Summary
LRGF
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 17.67% Volatility 18.38% Sharpe 0.60
Official loaded data — not a live quote.

ISHARES U.S. EQUITY FACTOR ETF

Symbol: LRGF

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 28/04/2015

Latest date: 17/07/2026

Current price: $75.61

Expense ratio: 0.08%

Assets under management
$3.5B
0.48% 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

0.87%

Ann. -34.10% (Sharpe / Sortino numerator)

Volatility

17.46%

Sharpe ratio

-2.162

VaR 95%

-1.57%

CVaR 95%: -1.63%
Max drawdown: -7.05%
Sortino ratio: -4.095
Calmar ratio: -4.84

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

5.56%

Ann. -16.56% (Sharpe / Sortino numerator)

Volatility

14.64%

Sharpe ratio

-1.380

VaR 95%

-1.57%

CVaR 95%: -1.75%
Max drawdown: -8.91%
Sortino ratio: -2.187
Calmar ratio: -1.86

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

11.18%

Ann. -7.51% (Sharpe / Sortino numerator)

Volatility

13.70%

Sharpe ratio

-0.813

VaR 95%

-1.57%

CVaR 95%: -1.87%
Max drawdown: -9.15%
Sortino ratio: -1.153
Calmar ratio: -0.82

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

17.67%

Ann. 14.59% (Sharpe / Sortino numerator)

Volatility

18.38%

Sharpe ratio

0.597

VaR 95%

-1.58%

CVaR 95%: -2.64%
Max drawdown: -9.15%
Sortino ratio: 0.744
Calmar ratio: 1.59

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

35.94%

Ann. 12.95% (Sharpe / Sortino numerator)

Volatility

16.52%

Sharpe ratio

0.564

VaR 95%

-1.66%

CVaR 95%: -2.41%
Max drawdown: -19.44%
Sortino ratio: 0.718
Calmar ratio: 0.67

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

72.94%

Ann. 18.62% (Sharpe / Sortino numerator)

Volatility

15.14%

Sharpe ratio

0.990

VaR 95%

-1.46%

CVaR 95%: -2.14%
Max drawdown: -19.44%
Sortino ratio: 1.314
Calmar ratio: 0.96

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: 17/07/2025 - 17/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.068%

Best day

2.916%

31/03/2026
Worst day

-2.646%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $75.25 $75.93 $75.18 $75.61 90,300
16/07/2026 $76.37 $76.59 $75.90 $76.17 115,900
15/07/2026 $76.56 $76.68 $76.13 $76.61 257,200
14/07/2026 $76.02 $76.34 $75.99 $76.29 181,200
13/07/2026 $76.18 $76.35 $75.72 $75.85 112,800
10/07/2026 $76.19 $76.52 $75.92 $76.45 73,100
09/07/2026 $75.72 $76.25 $75.72 $76.17 110,000
08/07/2026 $75.23 $75.55 $74.87 $75.51 101,700
07/07/2026 $75.94 $76.00 $75.40 $75.69 105,600
06/07/2026 $75.68 $76.14 $75.68 $76.02 146,800