Summary
NEAR
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 3.72% Volatility 1.98% Sharpe 0.17
Official loaded data — not a live quote.

ISHARES SHORT DURATION BOND ACTIVE ETF

Symbol: NEAR

Exchange: BATS

Sector: Healthcare

Category: Short-Term Bond

Inception date: 25/09/2013

Latest date: 16/07/2026

Current price: $50.53

Expense ratio: 0.25%

Assets under management
$4.8B
0.02% 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

0.11%

Ann. -7.46% (Sharpe / Sortino numerator)

Volatility

2.50%

Sharpe ratio

-4.437

VaR 95%

-0.27%

CVaR 95%: -0.34%
Max drawdown: -1.29%
Sortino ratio: -6.319
Calmar ratio: -5.76

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

0.43%

Ann. -1.69% (Sharpe / Sortino numerator)

Volatility

1.94%

Sharpe ratio

-2.746

VaR 95%

-0.22%

CVaR 95%: -0.32%
Max drawdown: -1.74%
Sortino ratio: -3.068
Calmar ratio: -0.97

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

0.96%

Ann. 1.41% (Sharpe / Sortino numerator)

Volatility

1.54%

Sharpe ratio

-1.439

VaR 95%

-0.16%

CVaR 95%: -0.26%
Max drawdown: -1.74%
Sortino ratio: -1.567
Calmar ratio: 0.81

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

3.72%

Ann. 3.96% (Sharpe / Sortino numerator)

Volatility

1.98%

Sharpe ratio

0.167

VaR 95%

-0.16%

CVaR 95%: -0.31%
Max drawdown: -1.74%
Sortino ratio: 0.195
Calmar ratio: 2.28

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

9.59%

Ann. 5.07% (Sharpe / Sortino numerator)

Volatility

1.82%

Sharpe ratio

0.789

VaR 95%

-0.16%

CVaR 95%: -0.27%
Max drawdown: -1.74%
Sortino ratio: 0.974
Calmar ratio: 2.92

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

17.32%

Ann. 5.58% (Sharpe / Sortino numerator)

Volatility

1.65%

Sharpe ratio

1.181

VaR 95%

-0.14%

CVaR 95%: -0.24%
Max drawdown: -1.74%
Sortino ratio: 1.421
Calmar ratio: 3.22

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.015%

Best day

0.275%

04/08/2025
Worst day

-0.276%

26/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $50.52 $50.55 $50.48 $50.53 345,900
15/07/2026 $50.51 $50.55 $50.47 $50.53 975,600
14/07/2026 $50.49 $50.50 $50.44 $50.50 754,300
13/07/2026 $50.51 $50.51 $50.43 $50.45 444,100
10/07/2026 $50.52 $50.52 $50.48 $50.49 246,700
09/07/2026 $50.49 $50.52 $50.49 $50.49 365,700
08/07/2026 $50.49 $50.51 $50.45 $50.48 538,800
07/07/2026 $50.55 $50.55 $50.49 $50.51 772,400
06/07/2026 $50.55 $50.56 $50.53 $50.55 338,200
02/07/2026 $50.47 $50.54 $50.47 $50.53 388,400