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Evidence from multiple sources suggests converts to Islam are significantly overrepresented in the ranks of Salafi-jihadist terrorists. Researchers have been speculating for some time why this might be the case. This paper identifies, and critically examines, four hypothetical explanations commonly found in the literature: (1) some explanations focus on the significance of prior personal characteristics of the converts; (2) some explanations emphasize the rapidity of the movement from conversion to radicalization; (3) some explanations highlight the lack of religious knowledge on the part of radicalized converts; and (4) some explanations point to the role of the zealotry of converts. Examining each explanation, we find the causal mechanisms hypothesized are inadequate and the hypotheses are incongruent with the data we have collected on radicalized Canadian converts. In the end, we offer an alternative hypothesis, based on the analysis of the response of radicalized converts to an experience of disappointment that is common in the post conversion period.