Summary
MAXJ
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 6.91% 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: 17/07/2026

Current price: $29.17

Expense ratio: 0.50%

Assets under management
$136.2M
0.00% 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

0.43%

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

1.62%

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

3.44%

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

6.91%

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

17.28%

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

Methodology: adjusted prices + daily simple return
Average daily return

0.027%

Best day

0.661%

31/03/2026
Worst day

-0.533%

27/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $29.17 $29.20 $29.16 $29.17 59,600
16/07/2026 $29.23 $29.23 $29.18 $29.20 22,600
15/07/2026 $29.21 $29.26 $29.19 $29.24 41,500
14/07/2026 $29.19 $29.22 $29.19 $29.21 44,700
13/07/2026 $29.20 $29.21 $29.17 $29.18 50,900
10/07/2026 $29.21 $29.23 $29.20 $29.22 16,700
09/07/2026 $29.16 $29.19 $29.16 $29.19 38,300
08/07/2026 $29.17 $29.17 $29.08 $29.14 124,700
07/07/2026 $29.16 $29.18 $29.15 $29.16 63,900
06/07/2026 $29.19 $29.20 $29.15 $29.20 96,100