Summary
RGEF
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 23.79% Volatility 18.13% Sharpe 0.91
Official loaded data — not a live quote.

ROCKEFELLER GLOBAL EQUITY ETF

Symbol: RGEF

Exchange: NYSE

Sector: Technology

Category: Global Large-Stock Blend

Inception date: 25/10/2024

Latest date: 20/07/2026

Current price: $34.18

Expense ratio: 0.55%

Assets under management
$831.0M
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

-1.80%

Ann. -40.97% (Sharpe / Sortino numerator)

Volatility

23.33%

Sharpe ratio

-1.911

VaR 95%

-2.25%

CVaR 95%: -2.32%
Max drawdown: -7.41%
Sortino ratio: -3.377
Calmar ratio: -5.53

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

4.78%

Ann. -7.08% (Sharpe / Sortino numerator)

Volatility

17.72%

Sharpe ratio

-0.604

VaR 95%

-1.90%

CVaR 95%: -2.20%
Max drawdown: -10.30%
Sortino ratio: -0.964
Calmar ratio: -0.69

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

11.03%

Ann. 4.73% (Sharpe / Sortino numerator)

Volatility

15.48%

Sharpe ratio

0.071

VaR 95%

-1.74%

CVaR 95%: -2.15%
Max drawdown: -10.30%
Sortino ratio: 0.105
Calmar ratio: 0.46

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

23.79%

Ann. 20.08% (Sharpe / Sortino numerator)

Volatility

18.13%

Sharpe ratio

0.907

VaR 95%

-1.54%

CVaR 95%: -2.58%
Max drawdown: -10.30%
Sortino ratio: 1.160
Calmar ratio: 1.95

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

39.08%

Ann. 21.46% (Sharpe / Sortino numerator)

Volatility

17.28%

Sharpe ratio

1.033

VaR 95%

-1.52%

CVaR 95%: -2.40%
Max drawdown: -16.01%
Sortino ratio: 1.375
Calmar ratio: 1.34

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.09%

Best day

3.261%

31/03/2026
Worst day

-3.265%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $34.18 $34.18 $34.18 $34.18 100
17/07/2026 $34.08 $34.16 $34.08 $34.16 200
16/07/2026 $34.77 $34.79 $34.43 $34.45 4,600
15/07/2026 $34.82 $34.94 $34.76 $34.90 9,200
14/07/2026 $34.83 $34.91 $34.75 $34.80 52,300
13/07/2026 $34.63 $34.70 $34.48 $34.48 1,500
10/07/2026 $34.88 $35.00 $34.78 $35.00 3,100
09/07/2026 $34.60 $34.77 $34.60 $34.76 23,800
08/07/2026 $34.39 $34.46 $34.07 $34.46 3,300
07/07/2026 $34.60 $34.60 $34.50 $34.59 2,600