COLUMBIA RESEARCH ENHANCED CORE ETF
Symbol: RECS
Exchange: NYSE
Sector: Technology
Category: Large Blend
Inception date: 25/09/2019
Latest date: 20/07/2026
Current price: $44.03
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
2.11%
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
4.44%
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
9.12%
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
18.70%
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
37.03%
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
71.60%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.072%
Best day
2.714%
Worst day
-2.403%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $44.37 | $44.43 | $44.02 | $44.03 | 339,800 |
| 17/07/2026 | $44.24 | $44.48 | $44.14 | $44.23 | 258,000 |
| 16/07/2026 | $44.50 | $44.70 | $44.46 | $44.65 | 426,900 |
| 15/07/2026 | $44.47 | $44.64 | $44.34 | $44.56 | 368,700 |
| 14/07/2026 | $44.38 | $44.46 | $44.23 | $44.45 | 426,700 |
| 13/07/2026 | $44.39 | $44.55 | $44.14 | $44.18 | 381,700 |
| 10/07/2026 | $44.09 | $44.48 | $44.09 | $44.44 | 293,700 |
| 09/07/2026 | $43.69 | $44.05 | $43.54 | $44.03 | 738,500 |
| 08/07/2026 | $43.51 | $43.63 | $43.20 | $43.57 | 304,900 |
| 07/07/2026 | $43.68 | $43.78 | $43.52 | $43.61 | 284,800 |