Summary
IBMQ
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 3.49% Volatility 2.12% Sharpe -0.24
Official loaded data — not a live quote.

ISHARES IBONDS DEC 2028 TERM MUNI BOND ETF

Symbol: IBMQ

Exchange: BATS

Sector: N/A

Category: Muni Target Maturity

Inception date: 16/04/2019

Latest date: 02/06/2026

Current price: $25.51

Expense ratio: 0.18%

Assets under management
$635.5M
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

0.04%

Ann. -7.41% (Sharpe / Sortino numerator)

Volatility

2.00%

Sharpe ratio

-5.532

VaR 95%

-0.32%

CVaR 95%: -0.34%
Max drawdown: -0.88%
Sortino ratio: -6.471
Calmar ratio: -8.46

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

-0.33%

Ann. -0.16% (Sharpe / Sortino numerator)

Volatility

1.63%

Sharpe ratio

-2.332

VaR 95%

-0.15%

CVaR 95%: -0.26%
Max drawdown: -1.44%
Sortino ratio: -2.930
Calmar ratio: -0.11

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

1.12%

Ann. 1.32% (Sharpe / Sortino numerator)

Volatility

1.35%

Sharpe ratio

-1.713

VaR 95%

-0.12%

CVaR 95%: -0.21%
Max drawdown: -1.44%
Sortino ratio: -2.112
Calmar ratio: 0.91

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

3.49%

Ann. 3.11% (Sharpe / Sortino numerator)

Volatility

2.12%

Sharpe ratio

-0.243

VaR 95%

-0.16%

CVaR 95%: -0.33%
Max drawdown: -1.85%
Sortino ratio: -0.240
Calmar ratio: 1.68

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

7.04%

Ann. 2.99% (Sharpe / Sortino numerator)

Volatility

2.32%

Sharpe ratio

-0.275

VaR 95%

-0.24%

CVaR 95%: -0.35%
Max drawdown: -1.85%
Sortino ratio: -0.338
Calmar ratio: 1.61

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

8.35%

Ann. 2.13% (Sharpe / Sortino numerator)

Volatility

2.61%

Sharpe ratio

-0.573

VaR 95%

-0.26%

CVaR 95%: -0.38%
Max drawdown: -4.97%
Sortino ratio: -0.789
Calmar ratio: 0.43

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.

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

0.014%

Best day

0.322%

01/08/2025
Worst day

-0.333%

24/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $25.51 $25.53 $25.50 $25.51 197,000
01/06/2026 $25.49 $25.53 $25.46 $25.50 102,700
29/05/2026 $25.54 $25.55 $25.54 $25.55 116,100
28/05/2026 $25.50 $25.55 $25.50 $25.54 51,400
27/05/2026 $25.51 $25.51 $25.50 $25.51 79,100
26/05/2026 $25.51 $25.51 $25.50 $25.50 38,500
22/05/2026 $25.48 $25.49 $25.46 $25.47 96,200
21/05/2026 $25.45 $25.47 $25.45 $25.47 76,400
20/05/2026 $25.45 $25.47 $25.44 $25.46 127,000
19/05/2026 $25.44 $25.45 $25.43 $25.43 85,600