Summary
NLSI
Prices · period metrics · 1M
NAV as of 20/07/2026
30/03/2026 → 30/04/2026
Return 3.61% 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: 20/07/2026

Current price: $52.81

Expense ratio: 2.89%

Assets under management
$4.6M
0.00% 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

3.61%

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

14.66%

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

11.81%

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: 22/06/2026 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.191%

Best day

1.247%

13/07/2026
Worst day

-2.395%

15/07/2026
Days with data

19

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $52.81 $52.81 $52.81 $52.81 100
17/07/2026 $51.95 $52.57 $51.95 $52.31 300
16/07/2026 $52.48 $52.48 $52.48 $52.48 100
15/07/2026 $53.08 $53.08 $52.25 $52.25 23,500
14/07/2026 $53.53 $53.53 $53.53 $53.53 200
13/07/2026 $53.82 $53.82 $53.82 $53.82 300
10/07/2026 $53.16 $53.16 $53.16 $53.16 200
09/07/2026 $52.89 $53.12 $52.89 $53.12 400
08/07/2026 $52.33 $52.68 $52.33 $52.68 300
07/07/2026 $52.38 $52.38 $52.38 $52.38 500