Summary
AOA
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 19.34% Volatility 13.84% Sharpe 1.02
Official loaded data — not a live quote.

ISHARES CORE 80/20 AGGRESSIVE ALLOCATION ETF

Symbol: AOA

Exchange: NYSE

Sector: Technology

Category: Global Moderately Aggressive Allocation

Inception date: 04/11/2008

Latest date: 16/07/2026

Current price: $96.86

Expense ratio: 0.15%

Assets under management
$3.2B
-0.18% 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

-0.61%

Ann. -39.93% (Sharpe / Sortino numerator)

Volatility

18.02%

Sharpe ratio

-2.417

VaR 95%

-1.67%

CVaR 95%: -1.80%
Max drawdown: -6.32%
Sortino ratio: -4.154
Calmar ratio: -6.32

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

4.31%

Ann. -6.26% (Sharpe / Sortino numerator)

Volatility

13.33%

Sharpe ratio

-0.742

VaR 95%

-1.46%

CVaR 95%: -1.67%
Max drawdown: -8.49%
Sortino ratio: -1.089
Calmar ratio: -0.74

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

6.90%

Ann. 2.47% (Sharpe / Sortino numerator)

Volatility

11.79%

Sharpe ratio

-0.098

VaR 95%

-1.35%

CVaR 95%: -1.67%
Max drawdown: -8.49%
Sortino ratio: -0.137
Calmar ratio: 0.29

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

19.34%

Ann. 17.72% (Sharpe / Sortino numerator)

Volatility

13.84%

Sharpe ratio

1.018

VaR 95%

-1.25%

CVaR 95%: -1.98%
Max drawdown: -8.49%
Sortino ratio: 1.295
Calmar ratio: 2.09

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

31.85%

Ann. 12.90% (Sharpe / Sortino numerator)

Volatility

12.29%

Sharpe ratio

0.755

VaR 95%

-1.25%

CVaR 95%: -1.78%
Max drawdown: -12.94%
Sortino ratio: 0.987
Calmar ratio: 1.00

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

54.94%

Ann. 14.36% (Sharpe / Sortino numerator)

Volatility

11.42%

Sharpe ratio

0.940

VaR 95%

-1.12%

CVaR 95%: -1.61%
Max drawdown: -12.94%
Sortino ratio: 1.292
Calmar ratio: 1.11

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

0.073%

Best day

2.669%

31/03/2026
Worst day

-2.522%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $97.03 $97.16 $96.59 $96.86 95,000
15/07/2026 $97.32 $97.50 $96.87 $97.50 81,200
14/07/2026 $97.13 $97.31 $96.84 $97.10 68,900
13/07/2026 $96.99 $97.02 $96.44 $96.55 76,000
10/07/2026 $97.33 $97.55 $96.83 $97.55 91,100
09/07/2026 $96.83 $97.33 $96.69 $97.23 110,600
08/07/2026 $96.16 $96.54 $95.79 $96.52 134,400
07/07/2026 $97.12 $97.34 $96.64 $96.84 137,200
06/07/2026 $97.20 $97.72 $97.20 $97.65 82,800
02/07/2026 $97.05 $97.50 $96.24 $96.99 84,300