Summary
GMMF
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 3.83% Volatility 0.47% Sharpe -0.52
Official loaded data — not a live quote.

iShares Government Money Market ETF

Symbol: GMMF

Exchange: NYSE

Sector: N/A

Category: Money Market-Taxable

Inception date: 04/02/2025

Latest date: 02/06/2026

Current price: $100.31

Expense ratio: 0.20%

Assets under management
$110.3M
-0.00% 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

0.26%

Ann. -0.16% (Sharpe / Sortino numerator)

Volatility

1.07%

Sharpe ratio

-3.535

VaR 95%

-0.00%

CVaR 95%: -0.16%
Max drawdown: -0.01%
Sortino ratio: -1.120
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

0.85%

Ann. 1.19% (Sharpe / Sortino numerator)

Volatility

0.83%

Sharpe ratio

-2.920

VaR 95%

-0.00%

CVaR 95%: -0.14%
Max drawdown: -0.48%
Sortino ratio: -1.000
Calmar ratio: 2.51

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

1.75%

Ann. 2.58% (Sharpe / Sortino numerator)

Volatility

0.61%

Sharpe ratio

-1.721

VaR 95%

-0.01%

CVaR 95%: -0.08%
Max drawdown: -0.48%
Sortino ratio: -0.612
Calmar ratio: 5.43

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

3.83%

Ann. 3.39% (Sharpe / Sortino numerator)

Volatility

0.47%

Sharpe ratio

-0.518

VaR 95%

-0.01%

CVaR 95%: -0.05%
Max drawdown: -0.48%
Sortino ratio: -0.227
Calmar ratio: 7.13

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.

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

0.015%

Best day

0.075%

11/07/2025
Worst day

-0.03%

14/07/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $100.31 $100.31 $100.30 $100.31 13,800
01/06/2026 $100.29 $100.31 $100.29 $100.31 18,600
29/05/2026 $100.29 $100.29 $100.28 $100.28 18,200
28/05/2026 $100.27 $100.27 $100.26 $100.27 52,500
27/05/2026 $100.26 $100.26 $100.25 $100.26 13,700
26/05/2026 $100.30 $100.31 $100.30 $100.31 30,900
22/05/2026 $100.29 $100.33 $100.27 $100.31 161,400
21/05/2026 $100.26 $100.27 $100.25 $100.26 134,900
20/05/2026 $100.25 $100.25 $100.24 $100.25 48,600
19/05/2026 $100.31 $100.31 $100.29 $100.30 22,800