/2026 | $49.85 | $49.88 | $49.85 | $49.87 | 519,100 |
| 09/07/2026 | $49.85 | $49.87 | $49.84 | $49.86 | 543,500 |
| 08/07/2026 | $49.85 | $49.86 | $49.83 | $49.85 | 533,900 |
| 07/07/2026 | $49.86 | $49.86 | $49.83 | $49.84 | 380,900 |
| 06/07/2026 | $49.84 | $49.85 | $49.80 | $49.83 | 503,700 |