Summary
BVAL
Prices · period metrics · 12M
NAV as of 03/06/2026
24/06/2025 → 06/05/2026
Return 23.06% 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: 03/06/2026

Current price: $30.97

Expense ratio: 0.24%

Assets under management
$245.7M
-0.13% 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

4.10%

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

6.72%

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

11.85%

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

23.06%

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: 24/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.09%

Best day

2.377%

08/04/2026
Worst day

-2.028%

10/10/2025
Days with data

237

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $31.01 $31.05 $30.97 $30.97 178,400
02/06/2026 $30.93 $31.06 $30.84 $31.05 31,000
01/06/2026 $30.77 $30.86 $30.72 $30.82 21,600
29/05/2026 $30.93 $30.93 $30.86 $30.89 65,600
28/05/2026 $30.83 $30.94 $30.83 $30.88 17,000
27/05/2026 $30.88 $30.89 $30.78 $30.84 25,700
26/05/2026 $30.89 $30.90 $30.81 $30.86 12,900
22/05/2026 $30.66 $30.76 $30.66 $30.71 11,700
21/05/2026 $30.18 $30.48 $30.18 $30.48 28,700
20/05/2026 $30.23 $30.38 $30.23 $30.38 135,400