Summary
BRLN
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 4.57% Volatility 3.96% Sharpe 0.14
Official loaded data — not a live quote.

BlackRock Floating Rate Loan ETF

Symbol: BRLN

Exchange: BATS

Sector: Technology

Category: Bank Loan

Inception date: 04/10/2022

Latest date: 03/06/2026

Current price: $51.02

Expense ratio: 0.55%

Assets under management
$53.9M
0.02% 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

0.43%

Ann. 3.41% (Sharpe / Sortino numerator)

Volatility

4.23%

Sharpe ratio

-0.052

VaR 95%

-0.36%

CVaR 95%: -0.47%
Max drawdown: -0.54%
Sortino ratio: -0.085
Calmar ratio: 6.27

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

2.58%

Ann. -4.87% (Sharpe / Sortino numerator)

Volatility

3.86%

Sharpe ratio

-2.200

VaR 95%

-0.37%

CVaR 95%: -0.58%
Max drawdown: -2.47%
Sortino ratio: -2.766
Calmar ratio: -1.97

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

1.72%

Ann. 0.18% (Sharpe / Sortino numerator)

Volatility

3.27%

Sharpe ratio

-1.054

VaR 95%

-0.30%

CVaR 95%: -0.47%
Max drawdown: -2.47%
Sortino ratio: -1.377
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

4.57%

Ann. 4.19% (Sharpe / Sortino numerator)

Volatility

3.96%

Sharpe ratio

0.140

VaR 95%

-0.36%

CVaR 95%: -0.58%
Max drawdown: -2.74%
Sortino ratio: 0.177
Calmar ratio: 1.53

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

9.12%

Ann. 5.01% (Sharpe / Sortino numerator)

Volatility

3.48%

Sharpe ratio

0.395

VaR 95%

-0.31%

CVaR 95%: -0.50%
Max drawdown: -3.85%
Sortino ratio: 0.523
Calmar ratio: 1.30

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

21.66%

Ann. 7.20% (Sharpe / Sortino numerator)

Volatility

3.47%

Sharpe ratio

1.029

VaR 95%

-0.32%

CVaR 95%: -0.47%
Max drawdown: -3.85%
Sortino ratio: 1.470
Calmar ratio: 1.87

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.018%

Best day

0.756%

04/03/2026
Worst day

-0.574%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $51.02 $51.13 $51.00 $51.02 9,000
02/06/2026 $51.13 $51.13 $50.90 $51.13 1,900
01/06/2026 $51.03 $51.13 $51.03 $51.05 2,400
29/05/2026 $51.08 $51.38 $51.08 $51.24 6,200
28/05/2026 $50.88 $51.31 $50.88 $51.23 40,700
27/05/2026 $50.99 $51.03 $50.91 $50.92 3,300
26/05/2026 $51.06 $51.06 $50.95 $50.95 4,000
22/05/2026 $50.80 $51.00 $50.80 $50.93 4,100
21/05/2026 $51.01 $51.05 $50.84 $50.84 2,300
20/05/2026 $50.86 $51.02 $50.84 $50.85 2,900