Summary
AGZ
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 3.92% Volatility 2.89% Sharpe -0.03
Official loaded data — not a live quote.

ISHARES AGENCY BOND ETF

Symbol: AGZ

Exchange: NYSE

Sector: N/A

Category: Short Government

Inception date: 05/11/2008

Latest date: 02/06/2026

Current price: $108.92

Expense ratio: 0.20%

Assets under management
$552.4M
0.05% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

-0.21%

Ann. -8.13% (Sharpe / Sortino numerator)

Volatility

3.97%

Sharpe ratio

-2.963

VaR 95%

-0.40%

CVaR 95%: -0.48%
Max drawdown: -0.91%
Sortino ratio: -4.714
Calmar ratio: -8.97

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

-0.67%

Ann. -1.76% (Sharpe / Sortino numerator)

Volatility

3.20%

Sharpe ratio

-1.682

VaR 95%

-0.37%

CVaR 95%: -0.43%
Max drawdown: -1.61%
Sortino ratio: -2.310
Calmar ratio: -1.09

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

0.23%

Ann. 1.30% (Sharpe / Sortino numerator)

Volatility

2.79%

Sharpe ratio

-0.837

VaR 95%

-0.33%

CVaR 95%: -0.39%
Max drawdown: -1.61%
Sortino ratio: -1.193
Calmar ratio: 0.81

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

3.92%

Ann. 3.53% (Sharpe / Sortino numerator)

Volatility

2.89%

Sharpe ratio

-0.033

VaR 95%

-0.30%

CVaR 95%: -0.41%
Max drawdown: -1.61%
Sortino ratio: -0.045
Calmar ratio: 2.20

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

7.97%

Ann. 4.46% (Sharpe / Sortino numerator)

Volatility

2.94%

Sharpe ratio

0.283

VaR 95%

-0.28%

CVaR 95%: -0.39%
Max drawdown: -1.85%
Sortino ratio: 0.435
Calmar ratio: 2.41

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

11.63%

Ann. 3.89% (Sharpe / Sortino numerator)

Volatility

3.13%

Sharpe ratio

0.082

VaR 95%

-0.30%

CVaR 95%: -0.40%
Max drawdown: -2.43%
Sortino ratio: 0.133
Calmar ratio: 1.60

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.015%

Best day

0.639%

01/08/2025
Worst day

-0.546%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $108.87 $108.94 $108.78 $108.92 11,600
01/06/2026 $108.67 $108.81 $108.65 $108.81 8,700
29/05/2026 $109.42 $109.51 $109.33 $109.33 13,200
28/05/2026 $109.21 $109.36 $109.21 $109.34 11,200
27/05/2026 $109.16 $109.27 $109.08 $109.08 12,600
26/05/2026 $109.15 $109.15 $109.05 $109.11 9,400
22/05/2026 $109.06 $109.06 $108.73 $108.98 8,100
21/05/2026 $108.59 $108.87 $108.57 $108.84 12,000
20/05/2026 $108.52 $108.87 $108.52 $108.84 7,600
19/05/2026 $108.40 $108.53 $108.29 $108.49 10,600