Summary
INRO
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 31.46% 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: 03/06/2026

Current price: $36.36

Expense ratio: 0.42%

Assets under management
$30.8M
-0.34% 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

6.39%

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

13.79%

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

13.14%

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

31.46%

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

46.83%

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

Methodology: adjusted prices + daily simple return
Average daily return

0.112%

Best day

3.218%

31/03/2026
Worst day

-2.659%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $36.48 $36.48 $36.32 $36.36 32,500
02/06/2026 $36.50 $36.61 $36.50 $36.59 900
01/06/2026 $36.22 $36.43 $36.15 $36.34 7,800
29/05/2026 $36.38 $36.38 $36.32 $36.32 800
28/05/2026 $36.29 $36.32 $36.29 $36.32 500
27/05/2026 $36.09 $36.13 $36.09 $36.13 2,300
26/05/2026 $36.05 $36.09 $36.02 $36.09 600
22/05/2026 $35.77 $35.85 $35.76 $35.76 1,600
21/05/2026 $35.31 $35.61 $35.31 $35.60 3,200
20/05/2026 $35.20 $35.41 $35.20 $35.41 1,500