Summary
BALI
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 22.79% 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: 16/07/2026

Current price: $33.98

Expense ratio: 0.35%

Assets under management
$1.2B
0.00% 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

1.06%

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

7.19%

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

10.74%

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

22.79%

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

32.96%

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

72.01%

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.084%

Best day

2.563%

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
16/07/2026 $33.98 $34.11 $33.85 $33.98 164,200
15/07/2026 $33.95 $34.06 $33.88 $34.02 180,700
14/07/2026 $33.92 $34.16 $33.78 $33.91 235,600
13/07/2026 $33.86 $34.08 $33.76 $33.80 190,800
10/07/2026 $33.88 $34.03 $33.75 $33.96 178,400
09/07/2026 $33.68 $33.86 $33.62 $33.85 262,200
08/07/2026 $33.60 $33.69 $33.46 $33.66 245,700
07/07/2026 $33.79 $33.84 $33.67 $33.71 289,100
06/07/2026 $33.86 $33.86 $33.67 $33.81 216,200
02/07/2026 $33.69 $33.84 $33.41 $33.64 274,600