AlphaClone Alternative Alpha ETF (ALFA)
ALFA is a passive ETF by Exchange Traded Concepts tracking the investment results of the AlphaClone Hedge Fund Masters Index. ALFA launched on May 31, 2012 and has a 0.65% expense ratio.
ETF Info
| ISIN | US26922A3059 |
|---|---|
| CUSIP | 26922A305 |
| Issuer | Exchange Traded Concepts |
| Inception Date | May 31, 2012 |
| Region | North America (U.S.) |
| Category | All Cap Equities |
| Expense Ratio | 0.65% |
| Index Tracked | AlphaClone Hedge Fund Masters Index |
| Asset Class | Equity |
Asset Class Size | Multi-Cap |
Asset Class Style | Growth |
Trading Data
| Previous Close | $62.10 |
|---|---|
| Year Range | $51.25 - $89.71 |
| EMA (50) | $60.34 |
| EMA (200) | $67.02 |
| Average Volume | $5.82K |
ALFAShare Price Chart
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ALFAPerformance
The chart shows the growth of $10,000 invested in AlphaClone Alternative Alpha ETF in Jun 2012 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $25,483 for a total return of roughly 154.83%. All prices are adjusted for splits and dividends.
ALFACompare to other instruments
ALFAReturns in periods
| Period | Return | Benchmark |
|---|---|---|
| 1M | 4.53% | -3.69% |
| 6M | -8.27% | -9.57% |
| YTD | -20.39% | -16.77% |
| 1Y | -28.77% | -12.29% |
| 5Y | 8.78% | 10.05% |
| 10Y | 8.78% | 11.15% |
ALFAMonthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -11.63% | -1.41% | 3.46% | -13.44% | -0.64% | -12.98% | 12.56% | 4.83% | 0.00% | |||
| 2021 | 2.57% | 1.94% | -6.07% | 4.75% | -2.05% | 9.38% | 0.16% | 2.89% | -4.85% | 6.11% | -6.75% | -4.96% |
| 2020 | 0.69% | -8.06% | -18.55% | 16.40% | 6.28% | 3.85% | 7.52% | 8.13% | -2.31% | -0.66% | 13.56% | 5.77% |
| 2019 | 9.84% | 4.70% | 3.56% | 4.82% | -5.78% | 5.58% | 1.64% | 0.16% | 1.56% | 3.18% | 3.86% | 1.10% |
| 2018 | 7.64% | -2.37% | -3.40% | 1.61% | 5.57% | 0.99% | 0.15% | 8.19% | 0.13% | -11.15% | 2.71% | -9.03% |
| 2017 | 3.81% | 4.16% | -0.13% | 2.00% | 0.61% | 1.75% | 2.92% | 0.56% | 1.14% | 1.59% | 1.97% | -0.53% |
| 2016 | -7.20% | -0.75% | -2.87% | -1.43% | 2.87% | -1.65% | 5.98% | -0.23% | 1.67% | -3.78% | 1.39% | 0.34% |
| 2015 | -1.70% | 6.99% | 1.59% | -1.29% | 3.51% | -2.62% | 2.49% | -8.13% | -4.88% | -5.68% | -0.84% | -0.61% |
| 2014 | -0.45% | 5.12% | -3.43% | -2.37% | 1.13% | 4.37% | -3.72% | 7.01% | -1.14% | 1.50% | 4.86% | -0.32% |
| 2013 | 5.38% | 1.43% | 3.22% | 1.01% | 4.65% | -3.18% | 6.73% | -1.90% | 6.49% | 1.85% | 4.14% | 2.12% |
| 2012 | 3.78% | 2.59% | 3.96% | 2.39% | -2.20% | -0.68% | 2.01% |
ALFADividend History
AlphaClone Alternative Alpha ETF granted a 0.00% dividend yield in the last twelve months. The annual payout for that period amounted to $0.00 per share.
| Period | TTM | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.00 | $0.00 | $0.37 | $0.09 | $0.11 | $0.00 | $0.00 | $0.00 | $0.00 | $0.39 | $0.06 |
Dividend yield | 0.00% | 0.00% | 0.48% | 0.16% | 0.26% | 0.00% | 0.00% | 0.00% | 0.01% | 1.04% | 0.22% |
ALFADrawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
ALFAWorst Drawdowns
The table below shows the maximum drawdowns of the AlphaClone Alternative Alpha ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the AlphaClone Alternative Alpha ETF is 42.87%, recorded on Jun 16, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -42.87% | Nov 5, 2021 | 154 | Jun 16, 2022 | — | — | — |
| -39.62% | Feb 20, 2020 | 23 | Mar 23, 2020 | 93 | Aug 5, 2020 | 116 |
| -31.78% | May 28, 2015 | 274 | Jun 27, 2016 | 417 | Mar 12, 2018 | 691 |
| -22.58% | Aug 30, 2018 | 80 | Dec 24, 2018 | 67 | Apr 2, 2019 | 147 |
| -19.13% | Feb 16, 2021 | 62 | May 13, 2021 | 74 | Aug 27, 2021 | 136 |
| -11.3% | Sep 2, 2020 | 7 | Sep 11, 2020 | 18 | Oct 7, 2020 | 25 |
| -10.74% | Mar 13, 2018 | 17 | Apr 6, 2018 | 32 | May 22, 2018 | 49 |
| -10.19% | Sep 19, 2014 | 17 | Oct 13, 2014 | 21 | Nov 11, 2014 | 38 |
| -10.18% | Mar 7, 2014 | 27 | Apr 14, 2014 | 92 | Aug 25, 2014 | 119 |
| -9.61% | Sep 7, 2021 | 20 | Oct 4, 2021 | 23 | Nov 4, 2021 | 43 |
ALFAVolatility Chart
Current AlphaClone Alternative Alpha ETF volatility is 1.25%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.