Summary
NBCR
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 15.23% Volatility 18.29% Sharpe 0.64
Official loaded data — not a live quote.

NEUBERGER BERMAN CORE EQUITY ETF

Symbol: NBCR

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 31/07/2024

Latest date: 20/07/2026

Current price: $33.54

Expense ratio: 0.29%

Assets under management
$835.5M
-0.71% 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

0.57%

Ann. -41.48% (Sharpe / Sortino numerator)

Volatility

17.22%

Sharpe ratio

-2.619

VaR 95%

-1.63%

CVaR 95%: -1.72%
Max drawdown: -7.91%
Sortino ratio: -5.032
Calmar ratio: -5.24

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

4.01%

Ann. -19.22% (Sharpe / Sortino numerator)

Volatility

13.94%

Sharpe ratio

-1.640

VaR 95%

-1.48%

CVaR 95%: -1.78%
Max drawdown: -10.35%
Sortino ratio: -2.596
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

7.26%

Ann. -6.39% (Sharpe / Sortino numerator)

Volatility

12.89%

Sharpe ratio

-0.777

VaR 95%

-1.37%

CVaR 95%: -1.82%
Max drawdown: -10.35%
Sortino ratio: -1.124
Calmar ratio: -0.62

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

15.23%

Ann. 15.42% (Sharpe / Sortino numerator)

Volatility

18.29%

Sharpe ratio

0.645

VaR 95%

-1.49%

CVaR 95%: -2.64%
Max drawdown: -10.35%
Sortino ratio: 0.813
Calmar ratio: 1.49

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

34.96%

Ann. 18.14% (Sharpe / Sortino numerator)

Volatility

17.03%

Sharpe ratio

0.854

VaR 95%

-1.58%

CVaR 95%: -2.46%
Max drawdown: -18.23%
Sortino ratio: 1.098
Calmar ratio: 0.99

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.06%

Best day

2.707%

08/04/2026
Worst day

-2.502%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $33.78 $33.79 $33.48 $33.54 31,400
17/07/2026 $33.54 $33.73 $33.54 $33.59 18,300
16/07/2026 $33.99 $34.09 $33.83 $33.95 7,700
15/07/2026 $34.04 $34.06 $33.91 $34.06 43,200
14/07/2026 $33.81 $33.90 $33.72 $33.87 24,900
13/07/2026 $33.90 $33.92 $33.70 $33.71 60,600
10/07/2026 $33.85 $33.94 $33.75 $33.94 24,500
09/07/2026 $33.66 $33.84 $33.65 $33.84 3,000
08/07/2026 $33.56 $33.66 $33.41 $33.65 14,200
07/07/2026 $33.82 $33.85 $33.69 $33.74 25,600