Columbia Research Enhanced Core ETF
Ticker
RECS
ISIN
-
Price
USD 35.37
Change Today
-0.05 / -0.144 %
Price 1 year ago
26.14 / 35.33 %
Morningstar
5
52 Week Low
26.27
52 Week High
35.72
200 Day Moving Average 32.10
32.10
50-day Moving Average
34.41
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.62 |
| Sortino Ratio | 0.53 |
| Maximum Drawdown | -1.79% |
| Maximum Drawdown Date | 2024-01-04 |
| Calmar Ratio | -23.60 |
1 year
| Parameter | Value |
|---|---|
| Treynor Ratio | - |
| Return | 1.82 |
| Volatility | 3.421% |
| Alpha | +1.11 |
| Beta | -- |
| R Squared | +98.08 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 17.825% |
| Average Annual Volatility | 20.304% |
| Sharpe Ratio | 0.88 |
| Sortino Ratio | 0.91 |
| Maximum Drawdown | -34.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.53 |
Company information
Summary
The investment seeks investment results that, before fees and expenses, closely correspond to the performance of the Beta Advantage® Research Enhanced U.S. Equity Index. The fund invests at least 80% of its assets in the securities of the index. The index is comprised of a subset of the companies within the Russell 1000® Index. The index was designed to reflect the performance of U.S. large- and mid-cap growth and value companies through the application of a rules-based methodology, which typically results in approximately 325-400 Index holdings, but this range can fluctuate because the index has no constraints on number of holdings.
Market
US
Category
Large Blend
Expense Ratio
0.15%
Fund family
Columbia Threadneedle
Morningstar
5
Yield
0.0174
Exchange
PCX
| Sector | Weight |
|---|---|
| Technology | 23.45% |
| Healthcare | 14.86% |
| Financial services | 13.50% |
| Consumer cyclical | 10.36% |
| Industrials | 9.41% |
| Communication services | 8.30% |
| Consumer defensive | 6.40% |
| Energy | 4.64% |
| Realestate | 3.40% |
| Basic materials | 2.50% |
| Utilities | 2.30% |
| Country | Ratio |
|---|---|
| United States | 99.67 |
| United Kingdom | 0.29 |
| Switzerland | 0.01 |
| Argentina | 0.00 |
| Australia | 0.00 |
| Austria | 0.00 |
| Belgium | 0.00 |
| Brazil | 0.00 |
| Canada | 0.00 |
| Chile | 0.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| AAPL | Apple Inc | 7.59% |
| MSFT | Microsoft Corp | 7.17% |
| FB | Facebook Inc A | 3.45% |
| BRK.B | Berkshire Hathaway Inc Class B | 3.27% |
| GOOGL | Alphabet Inc A | 3.02% |
| GOOG | Alphabet Inc Class C | 2.9% |
| JNJ | Johnson & Johnson | 2.1% |
| MCD | McDonald's Corp | 1.88% |
| LOW | Lowe's Companies Inc | 1.49% |
| SBUX | Starbucks Corp | 1.43% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| JGRE.L | JPMorgan ETFs (Ireland) ICAV - Global Research Enhanced Index Equity UCITS ETF - USD (acc) | IE00BF4G6Y4 | LSE | 0.25% | 5 | +1.78 | -- |
| JREG.L | JPMorgan ETFs (Ireland) ICAV - Global Research Enhanced Index Equity UCITS ETF - USD (acc) | IE00BF4G6Y4 | LSE | 0.25% | 5 | +1.78 | -- |
| JREU.L | JPMorgan ETFs (Ireland) ICAV - US Research Enhanced Index Equity (ESG) UCITS ETF | IE00BF4G707 | LSE | 0.20% | 5 | -0.32 | -- |
| JRUD.L | JPMorgan ETFs (Ireland) ICAV - US Research Enhanced Index Equity (ESG) UCITS ETF | IE00BF4G707 | LSE | 0.20% | 5 | -- | -- |
| JURE.L | JPMorgan ETFs (Ireland) ICAV - US Research Enhanced Index Equity (ESG) UCITS ETF | IE00BF4G707 | LSE | 0.20% | 5 | -- | -- |
| RECS | Columbia Research Enhanced Core ETF | PCX | 0.15% | 5 | +1.11 | -- | |
| SSUS | Day Hagan/Ned Davis Research Smart Sector ETF | PCX | 0.80% | 5 | -2.32 | -- |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.