Summary
DYNF
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 30.19% Volatility 18.14% Sharpe 0.94
Official loaded data — not a live quote.

ISHARES U.S. EQUITY FACTOR ROTATION ACTIVE ETF

Symbol: DYNF

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 19/03/2019

Latest date: 03/06/2026

Current price: $67.65

Expense ratio: 0.26%

Assets under management
$34.0B
-0.50% 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

5.74%

Ann. -32.74% (Sharpe / Sortino numerator)

Volatility

18.66%

Sharpe ratio

-1.949

VaR 95%

-1.60%

CVaR 95%: -1.87%
Max drawdown: -7.37%
Sortino ratio: -3.613
Calmar ratio: -4.44

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

12.03%

Ann. -13.29% (Sharpe / Sortino numerator)

Volatility

15.45%

Sharpe ratio

-1.095

VaR 95%

-1.61%

CVaR 95%: -1.96%
Max drawdown: -8.91%
Sortino ratio: -1.721
Calmar ratio: -1.49

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

11.74%

Ann. -1.18% (Sharpe / Sortino numerator)

Volatility

14.20%

Sharpe ratio

-0.339

VaR 95%

-1.56%

CVaR 95%: -1.95%
Max drawdown: -8.91%
Sortino ratio: -0.487
Calmar ratio: -0.13

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

30.19%

Ann. 20.62% (Sharpe / Sortino numerator)

Volatility

18.14%

Sharpe ratio

0.936

VaR 95%

-1.55%

CVaR 95%: -2.62%
Max drawdown: -8.91%
Sortino ratio: 1.159
Calmar ratio: 2.31

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

52.90%

Ann. 16.42% (Sharpe / Sortino numerator)

Volatility

16.65%

Sharpe ratio

0.768

VaR 95%

-1.62%

CVaR 95%: -2.43%
Max drawdown: -18.70%
Sortino ratio: 0.971
Calmar ratio: 0.88

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

101.05%

Ann. 23.11% (Sharpe / Sortino numerator)

Volatility

15.70%

Sharpe ratio

1.241

VaR 95%

-1.57%

CVaR 95%: -2.23%
Max drawdown: -18.70%
Sortino ratio: 1.654
Calmar ratio: 1.24

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.108%

Best day

3.101%

31/03/2026
Worst day

-2.558%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $67.99 $68.09 $67.64 $67.65 2,502,900
02/06/2026 $67.65 $68.12 $67.64 $68.04 3,101,900
01/06/2026 $67.37 $67.83 $67.28 $67.61 2,523,500
29/05/2026 $67.47 $67.62 $67.32 $67.47 2,549,200
28/05/2026 $67.04 $67.42 $66.94 $67.33 4,245,900
27/05/2026 $67.26 $67.26 $66.84 $67.07 1,785,300
26/05/2026 $67.16 $67.38 $67.00 $67.21 1,726,600
22/05/2026 $66.86 $67.00 $66.59 $66.65 1,810,200
21/05/2026 $66.13 $66.67 $66.00 $66.51 2,137,200
20/05/2026 $65.92 $66.45 $65.77 $66.33 3,365,100