- Issuer
- GSR
- Inception Date
- Apr 21, 2026
- Region
- Global (Global)
- Category
- Cryptocurrency
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Accumulating
- Asset Class
- Cryptocurrency
Share Price Chart
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Performance
BESO Performance Chart
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Returns By Period
GSR Crypto Core3 ETF
- 1D
- -0.37%
- 1M
- 14.17%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.45%
- 1M
- 1.63%
- 6M
- 8.05%
- YTD
- 9.62%
- 1Y
- 20.45%
- 3Y*
- 19.48%
- 5Y*
- 11.67%
- 10Y*
- 13.42%
BESO Monthly Returns History
Based on dividend-adjusted daily data since Apr 22, 2026, BESO's average daily return is -0.01%, while the average monthly return is -0.33%.
Historically, 25% of months were positive and 75% were negative. The best month was Jul 2026 with a return of +10.7%, while the worst month was May 2026 at -6.1%. The longest winning streak lasted 1 consecutive months, and the longest losing streak was 3 months.
On a daily basis, BESO closed higher 44% of trading days. The best single day was Jun 15, 2026 with a return of +7.2%, while the worst single day was May 18, 2026 at -4.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -5.65% | -6.09% | -0.28% | 10.71% | -2.19% |
Expense Ratio
BESO has a high expense ratio of 1.00%, indicating above-average management fees.
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for GSR Crypto Core3 ETF (BESO) 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.
| BESO | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.30 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.26 | — |
| Martin ratioReturn relative to average drawdown | — | 9.82 | — |
Dividends
Dividend History
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 GSR Crypto Core3 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 GSR Crypto Core3 ETF was 18.08%, occurring on Jun 25, 2026. The portfolio has not yet recovered.
The current GSR Crypto Core3 ETF drawdown is 5.68%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 correction2026 | -18.08%Jun 2026 | 1mo 14d | — | 1mo 27dMay 2026 - now |
2026 pullback2026 | -6.82%Apr 2026 | 7d | 9d | 16dApr 2026 - May 2026 |
Drawdown Indicators
| BESO | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.08% | -56.78% | +38.70% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.10% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -5.68% | -1.39% | -4.29% |
Average DrawdownAverage peak-to-trough decline | -9.34% | -10.71% | +1.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.09% | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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