COLUMBIA RESEARCH ENHANCED CORE ETF
Symbol: RECS
Exchange: NYSE
Sector: Technology
Category: Large Blend
Inception date: 25/09/2019
Latest date: 15/10/2026
Current price: $45.75
Expense ratio: 0.15%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.60%
Ann. -37.49% (Sharpe / Sortino numerator)
Volatility
16.90%
Sharpe ratio
-2.433
VaR 95%
-1.57%
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
2.67%
Ann. -15.83% (Sharpe / Sortino numerator)
Volatility
14.25%
Sharpe ratio
-1.365
VaR 95%
-1.58%
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
10.51%
Ann. -4.07% (Sharpe / Sortino numerator)
Volatility
13.18%
Sharpe ratio
-0.585
VaR 95%
-1.47%
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
15.61%
Ann. 18.31% (Sharpe / Sortino numerator)
Volatility
18.12%
Sharpe ratio
0.810
VaR 95%
-1.48%
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
35.37%
Ann. 14.22% (Sharpe / Sortino numerator)
Volatility
15.98%
Sharpe ratio
0.662
VaR 95%
-1.58%
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
84.28%
Ann. 19.15% (Sharpe / Sortino numerator)
Volatility
14.58%
Sharpe ratio
1.064
VaR 95%
-1.38%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.061%
Best day
2.714%
Worst day
-2.087%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $45.46 | $45.80 | $45.38 | $45.75 | 549,800 |
| 14/10/2026 | $45.70 | $45.73 | $45.34 | $45.53 | 744,700 |
| 13/10/2026 | $45.92 | $46.01 | $45.80 | $45.92 | 374,400 |
| 12/10/2026 | $45.91 | $45.99 | $45.84 | $45.91 | 310,900 |
| 09/10/2026 | $45.79 | $45.91 | $45.67 | $45.84 | 386,100 |
| 08/10/2026 | $45.60 | $45.77 | $45.52 | $45.75 | 751,900 |
| 07/10/2026 | $45.75 | $45.77 | $45.55 | $45.70 | 667,700 |
| 06/10/2026 | $45.95 | $46.02 | $45.83 | $45.89 | 1,121,200 |
| 05/10/2026 | $45.47 | $45.87 | $45.44 | $45.78 | 598,100 |
| 02/10/2026 | $45.58 | $45.64 | $45.33 | $45.47 | 1,071,900 |