Summary
NYF
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 6.82% Volatility 4.01% Sharpe 0.04
Official loaded data — not a live quote.

ISHARES NEW YORK MUNI BOND ETF

Symbol: NYF

Exchange: NYSE

Sector: N/A

Category: Muni New York Long

Inception date: 04/10/2007

Latest date: 17/07/2026

Current price: $53.45

Expense ratio: 0.09%

Assets under management
$1.4B
-0.09% 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

-0.09%

Ann. -18.11% (Sharpe / Sortino numerator)

Volatility

5.07%

Sharpe ratio

-4.286

VaR 95%

-0.62%

CVaR 95%: -0.77%
Max drawdown: -2.24%
Sortino ratio: -5.160
Calmar ratio: -8.08

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

0.28%

Ann. -1.70% (Sharpe / Sortino numerator)

Volatility

3.50%

Sharpe ratio

-1.526

VaR 95%

-0.37%

CVaR 95%: -0.63%
Max drawdown: -3.01%
Sortino ratio: -1.523
Calmar ratio: -0.57

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

1.18%

Ann. 2.10% (Sharpe / Sortino numerator)

Volatility

2.72%

Sharpe ratio

-0.563

VaR 95%

-0.22%

CVaR 95%: -0.47%
Max drawdown: -3.01%
Sortino ratio: -0.558
Calmar ratio: 0.70

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

6.82%

Ann. 3.80% (Sharpe / Sortino numerator)

Volatility

4.01%

Sharpe ratio

0.043

VaR 95%

-0.30%

CVaR 95%: -0.68%
Max drawdown: -3.34%
Sortino ratio: 0.040
Calmar ratio: 1.14

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

5.65%

Ann. 2.65% (Sharpe / Sortino numerator)

Volatility

3.87%

Sharpe ratio

-0.254

VaR 95%

-0.36%

CVaR 95%: -0.62%
Max drawdown: -4.62%
Sortino ratio: -0.279
Calmar ratio: 0.57

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

9.23%

Ann. 2.58% (Sharpe / Sortino numerator)

Volatility

4.02%

Sharpe ratio

-0.262

VaR 95%

-0.38%

CVaR 95%: -0.62%
Max drawdown: -6.09%
Sortino ratio: -0.320
Calmar ratio: 0.42

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

0.026%

Best day

0.666%

08/09/2025
Worst day

-0.915%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $53.50 $53.50 $53.38 $53.45 94,500
16/07/2026 $53.53 $53.58 $53.42 $53.45 144,000
15/07/2026 $53.61 $53.63 $53.54 $53.55 137,900
14/07/2026 $53.63 $53.67 $53.60 $53.60 110,300
13/07/2026 $53.63 $53.66 $53.59 $53.61 89,400
10/07/2026 $53.60 $53.66 $53.59 $53.64 145,100
09/07/2026 $53.66 $53.69 $53.60 $53.60 114,500
08/07/2026 $53.60 $53.65 $53.57 $53.60 154,200
07/07/2026 $53.81 $53.84 $53.73 $53.73 89,800
06/07/2026 $53.85 $53.88 $53.79 $53.86 141,800