Summary
BALI
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 26.45% Volatility 15.56% Sharpe 0.74
Official loaded data — not a live quote.

BlackRock Advantage Large Cap Income ETF

Symbol: BALI

Exchange: BATS

Sector: Technology

Category: Derivative Income

Inception date: 26/09/2023

Latest date: 02/06/2026

Current price: $34.13

Expense ratio: 0.35%

Assets under management
$1.1B
0.12% 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

4.21%

Ann. -37.77% (Sharpe / Sortino numerator)

Volatility

15.32%

Sharpe ratio

-2.702

VaR 95%

-1.46%

CVaR 95%: -1.53%
Max drawdown: -6.68%
Sortino ratio: -5.078
Calmar ratio: -5.65

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

8.25%

Ann. -9.39% (Sharpe / Sortino numerator)

Volatility

11.94%

Sharpe ratio

-1.091

VaR 95%

-1.38%

CVaR 95%: -1.53%
Max drawdown: -8.30%
Sortino ratio: -1.673
Calmar ratio: -1.13

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

11.78%

Ann. -0.61% (Sharpe / Sortino numerator)

Volatility

11.25%

Sharpe ratio

-0.377

VaR 95%

-1.19%

CVaR 95%: -1.59%
Max drawdown: -8.30%
Sortino ratio: -0.530
Calmar ratio: -0.07

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

26.45%

Ann. 15.19% (Sharpe / Sortino numerator)

Volatility

15.56%

Sharpe ratio

0.743

VaR 95%

-1.21%

CVaR 95%: -2.33%
Max drawdown: -8.30%
Sortino ratio: 0.881
Calmar ratio: 1.83

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

37.80%

Ann. 11.93% (Sharpe / Sortino numerator)

Volatility

13.86%

Sharpe ratio

0.599

VaR 95%

-1.35%

CVaR 95%: -2.09%
Max drawdown: -16.65%
Sortino ratio: 0.723
Calmar ratio: 0.72

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

66.28%

Ann. 20.16% (Sharpe / Sortino numerator)

Volatility

13.15%

Sharpe ratio

1.260

VaR 95%

-1.20%

CVaR 95%: -1.91%
Max drawdown: -16.65%
Sortino ratio: 1.564
Calmar ratio: 1.21

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.095%

Best day

2.564%

31/03/2026
Worst day

-2.495%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $34.09 $34.15 $33.98 $34.13 236,800
01/06/2026 $34.10 $34.19 $33.79 $34.10 331,200
29/05/2026 $34.35 $34.35 $34.06 $34.26 339,000
28/05/2026 $34.13 $34.50 $34.02 $34.22 477,200
27/05/2026 $34.21 $34.21 $34.02 $34.10 381,700
26/05/2026 $34.17 $34.17 $34.05 $34.13 392,100
22/05/2026 $34.03 $34.07 $33.92 $33.96 178,200
21/05/2026 $33.63 $33.85 $33.56 $33.81 133,000
20/05/2026 $33.48 $33.74 $33.48 $33.66 153,800
19/05/2026 $33.53 $33.64 $33.38 $33.48 295,100