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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in CoreValues Alpha Greater China Growth ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
CoreValues Alpha Greater China Growth ETF (CGRO) has returned -12.22% so far this year and -10.75% over the past 12 months.
CoreValues Alpha Greater China Growth ETF
- 1D
- 2.79%
- 1M
- -5.24%
- YTD
- -12.22%
- 6M
- -23.55%
- 1Y
- -10.75%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Oct 17, 2023, CGRO's average daily return is +0.05%, while the average monthly return is +0.92%. At this rate, your investment would double in approximately 6.3 years.
Historically, 53% of months were positive and 47% were negative. The best month was Sep 2024 with a return of +25.0%, while the worst month was Jan 2024 at -11.5%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 6 months.
On a daily basis, CGRO closed higher 49% of trading days. The best single day was Sep 26, 2024 with a return of +9.8%, while the worst single day was Oct 8, 2024 at -9.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.64% | -6.77% | -5.24% | -12.22% | |||||||||
| 2025 | 5.24% | 7.20% | 4.81% | -7.30% | 0.88% | 4.50% | 2.44% | 9.17% | 6.83% | -5.36% | -6.95% | -1.11% | 20.23% |
| 2024 | -11.50% | 7.21% | 2.06% | 2.63% | 3.11% | -4.42% | -2.96% | -0.10% | 25.03% | -1.53% | -5.51% | 3.89% | 14.75% |
| 2023 | -1.86% | 3.88% | 0.08% | 2.03% |
Benchmark Metrics
CoreValues Alpha Greater China Growth ETF has an annualized alpha of -0.96%, beta of 0.79, and R² of 0.18 versus S&P 500 Index. Calculated based on daily prices since October 18, 2023.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (36.84%) than losses (27.51%) — typical of diversified or defensive assets.
- R² of 0.18 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.
- Alpha
- -0.96%
- Beta
- 0.79
- R²
- 0.18
- Upside Capture
- 36.84%
- Downside Capture
- 27.51%
Expense Ratio
CGRO has an expense ratio of 0.75%, placing it in the medium range.
Return for Risk
Risk / Return Rank
CGRO ranks 5 for risk / return — in the bottom 5% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for CoreValues Alpha Greater China Growth ETF (CGRO) and compare them to a chosen benchmark (S&P 500 Index).
| CGRO | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.40 | 0.90 | -1.30 |
Sortino ratioReturn per unit of downside risk | -0.39 | 1.39 | -1.78 |
Omega ratioGain probability vs. loss probability | 0.95 | 1.21 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | -0.34 | 1.40 | -1.74 |
Martin ratioReturn relative to average drawdown | -0.81 | 6.61 | -7.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore CGRO risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
CoreValues Alpha Greater China Growth ETF provided a 3.19% dividend yield over the last twelve months, with an annual payout of $0.75 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
| Dividend | $0.75 | $0.67 | $0.57 | $0.04 |
Dividend yield | 3.19% | 2.48% | 2.47% | 0.21% |
Monthly Dividends
The table displays the monthly dividend distributions for CoreValues Alpha Greater China Growth ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.08 | $0.08 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.67 | $0.67 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.57 | $0.57 |
| 2023 | $0.04 | $0.04 |
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 CoreValues Alpha Greater China Growth 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 CoreValues Alpha Greater China Growth ETF was 27.01%, occurring on Mar 30, 2026. The portfolio has not yet recovered.
The current CoreValues Alpha Greater China Growth ETF drawdown is 24.98%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.01% | Oct 3, 2025 | 122 | Mar 30, 2026 | — | — | — |
| -24.69% | Mar 18, 2025 | 16 | Apr 8, 2025 | 93 | Aug 21, 2025 | 109 |
| -22.48% | Oct 8, 2024 | 65 | Jan 10, 2025 | 44 | Mar 17, 2025 | 109 |
| -17.04% | May 20, 2024 | 53 | Aug 5, 2024 | 37 | Sep 26, 2024 | 90 |
| -14.24% | Nov 16, 2023 | 53 | Feb 2, 2024 | 62 | May 2, 2024 | 115 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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