Summary
MAXJ
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 9.63% Volatility 5.66% Sharpe 1.12
Official loaded data — not a live quote.

ISHARES LARGE CAP MAX BUFFER JUN ETF

Symbol: MAXJ

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 28/06/2024

Latest date: 02/06/2026

Current price: $29.00

Expense ratio: 0.50%

Assets under management
$147.4M
-0.19% 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

0.78%

Ann. -5.46% (Sharpe / Sortino numerator)

Volatility

4.36%

Sharpe ratio

-2.087

VaR 95%

-0.41%

CVaR 95%: -0.48%
Max drawdown: -1.52%
Sortino ratio: -3.515
Calmar ratio: -3.58

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

2.20%

Ann. 0.43% (Sharpe / Sortino numerator)

Volatility

3.37%

Sharpe ratio

-0.949

VaR 95%

-0.32%

CVaR 95%: -0.40%
Max drawdown: -1.70%
Sortino ratio: -1.458
Calmar ratio: 0.25

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

3.56%

Ann. 3.26% (Sharpe / Sortino numerator)

Volatility

2.77%

Sharpe ratio

-0.135

VaR 95%

-0.30%

CVaR 95%: -0.36%
Max drawdown: -1.70%
Sortino ratio: -0.208
Calmar ratio: 1.91

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

9.63%

Ann. 9.96% (Sharpe / Sortino numerator)

Volatility

5.66%

Sharpe ratio

1.117

VaR 95%

-0.34%

CVaR 95%: -0.83%
Max drawdown: -2.00%
Sortino ratio: 1.238
Calmar ratio: 4.97

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

17.15%

Ann. 8.67% (Sharpe / Sortino numerator)

Volatility

5.43%

Sharpe ratio

0.936

VaR 95%

-0.49%

CVaR 95%: -0.81%
Max drawdown: -6.35%
Sortino ratio: 1.095
Calmar ratio: 1.37

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.

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

0.037%

Best day

0.789%

16/06/2025
Worst day

-0.664%

17/06/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $29.05 $29.05 $28.97 $29.00 6,800
01/06/2026 $29.21 $29.21 $28.97 $29.00 56,800
29/05/2026 $28.98 $29.01 $28.94 $28.97 19,500
28/05/2026 $28.98 $29.01 $28.94 $28.98 5,900
27/05/2026 $28.96 $28.99 $28.93 $28.96 12,400
26/05/2026 $28.97 $29.00 $28.92 $28.95 18,400
22/05/2026 $28.96 $28.98 $28.93 $28.94 113,300
21/05/2026 $28.93 $28.93 $28.90 $28.93 5,800
20/05/2026 $28.91 $28.94 $28.88 $28.89 113,700
19/05/2026 $28.89 $28.92 $28.89 $28.91 138,300