COLUMBIA RESEARCH ENHANCED VALUE ETF
Symbol: REVS
Exchange: NYSE
Sector: Technology
Category: Large Value
Inception date: 25/09/2019
Latest date: 20/07/2026
Current price: $32.64
Expense ratio: 0.19%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
2.91%
Ann. -33.74% (Sharpe / Sortino numerator)
Volatility
14.29%
Sharpe ratio
-2.616
VaR 95%
-1.42%
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
8.00%
Ann. 4.32% (Sharpe / Sortino numerator)
Volatility
12.88%
Sharpe ratio
0.054
VaR 95%
-1.23%
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
13.85%
Ann. 10.45% (Sharpe / Sortino numerator)
Volatility
12.65%
Sharpe ratio
0.539
VaR 95%
-1.23%
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
25.10%
Ann. 16.38% (Sharpe / Sortino numerator)
Volatility
16.26%
Sharpe ratio
0.784
VaR 95%
-1.22%
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
40.93%
Ann. 12.52% (Sharpe / Sortino numerator)
Volatility
14.31%
Sharpe ratio
0.621
VaR 95%
-1.25%
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
61.50%
Ann. 15.73% (Sharpe / Sortino numerator)
Volatility
13.41%
Sharpe ratio
0.902
VaR 95%
-1.21%
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
0.092%
Best day
2.143%
Worst day
-1.948%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $32.74 | $32.74 | $32.61 | $32.64 | 19,800 |
| 17/07/2026 | $32.84 | $33.15 | $32.73 | $32.80 | 139,700 |
| 16/07/2026 | $32.62 | $32.96 | $32.62 | $32.91 | 16,900 |
| 15/07/2026 | $32.49 | $32.72 | $32.45 | $32.62 | 110,000 |
| 14/07/2026 | $32.60 | $32.61 | $32.40 | $32.49 | 15,400 |
| 13/07/2026 | $32.49 | $32.65 | $32.49 | $32.64 | 23,000 |
| 10/07/2026 | $32.35 | $32.53 | $32.35 | $32.45 | 10,800 |
| 09/07/2026 | $32.06 | $32.34 | $32.06 | $32.31 | 15,800 |
| 08/07/2026 | $32.29 | $32.29 | $32.05 | $32.06 | 19,400 |
| 07/07/2026 | $32.48 | $32.53 | $32.34 | $32.36 | 24,700 |