Summary
AIA
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 104.35% Volatility 26.53% Sharpe 1.73
Official loaded data — not a live quote.

iShares Asia 50 ETF

Symbol: AIA

Exchange: NASDAQ

Sector: Technology

Category: Pacific/Asia ex-Japan Stk

Inception date: 13/11/2007

Latest date: 02/06/2026

Current price: $150.67

Expense ratio: 0.50%

Assets under management
$4.1B
1.05% 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

19.47%

Ann. -65.00% (Sharpe / Sortino numerator)

Volatility

41.97%

Sharpe ratio

-1.635

VaR 95%

-4.42%

CVaR 95%: -5.19%
Max drawdown: -9.17%
Sortino ratio: -2.437
Calmar ratio: -7.09

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

29.62%

Ann. 16.71% (Sharpe / Sortino numerator)

Volatility

31.28%

Sharpe ratio

0.418

VaR 95%

-4.01%

CVaR 95%: -4.65%
Max drawdown: -14.15%
Sortino ratio: 0.559
Calmar ratio: 1.18

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

59.65%

Ann. 22.58% (Sharpe / Sortino numerator)

Volatility

27.68%

Sharpe ratio

0.685

VaR 95%

-2.50%

CVaR 95%: -4.21%
Max drawdown: -14.15%
Sortino ratio: 0.923
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.

Period total return

104.35%

Ann. 49.64% (Sharpe / Sortino numerator)

Volatility

26.53%

Sharpe ratio

1.734

VaR 95%

-2.29%

CVaR 95%: -4.02%
Max drawdown: -14.15%
Sortino ratio: 2.228
Calmar ratio: 3.51

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

145.00%

Ann. 34.58% (Sharpe / Sortino numerator)

Volatility

25.19%

Sharpe ratio

1.229

VaR 95%

-2.57%

CVaR 95%: -3.64%
Max drawdown: -21.64%
Sortino ratio: 1.682
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.

Period total return

170.77%

Ann. 22.88% (Sharpe / Sortino numerator)

Volatility

23.48%

Sharpe ratio

0.820

VaR 95%

-2.33%

CVaR 95%: -3.31%
Max drawdown: -21.64%
Sortino ratio: 1.176
Calmar ratio: 1.06

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

0.298%

Best day

6.142%

08/04/2026
Worst day

-5.755%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $149.10 $150.83 $148.49 $150.67 758,600
01/06/2026 $145.88 $148.92 $145.34 $147.84 440,600
29/05/2026 $143.09 $143.80 $141.83 $142.33 968,200
28/05/2026 $139.69 $142.84 $138.90 $142.55 1,064,000
27/05/2026 $142.69 $143.10 $140.50 $141.90 987,000
26/05/2026 $138.61 $141.28 $138.61 $140.82 630,100
22/05/2026 $134.91 $135.52 $134.11 $134.21 182,900
21/05/2026 $133.46 $136.09 $133.10 $135.42 488,600
20/05/2026 $131.26 $133.98 $131.11 $133.98 334,400
19/05/2026 $129.09 $132.45 $128.53 $131.01 839,800