Blackrock Advantage Large Cap Income ETF

10-Year Study

BALI.US · · US · ETF

Executive Summary: Blackrock Advantage Large Cap Income ETF has compounded at 19.5% annually over the last 10 years, with a maximum drawdown of 7.4% and an annualized volatility of 17.5%.

1Y CAGR
+19.4%
3Y CAGR
+19.5%
5Y CAGR
+19.5%
10Y CAGR
+19.5%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
7.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.47
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.45
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
10.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +22.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 2.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.3-0.6-4.96.3————————2.7%
20251.8-0.4-4.9-1.35.23.92.02.42.91.30.70.514.5%
20242.33.73.7-3.64.03.80.62.31.8-0.65.4-2.622.4%
2023—————————-1.27.73.39.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 17.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 64.2% of variance. Idiosyncratic stock-specific factors contribute 0.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-09-0110000
2023-10-019876.791895644692
2023-11-0110636.135176891637
2023-12-0110987.620519038586
2024-01-0111235.50349089629
2024-02-0111656.464514110263
2024-03-0112084.319324115542
2024-04-0111651.37973520036
2024-05-0112117.028142295583
2024-06-0112578.862965208376
2024-07-0112655.42800148632
2024-08-0112945.993780924256
2024-09-0113175.346645023763
2024-10-0113096.728140339897
2024-11-0113809.428353509476
2024-12-0113450.26695089277
2025-01-0113685.92689652475
2025-02-0113629.11427062758
2025-03-0112961.052549234351
2025-04-0112786.165489996676
2025-05-0113454.765024543838
2025-06-0113976.492675962687
2025-07-0114258.306768623004
2025-08-0114593.755500361802
2025-09-0115023.468210353392
2025-10-0115222.947998357226
2025-11-0115330.755089668122
2025-12-0115403.457649658734
2026-01-0115753.5251207635
2026-02-0115666.497174036338
2026-03-0114894.49083761954
2026-04-0115826.37435706882
Annual Return Matrix
YearAnnual Return
20240.22412918498478196
20250.1452157571219297
20260.027455959371528227
Total Factor Risk
0.175266259403158
VTI.US Exposure
0.21079758377405064
VEA.US Exposure
0.002205462449427568
VWO.US Exposure
0.006170852384397202
QQQ.US Exposure
0.09305637284627917
VTV.US Exposure
0.1252794338484953
IJR.US Exposure
-0.04702043114250821
QUAL.US Exposure
-0.047607925219148195
SHV.US Exposure
0.6416781536568157
TLT.US Exposure
-0.007202111606565852
LQD.US Exposure
0.026875683516505326
HYG.US Exposure
-0.03103931499221365
GLD.US Exposure
-0.0021496686973767215
USO.US Exposure
0.004216433952824964
VNQ.US Exposure
0.008125785072179873
BTC-USD.CC Exposure
-0.0036283316791539963
CPER.US Exposure
-0.003871719409036836
VIX.INDX Exposure
0.014912699865475276
UUP.US Exposure
0.004677629193099311
TIP.US Exposure
-0.0019849333523023448
Idiosyncratic Exposure
0.00650834553875551
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
17.5%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$265
Avg Yield on Cost
2.65%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$265.482.65%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.6%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+5.1%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.1% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Blackrock Advantage Large Cap Income ETF a high-risk investment?

Blackrock Advantage Large Cap Income ETF (BALI.US) has an annualized volatility of 17.5% and experienced a maximum drawdown of 7.4% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BALI.US?

Over the past 10 years, BALI.US has generated a Compound Annual Growth Rate (CAGR) of 19.5%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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