Summary
BAI
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 48.78% Volatility 34.90% Sharpe 1.48
Official loaded data — not a live quote.

iShares A.I. Innovation and Tech Active ETF

Symbol: BAI

Exchange: NYSE

Sector: Technology

Category: Technology

Inception date: 21/10/2024

Latest date: 16/07/2026

Current price: $43.14

Expense ratio: 0.55%

Assets under management
$15.7B
-2.38% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-13.70%

Ann. -29.30% (Sharpe / Sortino numerator)

Volatility

49.97%

Sharpe ratio

-0.659

VaR 95%

-5.24%

CVaR 95%: -5.80%
Max drawdown: -11.40%
Sortino ratio: -0.982
Calmar ratio: -2.57

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

7.80%

Ann. 4.90% (Sharpe / Sortino numerator)

Volatility

38.63%

Sharpe ratio

0.033

VaR 95%

-4.54%

CVaR 95%: -5.25%
Max drawdown: -13.61%
Sortino ratio: 0.046
Calmar ratio: 0.36

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

23.61%

Ann. -0.52% (Sharpe / Sortino numerator)

Volatility

36.39%

Sharpe ratio

-0.114

VaR 95%

-4.51%

CVaR 95%: -5.18%
Max drawdown: -16.22%
Sortino ratio: -0.158
Calmar ratio: -0.03

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

48.78%

Ann. 55.20% (Sharpe / Sortino numerator)

Volatility

34.90%

Sharpe ratio

1.478

VaR 95%

-3.89%

CVaR 95%: -5.24%
Max drawdown: -16.22%
Sortino ratio: 1.939
Calmar ratio: 3.40

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

75.29%

Ann. 59.09% (Sharpe / Sortino numerator)

Volatility

35.92%

Sharpe ratio

1.544

VaR 95%

-3.67%

CVaR 95%: -5.14%
Max drawdown: -34.09%
Sortino ratio: 2.136
Calmar ratio: 1.73

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.191%

Best day

7.152%

11/06/2026
Worst day

-9.784%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $44.19 $44.39 $42.86 $43.14 3,413,700
15/07/2026 $46.91 $47.06 $44.08 $45.43 4,741,700
14/07/2026 $47.00 $47.10 $46.05 $46.65 2,797,700
13/07/2026 $46.08 $46.38 $45.17 $45.42 1,997,000
10/07/2026 $47.30 $47.96 $46.87 $47.71 3,138,200
09/07/2026 $48.11 $48.69 $47.65 $48.05 5,326,900
08/07/2026 $45.08 $46.46 $45.03 $46.43 4,303,500
07/07/2026 $46.05 $46.22 $44.58 $45.56 2,561,300
06/07/2026 $48.13 $49.13 $47.81 $48.20 2,138,900
02/07/2026 $49.60 $50.07 $46.22 $47.00 4,650,800