Core Alternative ETF (CCOR)

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Core Alternative ETF (CCOR) is down 4.0% since the beginning of the year. CCOR is currently trading at $25 per share. Investors who bought $1,000 worth of CCOR shares 5 years ago would now be looking at an investment worth $896.

Core Alternative ETF (CCOR) has returned -4.04% so far this year and -5.15% over the past 12 months.

Based on dividend-adjusted daily data since May 24, 2017, CCOR's average daily return is +0.01%, while the average monthly return is +0.12%. At this rate, an investment would double in approximately 48.2 years.

Historically, 49% of months were positive and 51% were negative. The best month was Oct 2022 with a return of +6.7%, while the worst month was May 2023 at -6.0%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 6 months.

On a daily basis, CCOR closed higher 48% of trading days. The best single day was Apr 9, 2025 with a return of +6.5%, while the worst single day was Mar 20, 2020 at -5.3%.

Core Alternative ETF has an annualized alpha of -0.37%, beta of 0.15, and R2 of 0.07 versus S&P 500 Index. Calculated based on daily prices since May 24, 2017.

• This ETF participated in 15.17% of S&P 500 Index downside but only 9.15% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.15 may look defensive, but with R2 of 0.07 this ETF 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 ETF's risk.
• R2 of 0.07 means this ETF 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.

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

CCOR ranks 3 for risk / return — in the bottom 3% of ETFs 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.

Core Alternative ETF provided a 1.04% dividend yield over the last twelve months, with an annual payout of $0.26 per share.

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.

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.

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 20.30%.

The chart below shows the rolling one-month volatility.