Summary
FALN
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 7.39% Volatility 7.01% Sharpe 0.28
Official loaded data — not a live quote.

ISHARES FALLEN ANGELS USD BOND ETF

Symbol: FALN

Exchange: NASDAQ

Sector: Realestate

Category: High Yield Bond

Inception date: 14/06/2016

Latest date: 16/07/2026

Current price: $27.12

Expense ratio: 0.25%

Assets under management
$1.6B
0.07% 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

0.34%

Ann. -21.14% (Sharpe / Sortino numerator)

Volatility

9.92%

Sharpe ratio

-2.497

VaR 95%

-1.02%

CVaR 95%: -1.12%
Max drawdown: -3.37%
Sortino ratio: -4.992
Calmar ratio: -6.28

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

1.46%

Ann. -5.87% (Sharpe / Sortino numerator)

Volatility

6.40%

Sharpe ratio

-1.484

VaR 95%

-0.77%

CVaR 95%: -0.95%
Max drawdown: -4.99%
Sortino ratio: -1.800
Calmar ratio: -1.17

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

1.76%

Ann. -2.35% (Sharpe / Sortino numerator)

Volatility

5.30%

Sharpe ratio

-1.129

VaR 95%

-0.65%

CVaR 95%: -0.84%
Max drawdown: -4.99%
Sortino ratio: -1.413
Calmar ratio: -0.47

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

7.39%

Ann. 5.59% (Sharpe / Sortino numerator)

Volatility

7.01%

Sharpe ratio

0.280

VaR 95%

-0.66%

CVaR 95%: -1.15%
Max drawdown: -4.99%
Sortino ratio: 0.310
Calmar ratio: 1.12

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

15.34%

Ann. 6.37% (Sharpe / Sortino numerator)

Volatility

5.92%

Sharpe ratio

0.462

VaR 95%

-0.52%

CVaR 95%: -0.90%
Max drawdown: -5.92%
Sortino ratio: 0.559
Calmar ratio: 1.08

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

28.60%

Ann. 8.25% (Sharpe / Sortino numerator)

Volatility

5.87%

Sharpe ratio

0.786

VaR 95%

-0.53%

CVaR 95%: -0.84%
Max drawdown: -5.92%
Sortino ratio: 1.037
Calmar ratio: 1.39

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.029%

Best day

1.04%

31/03/2026
Worst day

-1.195%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $27.10 $27.13 $27.09 $27.12 560,600
15/07/2026 $27.09 $27.14 $27.09 $27.14 405,600
14/07/2026 $27.08 $27.09 $27.04 $27.07 407,700
13/07/2026 $27.08 $27.08 $27.00 $27.00 404,200
10/07/2026 $27.13 $27.13 $27.07 $27.09 251,900
09/07/2026 $27.13 $27.17 $27.11 $27.12 298,900
08/07/2026 $27.10 $27.11 $27.05 $27.10 405,600
07/07/2026 $27.20 $27.20 $27.13 $27.15 563,800
06/07/2026 $27.20 $27.22 $27.18 $27.21 623,300
02/07/2026 $27.18 $27.21 $27.15 $27.17 1,130,300