Summary
BRLN
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 2.91% 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: 17/07/2026

Current price: $50.53

Expense ratio: 0.55%

Assets under management
$53.5M
-0.25% 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

-0.70%

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

1.12%

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

0.65%

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

2.91%

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

10.24%

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

20.38%

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: 17/07/2025 - 17/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.012%

Best day

0.756%

04/03/2026
Worst day

-0.671%

01/07/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $50.66 $50.66 $50.44 $50.53 1,900
16/07/2026 $50.74 $50.85 $50.70 $50.78 3,300
15/07/2026 $50.84 $50.84 $50.59 $50.59 2,200
14/07/2026 $50.70 $50.90 $50.69 $50.73 3,900
13/07/2026 $50.79 $50.80 $50.56 $50.65 3,300
10/07/2026 $50.56 $50.95 $50.56 $50.80 1,700
09/07/2026 $51.08 $51.08 $50.91 $50.91 900
08/07/2026 $51.10 $51.10 $50.74 $50.84 2,700
07/07/2026 $51.06 $51.06 $50.67 $50.67 2,800
06/07/2026 $50.44 $50.71 $50.44 $50.45 5,900