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Core Alternative ETF (CCOR)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS1320618549
CUSIP53656F847
IssuerCore Alternative Capital
Inception DateMay 24, 2017
RegionNorth America (U.S.)
CategoryLarge Cap Growth Equities, Actively Managed
Index TrackedNo Index (Active)
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

CCOR has a high expense ratio of 1.09%, indicating higher-than-average management fees.


Expense ratio chart for CCOR: current value at 1.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.09%

Share Price Chart


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Compare to other instruments

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


Core Alternative ETF

Popular comparisons: CCOR vs. AIRR, CCOR vs. BTAL, CCOR vs. DIVO, CCOR vs. JEPI, CCOR vs. SCHD, CCOR vs. VOO, CCOR vs. JEPQ, CCOR vs. SPY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Core Alternative ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%20.00%40.00%60.00%80.00%100.00%120.00%140.00%FebruaryMarchAprilMayJuneJuly
12.39%
132.42%
CCOR (Core Alternative ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Core Alternative ETF had a return of -5.39% year-to-date (YTD) and -5.38% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-5.39%17.16%
1 month3.38%2.10%
6 months-5.11%17.92%
1 year-5.38%22.68%
5 years (annualized)0.02%13.47%
10 years (annualized)N/A10.97%

Monthly Returns

The table below presents the monthly returns of CCOR, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.76%-1.89%-0.66%-0.87%-1.56%-3.30%-5.39%
2023-2.50%-2.40%-0.35%-1.34%-5.95%1.17%-0.43%-0.25%-0.21%0.07%-0.29%0.04%-11.92%
20220.29%-0.86%-1.55%1.28%-1.14%1.11%2.64%-0.67%-4.78%6.68%2.75%-2.81%2.51%
2021-2.90%1.80%2.69%1.93%2.46%-2.58%2.43%0.53%-1.72%0.85%-1.84%6.21%9.90%
2020-0.71%-1.71%5.02%0.48%-1.43%-1.31%-0.76%0.93%-0.01%-2.71%4.69%1.83%4.07%
2019-1.31%1.49%1.56%-0.30%1.34%0.20%-0.36%1.96%-1.30%-0.21%1.04%1.84%6.03%
2018-0.74%-1.76%-0.12%-1.48%0.04%-0.84%2.25%1.68%0.18%2.06%0.71%2.67%4.64%
20170.44%-0.07%-1.27%0.90%1.34%0.28%1.50%0.53%3.68%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CCOR is 3, indicating that it is in the bottom 3% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of CCOR is 33
CCOR (Core Alternative ETF)
The Sharpe Ratio Rank of CCOR is 33Sharpe Ratio Rank
The Sortino Ratio Rank of CCOR is 33Sortino Ratio Rank
The Omega Ratio Rank of CCOR is 33Omega Ratio Rank
The Calmar Ratio Rank of CCOR is 44Calmar Ratio Rank
The Martin Ratio Rank of CCOR is 44Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Core Alternative ETF (CCOR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


CCOR
Sharpe ratio
The chart of Sharpe ratio for CCOR, currently valued at -0.63, compared to the broader market0.002.004.006.00-0.63
Sortino ratio
The chart of Sortino ratio for CCOR, currently valued at -0.86, compared to the broader market0.005.0010.00-0.86
Omega ratio
The chart of Omega ratio for CCOR, currently valued at 0.91, compared to the broader market1.002.003.000.91
Calmar ratio
The chart of Calmar ratio for CCOR, currently valued at -0.22, compared to the broader market0.005.0010.0015.0020.00-0.22
Martin ratio
The chart of Martin ratio for CCOR, currently valued at -0.87, compared to the broader market0.0050.00100.00150.00-0.87
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.10, compared to the broader market0.002.004.006.002.10
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.94, compared to the broader market0.005.0010.002.94
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.37, compared to the broader market1.002.003.001.37
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.66, compared to the broader market0.005.0010.0015.0020.001.66
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.83, compared to the broader market0.0050.00100.00150.007.83

Sharpe Ratio

The current Core Alternative ETF Sharpe ratio is -0.63. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Core Alternative ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.003.00FebruaryMarchAprilMayJuneJuly
-0.63
2.10
CCOR (Core Alternative ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Core Alternative ETF granted a 1.22% dividend yield in the last twelve months. The annual payout for that period amounted to $0.32 per share.


PeriodTTM2023202220212020201920182017
Dividend$0.32$0.33$0.35$0.32$0.43$0.20$0.41$0.23

Dividend yield

1.22%1.21%1.11%1.02%1.50%0.73%1.53%0.89%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.12$0.00$0.00$0.06$0.00$0.17
2023$0.00$0.00$0.12$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.06$0.33
2022$0.00$0.00$0.13$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.07$0.35
2021$0.00$0.00$0.10$0.00$0.00$0.11$0.00$0.00$0.08$0.00$0.00$0.03$0.32
2020$0.00$0.00$0.14$0.00$0.00$0.14$0.00$0.00$0.06$0.00$0.00$0.09$0.43
2019$0.00$0.00$0.00$0.00$0.00$0.07$0.00$0.00$0.09$0.00$0.00$0.04$0.20
2018$0.00$0.00$0.08$0.00$0.00$0.07$0.00$0.00$0.26$0.00$0.00$0.00$0.41
2017$0.03$0.00$0.00$0.09$0.00$0.00$0.11$0.23

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%FebruaryMarchAprilMayJuneJuly
-19.50%
-1.39%
CCOR (Core Alternative ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Core Alternative 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 Core Alternative ETF was 22.99%, occurring on Jul 1, 2024. The portfolio has not yet recovered.

The current Core Alternative ETF drawdown is 19.50%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.99%Nov 11, 2022409Jul 1, 2024
-13.4%Mar 17, 20205Mar 23, 2020271Apr 20, 2021276
-6.47%Jan 24, 202235Mar 14, 202271Jun 24, 2022106
-6.45%Sep 14, 202213Sep 30, 202220Oct 28, 202233
-5.27%Dec 8, 2017141Jul 2, 201870Oct 11, 2018211

Volatility

Volatility Chart

The current Core Alternative ETF volatility is 2.62%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
2.62%
2.59%
CCOR (Core Alternative ETF)
Benchmark (^GSPC)