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Region
North America (U.S.)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Alternatives

Highlights

Avg. Volume (1M)
0
Avg. Volume Value (1M)
$0.00

Share Price Chart


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Alpha Alternative Assets Fund

Performance

AAACX Performance Chart

Alpha Alternative Assets Fund (AAACX) is up 4.7% since the beginning of the year. AAACX is currently trading at $7 per share. Investors who bought $1,000 worth of AAACX shares 5 years ago would now be looking at an investment worth $940.


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S&P 500 Index

Returns By Period

Alpha Alternative Assets Fund (AAACX) has returned 4.68% so far this year and 7.11% over the past 12 months.


Alpha Alternative Assets Fund

1D
0.00%
1M
0.33%
6M
4.20%
YTD
4.68%
1Y
7.11%
3Y*
6.26%
5Y*
-1.24%
10Y*
ALL TIME*
-0.13%

Benchmark (S&P 500 Index)

1D
0.05%
1M
0.73%
6M
7.18%
YTD
8.28%
1Y
16.48%
3Y*
17.51%
5Y*
10.93%
10Y*
13.07%
ALL TIME*
8.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AAACX Monthly Returns History

Based on dividend-adjusted daily data since Oct 1, 2019, AAACX's average daily return is 0.00%, while the average monthly return is +0.02%. At this rate, an investment would double in approximately 288.8 years.

Historically, 55% of months were positive and 45% were negative. The best month was Nov 2020 with a return of +6.1%, while the worst month was Jan 2022 at -10.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 10 months.

On a daily basis, AAACX closed higher 32% of trading days. The best single day was Nov 2, 2020 with a return of +6.0%, while the worst single day was Jan 14, 2022 at -5.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.78%0.46%0.85%0.31%1.09%0.80%0.31%4.68%
2025-0.79%1.74%0.80%-0.78%1.41%0.34%0.00%0.31%0.40%0.79%5.48%-3.39%6.27%
20240.32%0.48%0.26%0.32%-0.48%0.47%0.32%0.48%3.30%-0.16%-1.10%1.54%5.85%
20231.86%-1.98%2.74%-0.15%-0.62%0.66%-0.32%0.16%1.06%-0.32%0.48%0.19%3.75%
2022-10.77%-0.13%-1.17%-2.88%-0.99%-3.65%1.66%-0.44%-1.24%-1.36%-0.15%-0.77%-20.30%
2021-0.89%-0.70%1.40%0.50%-0.20%-1.65%-1.34%1.15%-1.57%-0.00%-2.76%-0.24%-6.20%

Benchmark Metrics

Alpha Alternative Assets Fund has an annualized alpha of -1.06%, beta of 0.08, and R2 of 0.04 versus S&P 500 Index. Calculated based on daily prices since October 01, 2019.

  • This fund participated in 27.70% of S&P 500 Index downside but only 10.30% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.08 may look defensive, but with R2 of 0.04 this fund 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 fund's risk.
  • R2 of 0.04 means this fund 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
-1.06%
Beta
0.08
0.04
Upside Capture
10.30%
Downside Capture
27.70%

Return for Risk

Risk / Return Rank

AAACX ranks 48 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


AAACX Risk / Return Rank: 4848
Overall Rank
AAACX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
AAACX Sortino Ratio Rank: 3636
Sortino Ratio Rank
AAACX Omega Ratio Rank: 9898
Omega Ratio Rank
AAACX Calmar Ratio Rank: 4141
Calmar Ratio Rank
AAACX Martin Ratio Rank: 2828
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 Alpha Alternative Assets Fund (AAACX) 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.


AAACXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.20

Sortino ratioReturn per unit of downside risk

-0.20

Omega ratioGain probability vs. loss probability

2.12

1.24

+0.88

Calmar ratioReturn relative to maximum drawdown

1.64

1.82

-0.18

Martin ratioReturn relative to average drawdown

4.00

7.79

-3.80

Dividends

Dividend History

Alpha Alternative Assets Fund provided a 5.56% dividend yield over the last twelve months, with an annual payout of $0.36 per share.


2.00%4.00%6.00%8.00%10.00%12.00%$0.00$0.20$0.40$0.60$0.80$1.002019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$0.36$0.33$0.20$0.49$0.30$1.02$0.59$0.17

Dividend yield

5.56%5.15%3.11%7.84%4.68%12.02%5.87%1.68%

Monthly Dividends

The table displays the monthly dividend distributions for Alpha Alternative Assets Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.14$0.00$0.00$0.03$0.00$0.18
2025$0.00$0.00$0.05$0.00$0.00$0.09$0.00$0.00$0.10$0.00$0.00$0.09$0.33
2024$0.00$0.00$0.06$0.00$0.00$0.04$0.00$0.00$0.06$0.00$0.00$0.05$0.20
2023$0.00$0.00$0.13$0.00$0.00$0.14$0.00$0.00$0.19$0.00$0.00$0.03$0.49
2022$0.00$0.00$0.14$0.00$0.00$0.12$0.00$0.00$0.04$0.00$0.00$0.00$0.30
2021$0.00$0.00$0.05$0.00$0.00$0.16$0.00$0.00$0.11$0.00$0.00$0.70$1.02

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 Alpha Alternative Assets Fund. 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 Alpha Alternative Assets Fund was 28.76%, occurring on Mar 9, 2023. The portfolio has not yet recovered.

The current Alpha Alternative Assets Fund drawdown is 12.70%.


Drawdown

Fall

Recovery

Underwater

Related event

-28.76%Mar 2023
2y 5mo
5y 9moOct 2020 - now
-6.50%Mar 2020
1mo 2d5mo 15d
6mo 17dFeb 2020 - Sep 2020
COVID crash2020
-2.42%Sep 2020
6d9d
15dSep 2020 - Oct 2020
-1.49%Nov 2019
1mo2d
1mo 2dOct 2019 - Nov 2019
-1.45%Dec 2019
5d10d
15dDec 2019 - Jan 2020

Drawdown Indicators


AAACXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-28.76%

-56.78%

+28.02%

Max Drawdown (1Y)

Largest decline over 1 year

-4.44%

-9.10%

+4.66%

Max Drawdown (3Y)

Largest decline over 3 years

-4.44%

-18.90%

+14.46%

Max Drawdown (5Y)

Largest decline over 5 years

-24.67%

-25.43%

+0.76%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-12.70%

-2.60%

-10.10%

Average Drawdown

Average peak-to-trough decline

-16.36%

-10.70%

-5.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.82%

2.12%

-0.30%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with AAACX

Add Alpha Alternative Assets Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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