Summary
EIDO
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return -28.39% Volatility 24.08% Sharpe -0.21
Official loaded data — not a live quote.

ISHARES MSCI INDONESIA ETF

Symbol: EIDO

Exchange: NYSE

Sector: Financial_Services

Category: Focused Region

Inception date: 05/05/2010

Latest date: 02/06/2026

Current price: $12.82

Expense ratio: 0.59%

Assets under management
$282.4M
0.39% 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

-12.91%

Ann. -73.12% (Sharpe / Sortino numerator)

Volatility

27.75%

Sharpe ratio

-2.766

VaR 95%

-2.38%

CVaR 95%: -2.57%
Max drawdown: -11.84%
Sortino ratio: -6.509
Calmar ratio: -6.18

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

-26.83%

Ann. -53.99% (Sharpe / Sortino numerator)

Volatility

29.55%

Sharpe ratio

-1.949

VaR 95%

-2.17%

CVaR 95%: -4.46%
Max drawdown: -21.33%
Sortino ratio: -2.053
Calmar ratio: -2.53

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

-31.58%

Ann. -19.19% (Sharpe / Sortino numerator)

Volatility

23.56%

Sharpe ratio

-0.969

VaR 95%

-1.94%

CVaR 95%: -3.42%
Max drawdown: -21.33%
Sortino ratio: -1.028
Calmar ratio: -0.90

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

-28.39%

Ann. -1.35% (Sharpe / Sortino numerator)

Volatility

24.08%

Sharpe ratio

-0.207

VaR 95%

-1.98%

CVaR 95%: -3.62%
Max drawdown: -21.33%
Sortino ratio: -0.247
Calmar ratio: -0.06

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.

Period total return

-30.36%

Ann. -12.37% (Sharpe / Sortino numerator)

Volatility

22.79%

Sharpe ratio

-0.702

VaR 95%

-2.20%

CVaR 95%: -3.40%
Max drawdown: -38.13%
Sortino ratio: -0.913
Calmar ratio: -0.32

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

-39.59%

Ann. -9.58% (Sharpe / Sortino numerator)

Volatility

20.40%

Sharpe ratio

-0.648

VaR 95%

-2.01%

CVaR 95%: -3.02%
Max drawdown: -38.13%
Sortino ratio: -0.859
Calmar ratio: -0.25

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

-0.123%

Best day

4.715%

25/03/2026
Worst day

-10.01%

28/01/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $12.77 $12.84 $12.74 $12.82 634,400
01/06/2026 $12.78 $12.87 $12.71 $12.85 870,000
29/05/2026 $12.82 $12.84 $12.72 $12.72 1,909,500
28/05/2026 $12.88 $12.97 $12.82 $12.92 698,300
27/05/2026 $12.95 $12.98 $12.84 $12.93 1,820,900
26/05/2026 $12.99 $12.99 $12.85 $12.90 2,526,800
22/05/2026 $13.09 $13.16 $13.08 $13.09 1,118,500
21/05/2026 $13.05 $13.14 $12.95 $13.08 2,025,000
20/05/2026 $13.35 $13.55 $13.31 $13.49 993,800
19/05/2026 $13.43 $13.48 $13.38 $13.45 2,009,000