PortfoliosLab logoPortfoliosLab logo
Issuer
CBOE Vest
Inception Date
Aug 13, 2021
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Cryptocurrency
Asset Class Size
Multi-Cap
Asset Class Style
Blend

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

BTCLX Performance Chart

Vest Bitcoin Strategy Managed Volatility Fund Investor Class (BTCLX) is down 26.1% since the beginning of the year. BTCLX is currently trading at $15 per share.


Loading charts...

S&P 500 Index

Returns By Period

Vest Bitcoin Strategy Managed Volatility Fund Investor Class (BTCLX) has returned -26.05% so far this year and -37.11% over the past 12 months.


Vest Bitcoin Strategy Managed Volatility Fund Investor Class

1D
-1.98%
1M
-17.24%
YTD
-26.05%
6M
-26.75%
1Y
-37.11%
3Y*
22.55%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTCLX Monthly Returns History

Based on dividend-adjusted daily data since Aug 27, 2021, BTCLX's average daily return is +0.05%, while the average monthly return is +1.16%. At this rate, an investment would double in approximately 5.0 years.

Historically, 49% of months were positive and 51% were negative. The best month was Feb 2024 with a return of +40.7%, while the worst month was Jun 2022 at -26.7%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 5 months.

On a daily basis, BTCLX closed higher 48% of trading days. The best single day was Mar 13, 2023 with a return of +16.4%, while the worst single day was Nov 11, 2022 at -21.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.83%-16.72%2.06%9.98%-5.67%-14.57%-26.05%
20256.62%-15.52%-2.63%9.83%7.57%2.46%8.23%-6.96%5.37%-4.27%-16.85%-3.23%-13.23%
2024-14.28%40.68%7.13%-5.84%9.52%-11.51%8.24%-8.34%6.05%10.57%30.76%-3.94%72.28%
202331.66%0.45%9.58%0.49%-3.77%9.89%-4.27%-10.62%2.45%24.87%9.07%24.39%128.72%
2022-25.39%7.38%5.37%-11.57%-11.67%-26.65%14.08%-11.16%-0.72%4.01%-15.73%-1.76%-58.09%
2021-1.46%-5.90%29.28%-5.87%-0.90%11.83%

Benchmark Metrics

Vest Bitcoin Strategy Managed Volatility Fund Investor Class has an annualized alpha of 2.49%, beta of 0.95, and R2 of 0.14 versus S&P 500 Index. Calculated based on daily prices since August 27, 2021.

  • This fund participated in 126.60% of S&P 500 Index downside but only 101.49% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.14 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
2.49%
Beta
0.95
0.14
Upside Capture
101.49%
Downside Capture
126.60%

Expense Ratio

BTCLX has a high expense ratio of 3.44%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

BTCLX ranks 1 for risk / return — in the bottom 1% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


BTCLX Risk / Return Rank: 11
Overall Rank
BTCLX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BTCLX Sortino Ratio Rank: 11
Sortino Ratio Rank
BTCLX Omega Ratio Rank: 11
Omega Ratio Rank
BTCLX Calmar Ratio Rank: 11
Calmar Ratio Rank
BTCLX Martin Ratio Rank: 11
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 Vest Bitcoin Strategy Managed Volatility Fund Investor Class (BTCLX) 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.


BTCLXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-2.97

Sortino ratioReturn per unit of downside risk

-4.08

Omega ratioGain probability vs. loss probability

0.85

1.37

-0.52

Calmar ratioReturn relative to maximum drawdown

-0.76

2.78

-3.55

Martin ratioReturn relative to average drawdown

-1.35

12.44

-13.79

Dividends

Dividend History

Vest Bitcoin Strategy Managed Volatility Fund Investor Class provided a 17.35% dividend yield over the last twelve months, with an annual payout of $2.67 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%$0.00$0.50$1.00$1.50$2.00$2.5020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$2.67$2.67$2.44$1.83$0.00$2.56

Dividend yield

17.35%12.83%9.04%10.73%0.00%12.81%

Monthly Dividends

The table displays the monthly dividend distributions for Vest Bitcoin Strategy Managed Volatility Fund Investor Class. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.67$2.67
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.44$2.44
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.83$1.83
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$2.56$2.56

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Vest Bitcoin Strategy Managed Volatility Fund Investor Class. 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 Vest Bitcoin Strategy Managed Volatility Fund Investor Class was 64.43%, occurring on Nov 21, 2022. Recovery took 318 trading sessions.

The current Vest Bitcoin Strategy Managed Volatility Fund Investor Class drawdown is 48.01%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-64.43%Nov 2022
1y 1mo1y 3mo
2y 4moOct 2021 - Feb 2024
2026 bear market2026
-50.11%Jun 2026
8mo 1d
8mo 19dOct 2025 - now
2025 selloff2025
-25.99%Apr 2025
3mo 21d3mo 3d
6mo 24dDec 2024 - Jul 2025
2024 bear market2024
-20.89%Sep 2024
3mo 2d1mo 23d
4mo 25dJun 2024 - Oct 2024
2024 correction2024
-13.81%May 2024
1mo 18d19d
2mo 7dMar 2024 - May 2024

Drawdown Indicators


BTCLXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-64.43%

-56.78%

-7.65%

Max Drawdown (1Y)

Largest decline over 1 year

-50.11%

-9.10%

-41.01%

Max Drawdown (3Y)

Largest decline over 3 years

-50.11%

-18.90%

-31.21%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-48.01%

-1.80%

-46.21%

Average Drawdown

Average peak-to-trough decline

-27.77%

-10.71%

-17.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.87%

2.03%

+25.84%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with BTCLX

Add Vest Bitcoin Strategy Managed Volatility Fund Investor Class to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with BTCLX