Summary
TEK
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 34.08% Volatility 29.06% Sharpe 0.85
Official loaded data — not a live quote.

iShares Technology Opportunities Active ETF

Symbol: TEK

Exchange: NYSE

Sector: Technology

Category: Technology

Inception date: 21/10/2024

Latest date: 16/07/2026

Current price: $37.48

Expense ratio: 0.75%

Assets under management
$44.4M
-0.13% 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

-9.11%

Ann. -41.79% (Sharpe / Sortino numerator)

Volatility

38.59%

Sharpe ratio

-1.177

VaR 95%

-3.65%

CVaR 95%: -4.12%
Max drawdown: -10.37%
Sortino ratio: -2.103
Calmar ratio: -4.03

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

11.97%

Ann. -17.23% (Sharpe / Sortino numerator)

Volatility

31.37%

Sharpe ratio

-0.665

VaR 95%

-3.38%

CVaR 95%: -3.78%
Max drawdown: -15.27%
Sortino ratio: -1.089
Calmar ratio: -1.13

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

21.69%

Ann. -13.29% (Sharpe / Sortino numerator)

Volatility

28.69%

Sharpe ratio

-0.590

VaR 95%

-3.28%

CVaR 95%: -3.77%
Max drawdown: -19.29%
Sortino ratio: -0.895
Calmar ratio: -0.69

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

34.08%

Ann. 28.41% (Sharpe / Sortino numerator)

Volatility

29.06%

Sharpe ratio

0.853

VaR 95%

-3.03%

CVaR 95%: -4.15%
Max drawdown: -19.29%
Sortino ratio: 1.138
Calmar ratio: 1.47

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

51.68%

Ann. 41.02% (Sharpe / Sortino numerator)

Volatility

29.89%

Sharpe ratio

1.251

VaR 95%

-3.06%

CVaR 95%: -4.16%
Max drawdown: -28.24%
Sortino ratio: 1.736
Calmar ratio: 1.45

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

0.136%

Best day

5.667%

08/04/2026
Worst day

-8.195%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $37.53 $38.01 $37.40 $37.48 3,000
15/07/2026 $39.50 $39.50 $38.02 $38.88 10,900
14/07/2026 $39.10 $39.49 $39.10 $39.38 3,400
13/07/2026 $38.81 $38.81 $38.16 $38.30 6,700
10/07/2026 $39.61 $40.13 $39.61 $40.02 14,800
09/07/2026 $40.04 $40.34 $40.04 $40.24 2,100
08/07/2026 $38.18 $39.19 $38.18 $39.19 1,300
07/07/2026 $38.94 $39.09 $38.38 $38.67 4,200
06/07/2026 $40.48 $40.80 $40.42 $40.42 2,600
02/07/2026 $41.08 $41.08 $39.04 $39.23 5,700