See what your fund actually adds
iShares California Muni Bond ETF CMF
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | CMF | Replication |
|---|---|---|
| Annualized growth | -0.2% | 0.0% |
| Annualized volatility | 4.9% | 4.8% |
| Sharpe ratio | -0.02 | 0.03 |
| Maximum drawdown | 12.1% | 11.4% |
| Replication fit (R²) | 0.99 · Tracking error 0.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model CMF’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| MUB | FI · Municipal | 100.0% |