ISHARES MSCI CHINA A ETF
Symbol: CNYA
Exchange: BATS
Sector: Technology
Category: Greater China Region
Inception date: 13/06/2016
Latest date: 16/07/2026
Current price: $35.61
Expense ratio: 0.60%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-5.39%
Ann. -47.61% (Sharpe / Sortino numerator)
Volatility
19.95%
Sharpe ratio
-2.569
VaR 95%
-2.50%
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
-0.90%
Ann. -9.53% (Sharpe / Sortino numerator)
Volatility
16.30%
Sharpe ratio
-0.808
VaR 95%
-2.16%
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
0.53%
Ann. 0.59% (Sharpe / Sortino numerator)
Volatility
16.51%
Sharpe ratio
-0.184
VaR 95%
-1.70%
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
24.03%
Ann. 24.64% (Sharpe / Sortino numerator)
Volatility
18.96%
Sharpe ratio
1.108
VaR 95%
-1.50%
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
44.76%
Ann. 16.07% (Sharpe / Sortino numerator)
Volatility
26.78%
Sharpe ratio
0.465
VaR 95%
-1.87%
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
30.01%
Ann. 4.40% (Sharpe / Sortino numerator)
Volatility
24.13%
Sharpe ratio
0.032
VaR 95%
-1.84%
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
0.094%
Best day
4.243%
Worst day
-4.413%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $35.78 | $35.78 | $35.56 | $35.61 | 280,500 |
| 15/07/2026 | $36.55 | $36.63 | $36.42 | $36.60 | 41,100 |
| 14/07/2026 | $36.51 | $36.70 | $36.51 | $36.64 | 136,600 |
| 13/07/2026 | $35.74 | $35.82 | $35.61 | $35.66 | 20,000 |
| 10/07/2026 | $36.67 | $36.78 | $36.58 | $36.78 | 10,500 |
| 09/07/2026 | $37.14 | $37.20 | $37.11 | $37.19 | 43,400 |
| 08/07/2026 | $36.03 | $36.17 | $35.93 | $36.17 | 39,400 |
| 07/07/2026 | $36.54 | $36.64 | $36.42 | $36.53 | 17,700 |
| 06/07/2026 | $36.89 | $36.99 | $36.86 | $36.98 | 132,300 |
| 02/07/2026 | $36.91 | $37.04 | $36.57 | $36.63 | 33,400 |