Summary
BVAL
Prices · period metrics · 12M
NAV as of 17/07/2026
24/06/2025 → 06/05/2026
Return 21.90% Volatility 10.54% Sharpe 1.94
Official loaded data — not a live quote.

BLUEMONTE LARGE CAP VALUE ETF

Symbol: BVAL

Exchange: NYSE

Sector: Technology

Category: Large Value

Inception date: 20/06/2025

Latest date: 17/07/2026

Current price: $31.27

Expense ratio: 0.24%

Assets under management
$273.6M
-0.45% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

1.24%

Ann. -39.27% (Sharpe / Sortino numerator)

Volatility

13.80%

Sharpe ratio

-3.109

VaR 95%

-1.32%

CVaR 95%: -1.40%
Max drawdown: -5.96%
Sortino ratio: -5.155
Calmar ratio: -6.59

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

6.10%

Ann. 1.31% (Sharpe / Sortino numerator)

Volatility

12.02%

Sharpe ratio

-0.193

VaR 95%

-1.33%

CVaR 95%: -1.44%
Max drawdown: -7.02%
Sortino ratio: -0.270
Calmar ratio: 0.19

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

11.32%

Ann. 7.59% (Sharpe / Sortino numerator)

Volatility

11.18%

Sharpe ratio

0.354

VaR 95%

-1.15%

CVaR 95%: -1.45%
Max drawdown: -7.02%
Sortino ratio: 0.516
Calmar ratio: 1.08

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

21.90%

Ann. 24.03% (Sharpe / Sortino numerator)

Volatility

10.54%

Sharpe ratio

1.938

VaR 95%

-1.09%

CVaR 95%: -1.33%
Max drawdown: -7.02%
Sortino ratio: 2.991
Calmar ratio: 3.42

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

0.081%

Best day

2.377%

08/04/2026
Worst day

-2.027%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $31.41 $31.48 $31.25 $31.27 19,300
16/07/2026 $31.35 $31.48 $31.35 $31.43 14,300
15/07/2026 $31.38 $31.38 $31.23 $31.32 21,000
14/07/2026 $31.48 $31.48 $31.31 $31.36 9,100
13/07/2026 $31.62 $31.62 $31.36 $31.40 13,700
10/07/2026 $31.38 $31.44 $31.29 $31.44 14,900
09/07/2026 $31.07 $31.42 $31.07 $31.37 36,900
08/07/2026 $31.21 $31.21 $31.10 $31.19 25,300
07/07/2026 $31.43 $31.43 $31.37 $31.39 22,700
06/07/2026 $31.43 $31.49 $31.41 $31.49 6,700