Summary
REVS
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 24.02% Volatility 16.26% Sharpe 0.78
Official loaded data — not a live quote.

COLUMBIA RESEARCH ENHANCED VALUE ETF

Symbol: REVS

Exchange: NYSE

Sector: Technology

Category: Large Value

Inception date: 25/09/2019

Latest date: 15/10/2026

Current price: $34.02

Expense ratio: 0.19%

Assets under management
$344.8M
0.53% 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

0.65%

Ann. -33.74% (Sharpe / Sortino numerator)

Volatility

14.29%

Sharpe ratio

-2.616

VaR 95%

-1.42%

CVaR 95%: -1.48%
Max drawdown: -5.50%
Sortino ratio: -4.528
Calmar ratio: -6.14

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

4.29%

Ann. 4.32% (Sharpe / Sortino numerator)

Volatility

12.88%

Sharpe ratio

0.054

VaR 95%

-1.23%

CVaR 95%: -1.48%
Max drawdown: -6.94%
Sortino ratio: 0.090
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

14.53%

Ann. 10.45% (Sharpe / Sortino numerator)

Volatility

12.65%

Sharpe ratio

0.539

VaR 95%

-1.23%

CVaR 95%: -1.50%
Max drawdown: -6.94%
Sortino ratio: 0.963
Calmar ratio: 1.51

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

24.02%

Ann. 16.38% (Sharpe / Sortino numerator)

Volatility

16.26%

Sharpe ratio

0.784

VaR 95%

-1.22%

CVaR 95%: -2.23%
Max drawdown: -7.83%
Sortino ratio: 0.990
Calmar ratio: 2.09

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

37.29%

Ann. 12.52% (Sharpe / Sortino numerator)

Volatility

14.31%

Sharpe ratio

0.621

VaR 95%

-1.25%

CVaR 95%: -1.95%
Max drawdown: -16.37%
Sortino ratio: 0.844
Calmar ratio: 0.76

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

77.02%

Ann. 15.73% (Sharpe / Sortino numerator)

Volatility

13.41%

Sharpe ratio

0.902

VaR 95%

-1.21%

CVaR 95%: -1.78%
Max drawdown: -16.37%
Sortino ratio: 1.265
Calmar ratio: 0.96

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.088%

Best day

2.143%

08/04/2026
Worst day

-1.704%

12/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $33.84 $34.04 $33.84 $34.02 28,700
14/10/2026 $33.56 $33.70 $33.47 $33.68 85,200
13/10/2026 $33.88 $33.88 $33.73 $33.76 95,300
12/10/2026 $33.63 $33.88 $33.63 $33.75 47,400
09/10/2026 $33.38 $33.60 $33.38 $33.55 51,200
08/10/2026 $33.13 $33.42 $33.11 $33.42 41,200
07/10/2026 $33.21 $33.21 $33.05 $33.14 68,300
06/10/2026 $33.24 $33.34 $33.19 $33.29 43,300
05/10/2026 $32.96 $33.22 $32.95 $33.16 31,800
02/10/2026 $32.98 $32.99 $32.85 $32.99 12,900