iShares Core Conservative Allocation ETF (AOK)

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35.67 +0.03  +0.08% NYSE Arca Sep 20, 16:59 Delayed 2m USD
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Key Stats

Net Asset Value 35.61
Discount or Premium to NAV 0.08%
Turnover Ratio 41.00%
1 Year Fund Level Flows 64.32M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 0.85% 0.83% 1.51% 88
3M 2.09% 1.95% 2.01% 28
6M 5.38% 5.41% 4.31% 20
YTD 10.92% 10.76% 11.36% 70
1Y 7.46% 7.47% 4.98% 12
3Y 5.48% 5.41% 5.58% 60
5Y 4.24% 4.23% 3.92% 46
10Y 5.06% 5.08% 6.16% 87
15Y -- -- 5.09% --
20Y -- -- 4.96% --
As of Sept. 19, 2019. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 1.40% 4.93% 3.54%
Stock 29.17% 29.17% 0.00%
Bond 69.00% 69.00% 0.00%
Convertible 0.42% 0.42% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.01% 0.01% 0.00%
As of Sept. 17, 2019

Region Exposure

Americas 70.91%
North America 69.18%
Latin America 1.73%
Greater Europe 17.12%
United Kingdom 3.43%
Europe Developed 11.43%
Europe Emerging 0.89%
Africa/Middle East 1.37%
Greater Asia 11.00%
Japan 4.13%
Australasia 1.31%
Asia Developed 1.89%
Asia Emerging 3.67%
Market Classification
% Developed Markets 91.94%
% Emerging Markets 8.06%
As of Sept. 17, 2019. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 5.21%
Communication Services 3.60%
Consumer Cyclical 11.82%
Consumer Defensive 8.60%
Energy 5.35%
Financial Services 17.78%
Healthcare 11.12%
Industrials 11.45%
Real Estate 3.93%
Technology 17.75%
Utilities 3.39%
As of Sept. 17, 2019

Stock Market Capitalization

Giant 46.93%
Large 31.04%
Medium 17.16%
Small 4.60%
Micro 0.27%
As of Sept. 17, 2019

Stock Style Exposure

Large Cap Value 27.76%
Large Cap Blend 25.55%
Large Cap Growth 24.95%
Mid Cap Value 6.19%
Mid Cap Blend 5.95%
Mid Cap Growth 4.83%
Small Cap Value 1.74%
Small Cap Blend 1.59%
Small Cap Growth 1.43%
As of Sept. 17, 2019

AOK Bond Exposure

Government 44.40%
Corporate 28.72%
Securitized 19.85%
Municipal 0.40%
Cash 6.59%
Derivative 0.05%
As of Sept. 17, 2019

AOK Bond Credit Quality Exposure

AAA 56.14%
AA 7.82%
A 13.70%
BBB 15.97%
BB 2.95%
B 2.68%
Below B 0.64%
As of Feb. 28, 2019

AOK Bond Maturity Exposure

1 to 7 Days 0.00%
8 to 30 Days 0.00%
31 to 90 Days 0.00%
91 to 182 Days 0.04%
183 to 364 Days 0.28%
1 to 3 Years 19.95%
3 to 5 Years 17.70%
5 to 7 Years 11.29%
7 to 10 Years 11.78%
10 to 15 Years 5.09%
15 to 20 Years 3.22%
20 to 30 Years 28.98%
Over 30 Years 1.68%
As of Sept. 17, 2019
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- United States Treasury Notes 2.5% 0.75% -- --
-- United States Treasury Notes 2.63% 0.67% -- --
MSFT Microsoft Corp 0.61% 139.10 -1.40%
-- Federal National Mortgage Association 3% 0.59% -- --
AAPL Apple Inc 0.56% 217.91 -1.38%
-- Gnma2 30yr 2017 Production 0.55% -- --
-- United States Treasury Notes 2% 0.54% -- --
AMZN Amazon.com Inc 0.43% 1791.70 -1.64%
-- United States Treasury Notes 2.25% 0.43% -- --
-- Fnma Pass-Thru I 3% 0.43% -- --
As of Sept. 17, 2019
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Basic Info

Investment Strategy
The investment seeks to track the investment results of the S&P Target Risk Conservative Index composed of a portfolio of underlying equity and fixed income funds intended to represent a conservative target risk allocation strategy. The fund is a fund of funds and seeks its investment objective by investing primarily in other iShares Underlying Funds that themselves seek investment results corresponding to their own respective underlying indexes. It generally will invest at least 90% of its assets in the component securities of the underlying index. The index measures the performance of the S&P Dow Jones Indices LLC proprietary allocation model.
General
Security Type Exchange-Traded Fund
Equity Style Large Cap/Blend
Fixed Income Style --
Broad Asset Class Allocation
Broad Category Allocation
Category Name Allocation--30% to 50% Equity
Prospectus Objective Asset Allocation
Fund Owner Firm Name iShares
Benchmark Index
S&P Target Risk Conservative TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Alan Mason 3.04 yrs
Amy Whitelaw 0.42 yrs
Diane Hsiung 10.49 yrs
Greg Savage 10.49 yrs
Jennifer Hsui 6.41 yrs
Rachel Aguirre 0.42 yrs

Net Fund Flows

1M 24.70M
3M 42.35M
6M 52.79M
YTD -49.15M
1Y 64.32M
3Y 219.25M
5Y 338.26M
10Y 493.91M
As of Aug. 31, 2019

Risk Info

Beta (5Y) 0.2867
Max Drawdown (All) 10.84%
Historical Sharpe Ratio (10Y) 1.206
Historical Sortino (All) 1.191
30-Day Rolling Volatility 3.99%
Daily Value at Risk (VaR) 1% (All) 0.98%
Monthly Value at Risk (VaR) 1% (All) 2.97%

Fundamentals

General
Dividend Yield TTM (9-20-19) 2.73%
30-Day SEC Yield --
7-Day SEC Yield --
Forecasted Dividend Yield 2.76%
Number of Holdings 17356
Stock
Weighted Average PE Ratio 16.69
Weighted Average Price to Sales Ratio 1.449
Weighted Average Price to Book Ratio 2.000
Weighted Median ROE 20.66%
Weighted Median ROA 7.41%
Forecasted PE Ratio 15.39
Forecasted PS Ratio 1.389
Forecasted Price to Book Value 1.912
Number of Stock Holdings 5863
Bond
Current Yield 3.03%
Yield to Maturity 2.74%
Effective Duration --
Average Coupon 3.40%
Average Credit Score --
Average Price 107.27
Number of Bond Holdings 11249
As of Sept. 18, 2019

Comparables

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Attributes

Key Dates
Inception Date 11/4/2008
Termination Date
Last Annual Report Date 7/31/2018
Last Prospectus Date 11/29/2018
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund Yes
Inverse Fund No
Leveraged Fund No
Fund of Funds Yes
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No

Excel Add-In Codes

  • Name: =YCI("AOK","name")
  • Broad Asset Class: =YCI("AOK", "broad_asset_class")
  • Broad Category: =YCI("AOK", "broad_category_group")
  • Prospectus Objective: =YCI("AOK", "prospectus_objective")

To find the codes for any of our financial metrics, see our Complete Reference of Metric Codes.

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