Summary
FAAA
Prices · period metrics · 1M
NAV as of 02/06/2026
28/04/2026 → 28/05/2026
Return 0.48% Volatility 0.59% Sharpe 3.86
Official loaded data — not a live quote.

FIDELITY AAA CLO ETF

Symbol: FAAA

Exchange: NASDAQ

Sector: N/A

Category: Securitized Bond - Focused

Inception date: 10/02/2026

Latest date: 02/06/2026

Current price: $50.16

Expense ratio: 0.00%

Assets under management
$28.7M
0.02% 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

0.48%

Ann. 5.92% (Sharpe / Sortino numerator)

Volatility

0.59%

Sharpe ratio

3.861

VaR 95%

-0.02%

CVaR 95%: -0.05%
Max drawdown: -0.08%
Sortino ratio: 4.166
Calmar ratio: N/A

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

1.25%

Ann. 5.02% (Sharpe / Sortino numerator)

Volatility

1.03%

Sharpe ratio

1.352

VaR 95%

-0.08%

CVaR 95%: -0.15%
Max drawdown: -0.50%
Sortino ratio: 1.340
Calmar ratio: 10.06

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.

Daily returns for period 1M

Daily simple returns from the same adjusted closes used by the performance chart: 04/05/2026 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.024%

Best day

0.06%

05/05/2026
Worst day

-0.02%

26/05/2026
Days with data

20

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $50.15 $50.16 $50.15 $50.16 8,600
01/06/2026 $50.15 $50.16 $50.14 $50.16 28,500
29/05/2026 $50.14 $50.21 $50.14 $50.15 21,000
28/05/2026 $50.13 $50.14 $50.12 $50.14 32,600
27/05/2026 $50.28 $50.30 $50.28 $50.30 9,000
26/05/2026 $50.28 $50.28 $50.25 $50.27 19,100
22/05/2026 $50.28 $50.28 $50.27 $50.28 17,000
21/05/2026 $50.26 $50.26 $50.22 $50.25 34,800
20/05/2026 $50.24 $50.25 $50.23 $50.24 22,500
19/05/2026 $50.22 $50.24 $50.21 $50.24 21,000