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Issuer
Monarch
Inception Date
Mar 23, 2021
Region
Global (Broad)
Leveraged
1x (No leverage)
Index Tracked
Monarch Ambassador Income Index
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$188M

Share Price Chart


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Performance

MAMB Performance Chart

Monarch Ambassador Income ETF (MAMB) is up 1.6% since the beginning of the year. MAMB is currently trading at $24 per share. Investors who bought $1,000 worth of MAMB shares 5 years ago would now be looking at an investment worth $1,033.


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S&P 500 Index

Returns By Period

Monarch Ambassador Income ETF (MAMB) has returned 1.59% so far this year and 7.54% over the past 12 months.


Monarch Ambassador Income ETF

1D
-0.11%
1M
0.21%
YTD
1.59%
6M
1.04%
1Y
7.54%
3Y*
5.24%
5Y*
0.66%
10Y*

Benchmark (S&P 500 Index)

1D
-1.44%
1M
-1.45%
YTD
7.60%
6M
6.59%
1Y
22.24%
3Y*
19.20%
5Y*
11.54%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MAMB Monthly Returns History

Based on dividend-adjusted daily data since Mar 24, 2021, MAMB's average daily return is 0.00%, while the average monthly return is +0.10%. At this rate, an investment would double in approximately 57.8 years.

Historically, 53% of months were positive and 47% were negative. The best month was Nov 2023 with a return of +4.9%, while the worst month was Sep 2022 at -5.0%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 6 months.

On a daily basis, MAMB closed higher 50% of trading days. The best single day was Nov 10, 2022 with a return of +2.4%, while the worst single day was Jun 13, 2022 at -2.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.49%2.20%-2.44%0.36%0.63%-0.59%1.59%
20251.22%1.89%0.20%0.70%-0.66%1.67%-0.15%1.43%2.09%1.29%0.92%-0.36%10.69%
2024-0.41%-1.45%1.40%-2.70%1.79%0.80%2.70%1.65%1.65%-2.16%0.62%-2.38%1.32%
20233.74%-2.99%2.80%0.62%-1.22%-0.59%-0.30%-0.91%-3.54%-1.15%4.89%3.85%4.90%
2022-2.65%0.11%-1.95%-4.21%-0.48%-1.02%1.81%-3.39%-4.96%-1.42%4.76%-0.07%-13.02%
2021-0.23%1.19%0.89%-0.01%0.46%0.19%-1.18%0.49%-1.14%0.53%1.17%

Benchmark Metrics

Monarch Ambassador Income ETF has an annualized alpha of -0.44%, beta of 0.12, and R2 of 0.09 versus S&P 500 Index. Calculated based on daily prices since March 24, 2021.

  • This ETF participated in 42.98% of S&P 500 Index downside but only 21.17% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.12 may look defensive, but with R2 of 0.09 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 0.09 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-0.44%
Beta
0.12
0.09
Upside Capture
21.17%
Downside Capture
42.98%

Expense Ratio

MAMB has a high expense ratio of 1.49%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

MAMB ranks 40 for risk / return — below 40% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


MAMB Risk / Return Rank: 4040
Overall Rank
MAMB Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
MAMB Sortino Ratio Rank: 3838
Sortino Ratio Rank
MAMB Omega Ratio Rank: 3838
Omega Ratio Rank
MAMB Calmar Ratio Rank: 4545
Calmar Ratio Rank
MAMB Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Monarch Ambassador Income ETF (MAMB) 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.


MAMBBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.46

Sortino ratioReturn per unit of downside risk

-0.58

Omega ratioGain probability vs. loss probability

1.24

1.32

-0.09

Calmar ratioReturn relative to maximum drawdown

2.13

2.46

-0.33

Martin ratioReturn relative to average drawdown

5.67

10.92

-5.25

Dividends

Dividend History

Monarch Ambassador Income ETF provided a 2.45% dividend yield over the last twelve months, with an annual payout of $0.59 per share. The fund has been increasing its distributions for 4 consecutive years.


0.50%1.00%1.50%2.00%2.50%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$0.59$0.59$0.47$0.39$0.20$0.14

Dividend yield

2.45%2.47%2.11%1.73%0.92%0.56%

Monthly Dividends

The table displays the monthly dividend distributions for Monarch Ambassador Income ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.09$0.00$0.00$0.00$0.09
2025$0.00$0.00$0.09$0.00$0.00$0.12$0.00$0.00$0.15$0.00$0.00$0.23$0.59
2024$0.00$0.00$0.06$0.00$0.00$0.10$0.00$0.00$0.12$0.00$0.00$0.19$0.47
2023$0.00$0.00$0.06$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.17$0.39
2022$0.00$0.00$0.01$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.11$0.20
2021$0.03$0.00$0.00$0.03$0.00$0.00$0.08$0.14

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 Monarch Ambassador 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 Monarch Ambassador Income ETF was 19.33%, occurring on Oct 20, 2022. Recovery took 746 trading sessions.

The current Monarch Ambassador Income ETF drawdown is 2.06%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-19.33%Oct 2022
1y 1mo2y 11mo
4y 1moSep 2021 - Oct 2025
2026 pullback2026
-3.55%Mar 2026
25d
3mo 24dMar 2026 - now
2025 pullback2025
-2.39%Nov 2025
15d2mo 9d
2mo 24dOct 2025 - Jan 2026
2026 pullback2026
-2.31%Feb 2026
3d18d
21dJan 2026 - Feb 2026
2021 pullback2021
-1.15%Aug 2021
11d17d
28dJul 2021 - Aug 2021

Drawdown Indicators


MAMBBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-19.33%

-56.78%

+37.45%

Max Drawdown (1Y)

Largest decline over 1 year

-3.55%

-9.10%

+5.55%

Max Drawdown (3Y)

Largest decline over 3 years

-7.38%

-18.90%

+11.52%

Max Drawdown (5Y)

Largest decline over 5 years

-19.33%

-25.43%

+6.10%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-2.06%

-3.21%

+1.15%

Average Drawdown

Average peak-to-trough decline

-7.44%

-10.71%

+3.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.33%

2.04%

-0.71%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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