Historically, September has been the worst month for stocks, with the S&P 500 averaging negative returns since 1928. To navigate this period, investors are looking at three actively managed funds: iShares U.S. Large Cap Premium Income Active ETF (BALI), Amplify CWP Enhanced Dividend Income ETF (DIVO), and Janus Henderson AAA CLO ETF (JAAA). BALI and DIVO use options overlays on large-cap portfolios to generate high-single-digit yields, while JAAA invests in AAA CLO tranches, offering around 5% in floating-rate yield with low stock market sensitivity.