iShares Core Growth Allocation ETF

10-Year Study

AOR.US · · US · ETF

Executive Summary: iShares Core Growth Allocation ETF has compounded at 8.1% annually over the last 10 years, with a maximum drawdown of 20.8% and an annualized volatility of 8.2%.

1Y CAGR
+16.6%
3Y CAGR
+13.6%
5Y CAGR
+6.3%
10Y CAGR
+8.1%

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 →
20.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.42
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.55
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
9.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +18.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -15.6%
% 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.
20262.11.5-4.94.8————————3.2%
20252.10.5-2.10.53.43.40.62.22.51.50.60.316.4%
2024-0.02.22.4-3.03.51.22.12.01.8-2.32.7-2.110.7%
20236.2-2.82.81.1-1.23.32.2-1.9-3.5-2.26.94.515.7%
2022-3.4-2.0-0.2-6.00.5-5.55.1-3.8-7.13.26.9-3.5-15.6%
2021-0.31.21.72.71.30.70.81.6-2.92.8-1.22.211.2%
2020-0.4-4.1-9.56.63.52.23.53.5-1.9-1.67.52.911.4%
20194.91.61.52.2-3.14.3-0.1-0.01.21.51.42.118.9%
20182.9-3.3-0.3-0.10.5-0.52.00.6-0.1-4.91.2-3.7-5.8%
20171.32.20.91.41.50.31.90.51.11.41.21.015.8%
2016———0.80.60.52.90.10.6-1.6-0.31.65.1%

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 8.2%. The dominant macroeconomic risk driver is VTI.US, accounting for 40.0% of variance. Idiosyncratic stock-specific factors contribute 0.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110081.866450448564
2016-05-0110137.839039573142
2016-06-0110186.193863939528
2016-07-0110479.363377187245
2016-08-0110487.079224753485
2016-09-0110553.742839955012
2016-10-0110386.544346506942
2016-11-0110350.515261684932
2016-12-0110513.855831349878
2017-01-0110651.171762613449
2017-02-0110881.764444328197
2017-03-0110982.822430884313
2017-04-0111134.393063583813
2017-05-0111303.422436115396
2017-06-0111339.811157900242
2017-07-0111557.129966259514
2017-08-0111612.154421572986
2017-09-0111743.127664582951
2017-10-0111908.952998718383
2017-11-0112050.911516229435
2017-12-0112175.313211100358
2018-01-0112530.372976224726
2018-02-0112121.106112520596
2018-03-0112080.467135720452
2018-04-0112064.643109355793
2018-05-0112124.47362226349
2018-06-0112067.356733711715
2018-07-0112312.106034054348
2018-08-0112388.937567023253
2018-09-0112380.698611147436
2018-10-0111773.467946538332
2018-11-0111911.208903303428
2018-12-0111465.978343315983
2019-01-0112029.398686998144
2019-02-0112223.70072973609
2019-03-0112406.88672089556
2019-04-0112685.605367091255
2019-05-0112298.047498234508
2019-06-0112830.571757382368
2019-07-0112814.061151361391
2019-08-0112808.437737033453
2019-09-0112960.400700965134
2019-10-0113160.816572071246
2019-11-0113347.33737870426
2019-12-0113633.902649543588
2020-01-0113576.916538069207
2020-02-0113024.023749117252
2020-03-0111792.88834253132
2020-04-0112565.977035545211
2020-05-0113001.170454842675
2020-06-0113281.752674391231
2020-07-0113749.640363037166
2020-08-0114225.145816441294
2020-09-0113960.027986294563
2020-10-0113734.862553291658
2020-11-0114770.028509402873
2020-12-0115191.424947035284
2021-01-0115147.778097455079
2021-02-0115325.307980017262
2021-03-0115587.221771767843
2021-04-0116004.956451233227
2021-05-0116212.009259017079
2021-06-0116331.604896293777
2021-07-0116464.834043888786
2021-08-0116734.463683205606
2021-09-0116256.735019485785
2021-10-0116717.16841472027
2021-11-0116520.348913242487
2021-12-0116890.611513613894
2022-01-0116319.508016634845
2022-02-0115994.00387100149
2022-03-0115967.390735751838
2022-04-0115002.811707163968
2022-05-0115076.995004315642
2022-06-0114243.160358852301
2022-07-0114975.937017759526
2022-08-0114407.97217063793
2022-09-0113385.655062380663
2022-10-0113813.949990845604
2022-11-0114765.320534616692
2022-12-0114247.933722177177
2023-01-0115127.115319226845
2023-02-0114701.108989616301
2023-03-0115115.018439567913
2023-04-0115284.407449062328
2023-05-0115108.479585698218
2023-06-0115605.955588104516
2023-07-0115952.939868699814
2023-08-0115644.273271780921
2023-09-0115100.3060183611
2023-10-0114766.726388198676
2023-11-0115779.856406769019
2023-12-0116491.185624983653
2024-01-0116488.07966939555
2024-02-0116857.034498993016
2024-03-0117260.089451520937
2024-04-0116740.83906572856
2024-05-0117319.821881620588
2024-06-0117531.484581382574
2024-07-0117899.88360840112
2024-08-0118254.28948813852
2024-09-0118580.48021342819
2024-10-0118161.60123453561
2024-11-0118649.988230063034
2024-12-0118252.818246017836
2025-01-0118628.573483639786
2025-02-0118727.277482802812
2025-03-0118332.42879188136
2025-04-0118427.503727146704
2025-05-0119051.114220699394
2025-06-0119690.744906232834
2025-07-0119806.842256689248
2025-08-0120245.108937305467
2025-09-0120747.881411346218
2025-10-0121064.034995945913
2025-11-0121180.52467763451
2025-12-0121254.54450343944
2026-01-0121695.91713964376
2026-02-0122022.85983312845
2026-03-0120938.3582245704
2026-04-0121941.124159757277
Annual Return Matrix
YearAnnual Return
20170.1580255052381827
2018-0.05826009199809867
20190.18907451604348968
20200.11423891878411174
20210.11185169083893087
2022-0.15645838454733918
20230.15744401585156265
20240.10682267855655958
20250.16445275556701922
20260.03230272265805256
Total Factor Risk
0.08218606195756624
VTI.US Exposure
0.4002491090945645
VEA.US Exposure
0.3260006391461611
VWO.US Exposure
0.06428774777867999
QQQ.US Exposure
0.03798538543929423
VTV.US Exposure
0.03233532432030626
IJR.US Exposure
-0.0011625718070045273
QUAL.US Exposure
-0.021353047141916433
SHV.US Exposure
0.006494621195399947
TLT.US Exposure
0.010764358654352456
LQD.US Exposure
0.15974695656768076
HYG.US Exposure
0.0004798276963068391
GLD.US Exposure
0.0017832069429528517
USO.US Exposure
0.005244283084477165
VNQ.US Exposure
-0.01666936822337049
BTC-USD.CC Exposure
0.0022229469643950998
CPER.US Exposure
-0.004144243461645722
VIX.INDX Exposure
-0.014458278528589566
UUP.US Exposure
-0.00669490943617658
TIP.US Exposure
0.011569897391968832
Idiosyncratic Exposure
0.005318114322163212
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
8.2%

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
$101
Avg Yield on Cost
1.01%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$101.031.01%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 →
+2.0%
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 →
+4.8%
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 →
0.7% 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 →
0.94
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

iShares Core Growth Allocation ETF (AOR.US) has an annualized volatility of 8.2% and experienced a maximum drawdown of 20.8% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, AOR.US has generated a Compound Annual Growth Rate (CAGR) of 8.1%. 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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