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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Blueprint Chesapeake Multi-Asset Trend ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Blueprint Chesapeake Multi-Asset Trend ETF (TFPN) has returned 8.26% so far this year and 23.72% over the past 12 months.
Blueprint Chesapeake Multi-Asset Trend ETF
- 1D
- 0.73%
- 1M
- -5.66%
- YTD
- 8.26%
- 6M
- 12.04%
- 1Y
- 23.72%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jul 12, 2023, TFPN's average daily return is +0.02%, while the average monthly return is +0.44%. At this rate, your investment would double in approximately 13.2 years.
Historically, 55% of months were positive and 45% were negative. The best month was Jan 2026 with a return of +10.4%, while the worst month was Feb 2025 at -6.5%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.
On a daily basis, TFPN closed higher 54% of trading days. The best single day was Feb 9, 2026 with a return of +2.7%, while the worst single day was Sep 3, 2024 at -3.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 10.41% | 3.93% | -5.66% | 8.26% | |||||||||
| 2025 | 0.91% | -6.49% | -3.91% | -1.96% | 0.41% | 3.68% | 1.37% | 1.82% | 4.81% | 2.79% | -1.16% | 1.86% | 3.61% |
| 2024 | -0.29% | 3.39% | 3.50% | -2.90% | 3.09% | -2.23% | -0.59% | -3.28% | 1.35% | -2.54% | 6.87% | -3.14% | 2.67% |
| 2023 | 1.27% | -0.73% | -0.22% | 0.76% | -2.69% | 0.04% | -1.60% |
Benchmark Metrics
Blueprint Chesapeake Multi-Asset Trend ETF has an annualized alpha of -0.64%, beta of 0.40, and R² of 0.24 versus S&P 500 Index. Calculated based on daily prices since July 13, 2023.
- This ETF participated in 73.10% of S&P 500 Index downside but only 44.76% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.40 may look defensive, but with R² of 0.24 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 0.24 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
- -0.64%
- Beta
- 0.40
- R²
- 0.24
- Upside Capture
- 44.76%
- Downside Capture
- 73.10%
Expense Ratio
TFPN has a high expense ratio of 1.10%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
TFPN ranks 85 for risk / return — in the top 85% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Blueprint Chesapeake Multi-Asset Trend ETF (TFPN) and compare them to a chosen benchmark (S&P 500 Index).
| TFPN | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.78 | 0.90 | +0.89 |
Sortino ratioReturn per unit of downside risk | 2.46 | 1.39 | +1.07 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.21 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 3.06 | 1.40 | +1.66 |
Martin ratioReturn relative to average drawdown | 9.20 | 6.61 | +2.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore TFPN risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Blueprint Chesapeake Multi-Asset Trend ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.
| Period | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
| Dividend | $0.00 | $0.00 | $0.23 | $0.24 |
Dividend yield | 0.00% | 0.00% | 0.94% | 0.98% |
Monthly Dividends
The table displays the monthly dividend distributions for Blueprint Chesapeake Multi-Asset Trend 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 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.23 | $0.23 |
| 2023 | $0.24 | $0.24 |
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 Blueprint Chesapeake Multi-Asset Trend 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 Blueprint Chesapeake Multi-Asset Trend ETF was 16.72%, occurring on Apr 8, 2025. Recovery took 178 trading sessions.
The current Blueprint Chesapeake Multi-Asset Trend ETF drawdown is 6.21%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.72% | Jun 4, 2024 | 212 | Apr 8, 2025 | 178 | Dec 22, 2025 | 390 |
| -7.47% | Feb 26, 2026 | 17 | Mar 20, 2026 | — | — | — |
| -5.18% | Jul 19, 2023 | 105 | Dec 14, 2023 | 53 | Mar 4, 2024 | 158 |
| -4.67% | Jan 29, 2026 | 6 | Feb 5, 2026 | 10 | Feb 20, 2026 | 16 |
| -3.4% | Apr 2, 2024 | 23 | May 2, 2024 | 21 | Jun 3, 2024 | 44 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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