Summary
HIMU
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return -1.10% Volatility 8.14% Sharpe -0.17
Official loaded data — not a live quote.

iShares High Yield Muni Active ETF

Symbol: HIMU

Exchange: BATS

Sector: N/A

Category: High Yield Muni

Inception date: 01/08/2006

Latest date: 15/10/2026

Current price: $46.17

Expense ratio: 0.39%

Assets under management
$2.4B
-0.13% 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

-0.70%

Ann. -16.85% (Sharpe / Sortino numerator)

Volatility

8.09%

Sharpe ratio

-2.531

VaR 95%

-0.92%

CVaR 95%: -1.05%
Max drawdown: -2.97%
Sortino ratio: -3.651
Calmar ratio: -5.67

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

-5.19%

Ann. -1.97% (Sharpe / Sortino numerator)

Volatility

5.52%

Sharpe ratio

-1.015

VaR 95%

-0.65%

CVaR 95%: -0.89%
Max drawdown: -3.88%
Sortino ratio: -1.112
Calmar ratio: -0.51

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

-2.56%

Ann. 1.34% (Sharpe / Sortino numerator)

Volatility

4.30%

Sharpe ratio

-0.531

VaR 95%

-0.43%

CVaR 95%: -0.71%
Max drawdown: -3.88%
Sortino ratio: -0.587
Calmar ratio: 0.35

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

-1.10%

Ann. 2.23% (Sharpe / Sortino numerator)

Volatility

8.14%

Sharpe ratio

-0.173

VaR 95%

-0.68%

CVaR 95%: -1.31%
Max drawdown: -6.93%
Sortino ratio: -0.184
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

-0.75%

Ann. -0.17% (Sharpe / Sortino numerator)

Volatility

7.03%

Sharpe ratio

-0.568

VaR 95%

-0.64%

CVaR 95%: -1.09%
Max drawdown: -8.01%
Sortino ratio: -0.642
Calmar ratio: -0.02

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.004%

Best day

1.228%

15/10/2026
Worst day

-1.199%

28/09/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $46.23 $46.25 $46.02 $46.17 1,072,000
14/10/2026 $45.66 $45.66 $45.41 $45.61 782,400
13/10/2026 $45.59 $45.85 $45.55 $45.74 1,529,100
12/10/2026 $45.38 $45.55 $45.31 $45.50 1,034,200
09/10/2026 $45.38 $45.53 $45.30 $45.44 2,391,000
08/10/2026 $44.93 $45.22 $44.88 $45.19 2,648,800
07/10/2026 $45.04 $45.15 $44.85 $44.95 2,019,800
06/10/2026 $45.38 $45.48 $45.28 $45.42 1,663,400
05/10/2026 $45.60 $45.60 $45.13 $45.39 1,466,700
02/10/2026 $46.02 $46.02 $45.38 $45.41 1,514,600