Bluemonte Large Cap Value ETF

10-Year Study

BVAL.US · · US · ETF

Executive Summary: Bluemonte Large Cap Value ETF has compounded at 20.0% annually over the last 10 years, with a maximum drawdown of 5.1% and an annualized volatility of 10.8%.

1Y CAGR
+21.0%
3Y CAGR
+20.0%
5Y CAGR
+20.0%
10Y CAGR
+20.0%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
5.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.60
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.51
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
10.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +9.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 9.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.32.3-5.17.13.1-0.8——————9.9%
2025——————0.83.12.10.61.80.59.2%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 10.8%. The dominant macroeconomic risk driver is VTV.US, accounting for 57.9% of variance. Idiosyncratic stock-specific factors contribute 0.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2025-06-0110000
2025-07-0110080.839439608815
2025-08-0110392.538065637085
2025-09-0110610.495355167748
2025-10-0110669.139051005923
2025-11-0110860.31491532472
2025-12-0110916.871155197385
2026-01-0111281.028035093756
2026-02-0111543.37773826424
2026-03-0110952.112460625876
2026-04-0111731.329614599616
2026-05-0112095.486374999402
2026-06-0112002.29356964978
Annual Return Matrix
YearAnnual Return
20260.0994261450026952
Total Factor Risk
0.10770595201014788
VTI.US Exposure
0.06345442979335213
VEA.US Exposure
-0.023527271503330113
VWO.US Exposure
0.06973438878817227
QQQ.US Exposure
0.13497759110186183
VTV.US Exposure
0.5791911862942338
IJR.US Exposure
-0.033277721095807615
QUAL.US Exposure
-0.04105717979901297
SHV.US Exposure
0.0046699100342596
TLT.US Exposure
-0.012880591928526912
LQD.US Exposure
-0.03140515439285033
HYG.US Exposure
-0.030865770126949185
GLD.US Exposure
0.013171953362282872
USO.US Exposure
-0.00013052234469648083
VNQ.US Exposure
0.13290934108541577
BTC-USD.CC Exposure
-0.027197135130381914
CPER.US Exposure
-0.006505627820279479
VIX.INDX Exposure
0.18222544958334758
UUP.US Exposure
-0.014837872705720153
TIP.US Exposure
0.04134973477817784
Idiosyncratic Exposure
8.620264513823985e-7
Value Score
30
Growth Score
50
Profit Score
75
Health Score
21.3
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
10.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →18.8x
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →Fairly Valued18.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$181.0B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
2.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.07
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$38
Avg Yield on Cost
0.38%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$38.060.38%Solid

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+8.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.7% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
62
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+6.2%
50.0% retracement+8.9%
61.8% retracement+11.7%
% distance of current price from each 52-week Fibonacci support level.

Compare this AssetiRun a head-to-head backtest and risk analysis against similar assets.

BVAL.USvsDLLL.US

Compare Bluemonte Large Cap Value ETF vs GraniteShares 2x Long DELL Daily ETF

BVAL.USvsAPPX.US

Compare Bluemonte Large Cap Value ETF vs Tradr 2X Long APP Daily ETF

BVAL.USvsAREA.US

Compare Bluemonte Large Cap Value ETF vs Harbor AlphaEdge Next Generation REITs ETF

Frequently Asked Questions & Methodology

Is Bluemonte Large Cap Value ETF a high-risk investment?

Bluemonte Large Cap Value ETF (BVAL.US) has an annualized volatility of 10.8% and experienced a maximum drawdown of 5.1% over the last 10 years. Its primary macro risk driver is VTV.US.

What is the 10-year return of BVAL.US?

Over the past 10 years, BVAL.US has generated a Compound Annual Growth Rate (CAGR) of 20.0%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

Run a Full Backtest on Bluemonte Large Cap Value ETF

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest