evenfolioETF Details
BlackRock·Systematic Trend·ISMF · Cboe BZX
iShares Managed Futures Active ETF (ISMF)
- Price
- $28.29
- —30 Oct 2026
- Assets
- $59.1M
- Total net assets
- Expense ratio
- 0.80%
- Category 1.78%
- Yield
- 2.42%
- Trailing distributions
- 1Y return
- 12.2%-3.9%
- Category 16.1%
- 3Y CAGR
- —
- Category 7.9%
- 5Y CAGR
- —
- Category 6.5%
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iShares Managed Futures Active ETF
Calendar-year returns
Fund only: no comparison series covers this fund's history.
Risk statistics
Five years of daily closes. Risk-free rate 4% a year.
- Standard deviation
- —
- Maximum drawdown
- —
- Sharpe ratio
- —
- Sortino ratio
- —
- Beta
- —
- Alpha
- —
- R²
- —
- Information ratio
- —
- Upside capture
- —
- Downside capture
- —
- Tracking error
- —
| Period | 1M | 3M | 6M | YTD | 1Y | 3YCAGR | 5YCAGR | 10YCAGR | LaunchCAGR |
|---|---|---|---|---|---|---|---|---|---|
| ETF | -2.4% | +0.7% | +1.1% | +7.7% | +12.2% | — | — | — | +11.9% |
| Systematic Trend average | -0.3% | 5.1% | 2.6% | 14.3% | 16.1% | 7.9% | 6.5% | 3.4% | 8.6% |
| Difference | -2.1% | -4.4% | -1.6% | -6.7% | -3.9% | — | — | — | +3.3% |
Holdings
The 3 largest positions make up 0.9% of the fund.
Top holdings
| Ticker | Holding | Weight |
|---|---|---|
| XTSLA | BlackRock Cash Funds Treasury SL Agency | 0.95% |
| BRNZ6 | Brent Crude Futures Oct26 | 0.00% |
| FCEV26 | CAC 40 Index Future Oct 26 | 0.00% |
Sector allocation
Share of the equity the fund holds.
- Financial services26.5%
- Technology14.4%
- Industrials10.2%
- Energy10.2%
- Consumer staples8.4%
- Materials8.4%
- Health care7.1%
- Consumer discretionary6.2%
- Communication services4.8%
- Utilities3.3%
- Real estate0.7%
Asset mix
- Bonds93.0%
- Cash7.0%
Credit quality
Share of the bonds by rating.
- US government93.0%
ETF details
- Issuer
- BlackRock
- Category
- Alternatives · Systematic Trend
- Ticker
- ISMF
- Exchange
- Cboe BZX
- Inception
- 12 Mar 2025 (1.6 years)
- Structure
- Exchange Traded Fund
- Expense ratio
- 0.80% (category 1.78%)
- Holdings turnover
- 0% (category 108%)
- Distribution yield
- 2.42%
- Beta, 3 years
- 0.00
- Total net assets
- $59.1M
- Average maturity
- 9.87 years
Prices and returns as of 30 Oct 2026; total return with distributions reinvested, before brokerage and taxes. Not investment advice.
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