ISHARES CALIFORNIA MUNI BOND ETF
Symbol: CMF
Exchange: NYSE
Sector: N/A
Category: Muni California Long
Inception date: 04/10/2007
Latest date: 16/07/2026
Current price: $57.12
Expense ratio: 0.08%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-0.24%
Ann. -19.52% (Sharpe / Sortino numerator)
Volatility
5.32%
Sharpe ratio
-4.349
VaR 95%
-0.75%
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
0.39%
Ann. -2.82% (Sharpe / Sortino numerator)
Volatility
3.68%
Sharpe ratio
-1.756
VaR 95%
-0.44%
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
0.19%
Ann. 1.93% (Sharpe / Sortino numerator)
Volatility
2.88%
Sharpe ratio
-0.590
VaR 95%
-0.22%
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
6.44%
Ann. 3.93% (Sharpe / Sortino numerator)
Volatility
4.51%
Sharpe ratio
0.066
VaR 95%
-0.28%
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
5.63%
Ann. 2.70% (Sharpe / Sortino numerator)
Volatility
4.18%
Sharpe ratio
-0.222
VaR 95%
-0.37%
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
9.15%
Ann. 2.43% (Sharpe / Sortino numerator)
Volatility
4.20%
Sharpe ratio
-0.286
VaR 95%
-0.40%
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.
Average daily return
0.025%
Best day
0.64%
Worst day
-0.855%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $57.18 | $57.20 | $57.06 | $57.12 | 464,400 |
| 15/07/2026 | $57.34 | $57.35 | $57.22 | $57.25 | 411,300 |
| 14/07/2026 | $57.35 | $57.40 | $57.32 | $57.34 | 325,800 |
| 13/07/2026 | $57.35 | $57.38 | $57.31 | $57.33 | 348,500 |
| 10/07/2026 | $57.33 | $57.38 | $57.32 | $57.35 | 450,000 |
| 09/07/2026 | $57.38 | $57.43 | $57.35 | $57.36 | 363,400 |
| 08/07/2026 | $57.35 | $57.39 | $57.32 | $57.33 | 391,800 |
| 07/07/2026 | $57.48 | $57.52 | $57.45 | $57.48 | 480,000 |
| 06/07/2026 | $57.56 | $57.60 | $57.53 | $57.57 | 505,000 |
| 02/07/2026 | $57.54 | $57.60 | $57.49 | $57.58 | 397,000 |