See what your fund actually adds
iShares Core 30/70 Conservative Allocation ETF AOK
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | AOK | Replication |
|---|---|---|
| Annualized growth | 3.3% | 3.8% |
| Annualized volatility | 6.9% | 5.8% |
| Sharpe ratio | 0.51 | 0.67 |
| Maximum drawdown | 18.8% | 14.2% |
| Replication fit (R²) | 0.69 · Tracking error 3.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model AOK’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 100.0% |