iShares Core Conservative Allocation ETF

10-Year Study

AOK.US · · US · ETF

Executive Summary: iShares Core Conservative Allocation ETF has compounded at 5.0% annually over the last 10 years, with a maximum drawdown of 17.5% and an annualized volatility of 6.5%.

1Y CAGR
+10.7%
3Y CAGR
+9.0%
5Y CAGR
+3.4%
10Y CAGR
+5.0%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
17.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.11
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.16
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
6.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +13.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -14.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.51.3-3.42.7————————2.0%
20251.31.2-1.10.51.52.50.21.61.81.10.7-0.411.3%
20240.10.51.6-2.62.41.22.21.71.6-2.11.9-1.86.6%
20234.3-2.62.70.9-1.01.51.4-1.3-2.9-1.75.54.110.9%
2022-2.7-1.8-1.2-4.90.7-3.73.8-3.4-5.41.25.1-2.2-14.2%
2021-0.4-0.10.51.80.60.81.00.6-1.91.5-0.61.14.9%
20200.7-1.5-5.84.62.11.52.51.4-1.2-0.84.31.69.3%
20193.11.01.71.1-0.82.90.31.00.30.90.61.113.9%
20181.0-1.90.1-0.60.4-0.10.90.7-0.3-2.90.9-1.3-3.1%
20170.61.50.61.11.10.20.90.90.30.70.70.79.7%
2016———0.80.21.02.1-0.00.3-1.3-1.20.82.7%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 6.5%. The dominant macroeconomic risk driver is LQD.US, accounting for 28.0% of variance. Idiosyncratic stock-specific factors contribute 0.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110079.402730649856
2016-05-0110103.64569094447
2016-06-0110207.894440602737
2016-07-0110422.985381856777
2016-08-0110419.24641783124
2016-09-0110453.057909718089
2016-10-0110319.098467426787
2016-11-0110191.93348664426
2016-12-0110272.703150378722
2017-01-0110335.863499670328
2017-02-0110493.623659199458
2017-03-0110552.80382098001
2017-04-0110668.912725342938
2017-05-0110788.680185902898
2017-06-0110808.98316260071
2017-07-0110911.543347860346
2017-08-0111006.143158097871
2017-09-0111043.97504141003
2017-10-0111121.005741118954
2017-11-0111195.18196291591
2017-12-0111269.398388627116
2018-01-0111383.255873791873
2018-02-0111165.712493768393
2018-03-0111173.592460961998
2018-04-0111111.31659778396
2018-05-0111150.274190695207
2018-06-0111143.359117443673
2018-07-0111247.487255359181
2018-08-0111328.980589550198
2018-09-0111296.013379862663
2018-10-0110967.86903172893
2018-11-0111063.634755479792
2018-12-0110922.157181223161
2019-01-0111262.644131032597
2019-02-0111371.717350401233
2019-03-0111566.424907128958
2019-04-0111688.282971230079
2019-05-0111595.09029799141
2019-06-0111930.149719376677
2019-07-0111961.91081163662
2019-08-0112083.36683659521
2019-09-0112121.439943392888
2019-10-0112227.81950050657
2019-11-0112304.488364987214
2019-12-0112440.015759934386
2020-01-0112529.26844957625
2020-02-0112346.421047553189
2020-03-0111628.499750735733
2020-04-0112160.879983275172
2020-05-0112413.320360870335
2020-06-0112599.142852548124
2020-07-0112908.511972725662
2020-08-0113093.811813518163
2020-09-0112939.549394529053
2020-10-0112839.682871524372
2020-11-0113387.300387565732
2020-12-0113600.903783992408
2021-01-0113541.241175240819
2021-02-0113524.677162568549
2021-03-0113587.917919688662
2021-04-0113830.669153948827
2021-05-0113916.946753935963
2021-06-0114028.311596417025
2021-07-0114167.49754756123
2021-08-0114252.00617532123
2021-09-0113980.549346284351
2021-10-0114184.986250261327
2021-11-0114104.45781001238
2021-12-0114264.067349597159
2022-01-0113871.9183699725
2022-02-0113621.367576347231
