Summary
AGZ
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 3.46% 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: 16/07/2026

Current price: $108.66

Expense ratio: 0.20%

Assets under management
$555.9M
-0.02% 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

-0.25%

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

-0.20%

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

0.30%

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

3.46%

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

7.83%

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

12.86%

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.014%

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
16/07/2026 $108.68 $108.70 $108.41 $108.66 19,900
15/07/2026 $108.76 $109.01 $108.76 $108.95 13,300
14/07/2026 $108.70 $108.79 $108.67 $108.75 10,100
13/07/2026 $108.62 $108.62 $108.51 $108.53 5,600
10/07/2026 $108.76 $108.82 $108.62 $108.62 8,700
09/07/2026 $108.69 $108.88 $108.69 $108.82 9,900
08/07/2026 $108.69 $108.72 $108.58 $108.67 10,400
07/07/2026 $108.88 $108.99 $108.40 $108.79 27,200
06/07/2026 $109.03 $109.11 $108.93 $109.06 12,400
02/07/2026 $108.72 $108.99 $108.72 $108.84 11,600