Summary
LRGF
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 26.79% 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: 02/06/2026

Current price: $77.07

Expense ratio: 0.08%

Assets under management
$3.3B
0.17% 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

6.97%

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

11.57%

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

11.73%

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

26.79%

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

45.21%

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

86.04%

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.097%

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
02/06/2026 $76.94 $77.15 $76.87 $77.07 120,800
01/06/2026 $76.42 $77.10 $76.42 $76.93 157,000
29/05/2026 $76.30 $76.60 $76.28 $76.47 181,700
28/05/2026 $75.51 $76.06 $75.44 $76.05 128,300
27/05/2026 $75.58 $75.61 $75.34 $75.50 140,900
26/05/2026 $75.42 $75.71 $75.38 $75.55 95,700
22/05/2026 $74.91 $75.26 $74.88 $75.02 225,700
21/05/2026 $73.99 $74.76 $73.91 $74.58 189,900
20/05/2026 $73.60 $74.31 $73.45 $74.29 278,800
19/05/2026 $73.57 $73.77 $73.29 $73.43 143,100