2022-03-0113453.516234340574
2022-04-0112787.819822137883
2022-05-0112873.092324268691
2022-06-0112392.132898058953
2022-07-0112859.865236479422
2022-08-0112428.075197401218
2022-09-0111761.092259942427
2022-10-0111907.112876509658
2022-11-0112519.338082755738
2022-12-0112245.227795378158
2023-01-0112777.165784860814
2023-02-0112441.704324333015
2023-03-0112774.994773491146
2023-04-0112887.605937314054
2023-05-0112757.908109933582
2023-06-0112948.51486740749
2023-07-0113123.361690494186
2023-08-0112953.138317546598
2023-09-0112572.04541434154
2023-10-0112363.266487625235
2023-11-0113044.280591158356
2023-12-0113574.208384928355
2024-01-0113585.465480919223
2024-02-0113656.063554347651
2024-03-0113874.451216570445
2024-04-0113510.123345608929
2024-05-0113838.951160284965
2024-06-0113999.967836868598
2024-07-0114302.783719022884
2024-08-0114548.87187816606
2024-09-0114775.662158467749
2024-10-0114459.578984609941
2024-11-0114734.131515044304
2024-12-0114467.097116575269
2025-01-0114649.381663798786
2025-02-0114823.947059485708
2025-03-0114654.608172651688
2025-04-0114724.361963880803
2025-05-0114950.06673849766
2025-06-0115318.977855684028
2025-07-0115352.507920171109
2025-08-0115605.511152565814
2025-09-0115880.827557370987
2025-10-0116060.297830596786
2025-11-0116168.767991251629
2025-12-0116096.24012993905
2026-01-0116336.900760658058
2026-02-0116556.615152051203
2026-03-0115989.257514111574
2026-04-0116415.258189537333
Annual Return Matrix
YearAnnual Return
20170.0970236581022641
2018-0.03081275463243749
20190.13897058552871333
20200.09331885477162327
20210.04875878663190458
2022-0.14153323205362012
20230.1085304913683851
20240.06577832801198924
20250.11261022168001045
20260.019819414784009615
Total Factor Risk
0.06482472192974444
VTI.US Exposure
0.2004894651540859
VEA.US Exposure
0.16777238340899917
VWO.US Exposure
0.022455139926660827
QQQ.US Exposure
0.022029170127068103
VTV.US Exposure
0.04885674063523284
IJR.US Exposure
-0.004778461950575968
QUAL.US Exposure
-0.023050629475076558
SHV.US Exposure
0.16674279898261388
TLT.US Exposure
0.06635525734615554
LQD.US Exposure
0.2800924005746799
HYG.US Exposure
0.00810814957396981
GLD.US Exposure
0.002798453879627675
USO.US Exposure
0.007773329575687908
VNQ.US Exposure
-0.020701590031090403
BTC-USD.CC Exposure
0.0007214761081901199
CPER.US Exposure
-0.008216424666733146
VIX.INDX Exposure
-0.005928170315850724
UUP.US Exposure
0.013494459990494728
TIP.US Exposure
0.04663344551126205
Idiosyncratic Exposure
0.008352605644598294
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
6.5%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$80
Avg Yield on Cost
0.80%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$79.60.80%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.9%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.8%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.1% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.73
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares Core Conservative Allocation ETF a high-risk investment?

iShares Core Conservative Allocation ETF (AOK.US) has an annualized volatility of 6.5% and experienced a maximum drawdown of 17.5% over the last 10 years. Its primary macro risk driver is LQD.US.

What is the 10-year return of AOK.US?

Over the past 10 years, AOK.US has generated a Compound Annual Growth Rate (CAGR) of 5.0%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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