Summary
IQM
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 75.07% Volatility 33.12% Sharpe 1.52
Official loaded data — not a live quote.

FRANKLIN INTELLIGENT MACHINES ETF

Symbol: IQM

Exchange: BATS

Sector: Technology

Category: Technology

Inception date: 25/02/2020

Latest date: 03/06/2026

Current price: $122.54

Expense ratio: 0.50%

Assets under management
$91.7M
-0.38% 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

11.94%

Ann. -35.75% (Sharpe / Sortino numerator)

Volatility

43.27%

Sharpe ratio

-0.910

VaR 95%

-4.19%

CVaR 95%: -4.95%
Max drawdown: -10.79%
Sortino ratio: -1.587
Calmar ratio: -3.31

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.

Period total return

34.65%

Ann. 4.72% (Sharpe / Sortino numerator)

Volatility

35.47%

Sharpe ratio

0.031

VaR 95%

-3.71%

CVaR 95%: -4.69%
Max drawdown: -13.95%
Sortino ratio: 0.046
Calmar ratio: 0.34

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

38.57%

Ann. 2.92% (Sharpe / Sortino numerator)

Volatility

33.35%

Sharpe ratio

-0.021

VaR 95%

-3.92%

CVaR 95%: -4.69%
Max drawdown: -14.71%
Sortino ratio: -0.030
Calmar ratio: 0.20

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

75.07%

Ann. 54.05% (Sharpe / Sortino numerator)

Volatility

33.12%

Sharpe ratio

1.522

VaR 95%

-3.36%

CVaR 95%: -4.91%
Max drawdown: -14.71%
Sortino ratio: 2.004
Calmar ratio: 3.68

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

104.31%

Ann. 25.26% (Sharpe / Sortino numerator)

Volatility

31.11%

Sharpe ratio

0.695

VaR 95%

-3.53%

CVaR 95%: -4.80%
Max drawdown: -30.42%
Sortino ratio: 0.901
Calmar ratio: 0.83

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

160.88%

Ann. 27.09% (Sharpe / Sortino numerator)

Volatility

27.79%

Sharpe ratio

0.844

VaR 95%

-2.81%

CVaR 95%: -4.25%
Max drawdown: -30.42%
Sortino ratio: 1.109
Calmar ratio: 0.89

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.239%

Best day

6.119%

31/03/2026
Worst day

-5.501%

26/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $123.00 $123.33 $121.11 $122.54 3,400
02/06/2026 $120.14 $123.00 $120.14 $123.00 3,100
01/06/2026 $116.41 $119.50 $116.41 $118.85 4,500
29/05/2026 $117.39 $117.39 $115.94 $117.31 3,200
28/05/2026 $115.52 $117.37 $115.52 $116.89 1,800
27/05/2026 $117.91 $117.91 $115.45 $116.10 1,500
26/05/2026 $116.90 $117.31 $116.12 $116.94 2,700
22/05/2026 $114.66 $114.68 $114.04 $114.04 2,400
21/05/2026 $110.96 $113.06 $110.96 $113.06 3,700
20/05/2026 $109.49 $110.98 $109.49 $110.88 1,600