- Issuer
- Bluemonte
- Inception Date
- Jun 20, 2025
- Region
- North America (United States)
- Category
- Multisector Bonds, Actively Managed
- Leveraged
- 1x (No leverage)
- Distribution Policy
- Distributing
- Asset Class
- Fixed Income
- Assets Under Management
- $101M
Share Price Chart
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Performance
BLUI Performance Chart
Bluemonte Diversified Income ETF (BLUI) is up 3.3% since the beginning of the year. BLUI is currently trading at $26 per share.
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Returns By Period
Bluemonte Diversified Income ETF
- 1D
- 0.22%
- 1M
- -0.30%
- YTD
- 3.31%
- 6M
- 3.59%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.00%
- 1M
- -0.71%
- YTD
- 8.39%
- 6M
- 8.57%
- 1Y
- 24.33%
- 3Y*
- 18.94%
- 5Y*
- 12.24%
- 10Y*
- 13.54%
BLUI Monthly Returns History
Based on dividend-adjusted daily data since Jun 23, 2025, BLUI's average daily return is +0.03%, while the average monthly return is +0.53%. At this rate, an investment would double in approximately 10.9 years.
Historically, 69% of months were positive and 31% were negative. The best month was Feb 2026 with a return of +1.9%, while the worst month was Mar 2026 at -0.9%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 2 months.
On a daily basis, BLUI closed higher 57% of trading days. The best single day was Mar 31, 2026 with a return of +1.3%, while the worst single day was Mar 20, 2026 at -1.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.28% | 1.93% | -0.94% | 1.24% | -0.08% | -0.13% | 3.31% | ||||||
| 2025 | 0.23% | 0.46% | 1.14% | 0.55% | 0.27% | 1.18% | -0.29% | 3.60% |
Benchmark Metrics
Bluemonte Diversified Income ETF has an annualized alpha of 2.97%, beta of 0.18, and R2 of 0.31 versus S&P 500 Index. Calculated based on daily prices since June 23, 2025.
- This ETF captured 17.61% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -7.55%) - a profile typical of hedging or uncorrelated assets.
- Beta of 0.18 may look defensive, but with R2 of 0.31 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.31 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 2.97%
- Beta
- 0.18
- R²
- 0.31
- Upside Capture
- 17.61%
- Downside Capture
- -7.55%
Expense Ratio
BLUI has an expense ratio of 0.75%, placing it in the medium range.
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Bluemonte Diversified Income ETF (BLUI) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BLUI | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.35 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.66 | — |
| Martin ratioReturn relative to average drawdown | — | 11.86 | — |
Dividends
Dividend History
Bluemonte Diversified Income ETF provided a 4.72% dividend yield over the last twelve months, with an annual payout of $1.21 per share.
| Period | TTM | 2025 |
|---|---|---|
| Dividend | $1.21 | $0.74 |
Dividend yield | 4.72% | 2.91% |
Monthly Dividends
The table displays the monthly dividend distributions for Bluemonte Diversified Income ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.01 | $0.14 | $0.09 | $0.10 | $0.13 | $0.00 | $0.47 | ||||||
| 2025 | $0.08 | $0.14 | $0.08 | $0.11 | $0.14 | $0.19 | $0.74 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Bluemonte Diversified Income ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Bluemonte Diversified Income ETF was 2.43%, occurring on Mar 27, 2026. Recovery took 14 trading sessions.
The current Bluemonte Diversified Income ETF drawdown is 0.46%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 pullback2026 | -2.43%Mar 2026 | 25d | 21d | 1mo 16dMar 2026 - Apr 2026 |
2025 pullback2025 | -1.19%Oct 2025 | 24d | 10d | 1mo 4dSep 2025 - Oct 2025 |
2025 pullback2025 | -0.90%Nov 2025 | 7d | 21d | 28dOct 2025 - Nov 2025 |
2025 pullback2025 | -0.71%Dec 2025 | 8d | 1mo | 1mo 8dDec 2025 - Jan 2026 |
2026 pullback2026 | -0.68%May 2026 | 12d | 7d | 19dMay 2026 - May 2026 |
Drawdown Indicators
| BLUI | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.43% | -56.78% | +54.35% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.10% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.46% | -2.49% | +2.03% |
Average DrawdownAverage peak-to-trough decline | -0.36% | -10.72% | +10.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.03% | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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