Summary
NLSI
Prices · period metrics · 1M
NAV as of 03/06/2026
30/03/2026 → 30/04/2026
Return 10.92% Volatility 19.92% Sharpe 4.51
Official loaded data — not a live quote.

NEOS LONG/SHORT EQUITY INCOME ETF

Symbol: NLSI

Exchange: BATS

Sector: Technology

Category: Long-Short Equity

Inception date: 09/12/2025

Latest date: 03/06/2026

Current price: $53.62

Expense ratio: 2.89%

Assets under management
$1.9M
-1.42% 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

10.92%

Ann. 93.40% (Sharpe / Sortino numerator)

Volatility

19.92%

Sharpe ratio

4.508

VaR 95%

-1.38%

CVaR 95%: -2.06%
Max drawdown: -3.56%
Sortino ratio: 6.940
Calmar ratio: 26.20

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

14.92%

Ann. -4.08% (Sharpe / Sortino numerator)

Volatility

21.86%

Sharpe ratio

-0.352

VaR 95%

-2.68%

CVaR 95%: -2.88%
Max drawdown: -8.98%
Sortino ratio: -0.495
Calmar ratio: -0.45

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

9.04%

Ann. -7.55% (Sharpe / Sortino numerator)

Volatility

19.36%

Sharpe ratio

-0.576

VaR 95%

-2.63%

CVaR 95%: -2.83%
Max drawdown: -13.82%
Sortino ratio: -0.788
Calmar ratio: -0.55

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.

Daily returns for period 1M

Daily simple returns from the same adjusted closes used by the performance chart: 04/05/2026 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.502%

Best day

3.69%

01/06/2026
Worst day

-1.813%

06/05/2026
Days with data

21

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $54.39 $54.39 $53.54 $53.62 300
02/06/2026 $53.89 $54.11 $53.79 $54.11 500
01/06/2026 $54.39 $54.42 $54.34 $54.34 1,800
29/05/2026 $52.25 $52.41 $52.25 $52.41 400
28/05/2026 $51.31 $51.64 $51.31 $51.64 300
27/05/2026 $51.20 $51.20 $51.20 $51.20 400
26/05/2026 $52.06 $52.20 $51.91 $51.91 1,800
22/05/2026 $51.35 $51.35 $51.30 $51.30 1,100
21/05/2026 $50.86 $50.86 $50.86 $50.86 100
20/05/2026 $51.26 $51.26 $50.91 $51.01 1,400