Summary
INRO
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 21.60% Volatility 18.60% Sharpe 0.77
Official loaded data — not a live quote.

BlackRock U.S. Industry Rotation ETF

Symbol: INRO

Exchange: NASDAQ

Sector: Technology

Category: Large Blend

Inception date: 26/03/2024

Latest date: 20/07/2026

Current price: $35.67

Expense ratio: 0.42%

Assets under management
$35.2M
-0.98% 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

-2.20%

Ann. -36.69% (Sharpe / Sortino numerator)

Volatility

19.48%

Sharpe ratio

-2.070

VaR 95%

-1.66%

CVaR 95%: -1.85%
Max drawdown: -7.72%
Sortino ratio: -3.857
Calmar ratio: -4.76

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

5.85%

Ann. -15.04% (Sharpe / Sortino numerator)

Volatility

15.57%

Sharpe ratio

-1.199

VaR 95%

-1.66%

CVaR 95%: -1.90%
Max drawdown: -9.53%
Sortino ratio: -1.893
Calmar ratio: -1.58

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

12.25%

Ann. -4.48% (Sharpe / Sortino numerator)

Volatility

14.44%

Sharpe ratio

-0.562

VaR 95%

-1.66%

CVaR 95%: -1.98%
Max drawdown: -9.53%
Sortino ratio: -0.800
Calmar ratio: -0.47

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

21.60%

Ann. 17.94% (Sharpe / Sortino numerator)

Volatility

18.60%

Sharpe ratio

0.769

VaR 95%

-1.68%

CVaR 95%: -2.70%
Max drawdown: -9.53%
Sortino ratio: 0.941
Calmar ratio: 1.88

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

36.75%

Ann. 12.37% (Sharpe / Sortino numerator)

Volatility

17.31%

Sharpe ratio

0.505

VaR 95%

-1.75%

CVaR 95%: -2.57%
Max drawdown: -20.02%
Sortino ratio: 0.637
Calmar ratio: 0.62

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.082%

Best day

3.218%

31/03/2026
Worst day

-3.008%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $36.02 $36.03 $35.67 $35.67 2,900
17/07/2026 $35.86 $35.86 $35.71 $35.78 600
16/07/2026 $36.29 $36.29 $36.08 $36.08 900
15/07/2026 $36.40 $36.40 $36.25 $36.38 1,500
14/07/2026 $36.24 $36.27 $36.24 $36.27 1,700
13/07/2026 $36.27 $36.27 $36.08 $36.08 3,900
10/07/2026 $36.37 $36.43 $36.30 $36.43 2,200
09/07/2026 $36.12 $36.34 $36.12 $36.30 13,500
08/07/2026 $35.80 $35.98 $35.80 $35.98 2,200
07/07/2026 $36.12 $36.12 $35.92 $36.03 1,900