Summary
ECON
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 65.18% Volatility 20.39% Sharpe 1.45
Official loaded data — not a live quote.

COLUMBIA RESEARCH ENHANCED EMERGING ECONOMIES ETF

Symbol: ECON

Exchange: NYSE

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 14/09/2010

Latest date: 03/06/2026

Current price: $36.90

Expense ratio: 0.47%

Assets under management
$326.5M
-0.38% 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

13.50%

Ann. -59.39% (Sharpe / Sortino numerator)

Volatility

34.89%

Sharpe ratio

-1.806

VaR 95%

-3.36%

CVaR 95%: -4.06%
Max drawdown: -7.48%
Sortino ratio: -3.025
Calmar ratio: -7.94

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

24.70%

Ann. 9.16% (Sharpe / Sortino numerator)

Volatility

25.61%

Sharpe ratio

0.216

VaR 95%

-2.73%

CVaR 95%: -3.53%
Max drawdown: -13.76%
Sortino ratio: 0.301
Calmar ratio: 0.67

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

38.26%

Ann. 17.57% (Sharpe / Sortino numerator)

Volatility

21.61%

Sharpe ratio

0.645

VaR 95%

-2.21%

CVaR 95%: -3.23%
Max drawdown: -13.76%
Sortino ratio: 0.862
Calmar ratio: 1.28

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

65.18%

Ann. 33.18% (Sharpe / Sortino numerator)

Volatility

20.39%

Sharpe ratio

1.449

VaR 95%

-1.94%

CVaR 95%: -3.10%
Max drawdown: -13.76%
Sortino ratio: 1.831
Calmar ratio: 2.41

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

80.79%

Ann. 19.45% (Sharpe / Sortino numerator)

Volatility

18.09%

Sharpe ratio

0.874

VaR 95%

-1.76%

CVaR 95%: -2.64%
Max drawdown: -16.38%
Sortino ratio: 1.187
Calmar ratio: 1.19

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

89.95%

Ann. 13.38% (Sharpe / Sortino numerator)

Volatility

16.98%

Sharpe ratio

0.574

VaR 95%

-1.63%

CVaR 95%: -2.38%
Max drawdown: -16.38%
Sortino ratio: 0.822
Calmar ratio: 0.82

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.208%

Best day

5.627%

08/04/2026
Worst day

-4.641%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $37.04 $37.04 $36.80 $36.90 6,600
02/06/2026 $37.05 $37.45 $37.05 $37.36 16,300
01/06/2026 $36.47 $37.17 $36.47 $36.89 10,700
29/05/2026 $36.16 $36.37 $35.99 $36.35 22,400
28/05/2026 $35.62 $36.33 $35.61 $36.31 9,200
27/05/2026 $36.18 $36.18 $35.96 $36.12 18,500
26/05/2026 $35.81 $35.87 $35.62 $35.87 6,100
22/05/2026 $34.28 $34.53 $34.24 $34.28 6,900
21/05/2026 $33.58 $34.25 $33.58 $34.17 39,900
20/05/2026 $33.05 $33.67 $33.05 $33.65 6,500