Summary
IHAK
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 18.55% Volatility 23.78% Sharpe -0.42
Official loaded data — not a live quote.

ISHARES CYBERSECURITY AND TECH ETF

Symbol: IHAK

Exchange: NYSE

Sector: Technology

Category: Technology

Inception date: 11/06/2019

Latest date: 02/06/2026

Current price: $60.73

Expense ratio: 0.47%

Assets under management
$744.3M
1.71% 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

24.09%

Ann. 34.03% (Sharpe / Sortino numerator)

Volatility

24.53%

Sharpe ratio

1.239

VaR 95%

-3.34%

CVaR 95%: -3.66%
Max drawdown: -6.33%
Sortino ratio: 1.310
Calmar ratio: 5.37

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

39.45%

Ann. -20.65% (Sharpe / Sortino numerator)

Volatility

27.81%

Sharpe ratio

-0.873

VaR 95%

-3.48%

CVaR 95%: -3.96%
Max drawdown: -16.71%
Sortino ratio: -1.108
Calmar ratio: -1.24

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

23.58%

Ann. -28.23% (Sharpe / Sortino numerator)

Volatility

24.34%

Sharpe ratio

-1.309

VaR 95%

-3.18%

CVaR 95%: -3.86%
Max drawdown: -22.60%
Sortino ratio: -1.700
Calmar ratio: -1.25

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

18.55%

Ann. -6.31% (Sharpe / Sortino numerator)

Volatility

23.78%

Sharpe ratio

-0.418

VaR 95%

-2.65%

CVaR 95%: -3.63%
Max drawdown: -23.48%
Sortino ratio: -0.575
Calmar ratio: -0.27

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

39.92%

Ann. -1.43% (Sharpe / Sortino numerator)

Volatility

21.29%

Sharpe ratio

-0.238

VaR 95%

-2.27%

CVaR 95%: -3.20%
Max drawdown: -23.48%
Sortino ratio: -0.328
Calmar ratio: -0.06

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.

Period total return

66.34%

Ann. 7.34% (Sharpe / Sortino numerator)

Volatility

20.62%

Sharpe ratio

0.180

VaR 95%

-2.16%

CVaR 95%: -3.08%
Max drawdown: -23.48%
Sortino ratio: 0.246
Calmar ratio: 0.31

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

0.079%

Best day

5.607%

01/06/2026
Worst day

-4.645%

23/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $59.71 $60.81 $59.24 $60.73 222,800
01/06/2026 $59.18 $61.26 $59.18 $61.02 176,700
29/05/2026 $55.85 $57.91 $55.83 $57.78 96,100
28/05/2026 $54.88 $56.07 $54.76 $55.70 135,500
27/05/2026 $55.49 $55.76 $54.78 $55.12 223,600
26/05/2026 $56.54 $57.18 $55.69 $57.03 180,300
22/05/2026 $54.86 $56.10 $54.83 $56.03 123,500
21/05/2026 $54.01 $54.66 $53.69 $54.55 127,000
20/05/2026 $53.11 $54.21 $52.67 $54.20 124,700
19/05/2026 $53.46 $53.98 $53.13 $53.48 98,800