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Anfield Diversified Alternatives ETF (DALT)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US90213U1152

CUSIP

90213U115

Inception Date

Sep 28, 2017

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Multi-Asset

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

DALT has a high expense ratio of 2.22%, indicating above-average management fees.


Share Price Chart


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Compare to other instruments

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Performance

Performance Chart

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


DALT (Anfield Diversified Alternatives ETF)
Benchmark (^GSPC)

Returns By Period


DALT

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.70%

1M

13.67%

6M

-5.18%

1Y

9.18%

5Y*

14.14%

10Y*

10.43%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.74%2.09%3.69%-1.13%3.88%
20235.17%-3.69%-1.76%0.11%-2.20%4.67%4.13%-0.93%-2.47%-1.86%3.56%2.20%6.57%
2022-6.27%-1.97%5.64%-5.26%1.92%-8.38%3.26%-0.69%-9.29%6.98%1.68%-3.95%-16.57%
20211.20%0.75%1.33%3.43%0.09%2.30%0.25%1.35%-4.73%5.23%-2.82%1.40%9.82%
20202.04%-9.37%-22.95%7.04%3.67%-0.25%6.06%3.40%-1.76%-1.45%10.42%5.39%-2.54%
20199.88%1.27%1.25%2.48%-3.53%3.97%1.80%-1.93%1.28%0.25%0.13%1.59%19.41%
20182.26%-3.56%-0.76%1.07%0.63%1.07%2.87%0.74%-0.03%-7.36%1.24%-7.43%-9.51%
20171.80%0.10%0.96%2.88%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DALT is 39, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of DALT is 3939
Overall Rank
The Sharpe Ratio Rank of DALT is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of DALT is 3737
Sortino Ratio Rank
The Omega Ratio Rank of DALT is 3636
Omega Ratio Rank
The Calmar Ratio Rank of DALT is 3333
Calmar Ratio Rank
The Martin Ratio Rank of DALT is 5151
Martin 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 Anfield Diversified Alternatives ETF (DALT) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


There is not enough data available to calculate the Sharpe ratio for Anfield Diversified Alternatives ETF. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.


Rolling 12-month Sharpe Ratio
DALT (Anfield Diversified Alternatives ETF)
Benchmark (^GSPC)

Dividends

Dividend History


1.50%2.00%2.50%3.00%3.50%4.00%$0.00$0.10$0.20$0.30$0.402017201820192020202120222023
Dividends
Dividend Yield
Period2023202220212020201920182017
Dividend$0.35$0.32$0.17$0.25$0.42$0.29$0.13

Dividend yield

4.09%3.82%1.59%2.62%4.09%3.25%1.25%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.01$0.01$0.01$0.03$0.05
2023$0.00$0.01$0.00$0.04$0.01$0.01$0.05$0.00$0.01$0.04$0.01$0.14$0.35
2022$0.00$0.01$0.01$0.04$0.01$0.01$0.04$0.01$0.01$0.04$0.01$0.14$0.32
2021$0.00$0.01$0.00$0.01$0.00$0.01$0.01$0.00$0.00$0.01$0.01$0.11$0.17
2020$0.01$0.02$0.04$0.04$0.02$0.01$0.03$0.01$0.01$0.02$0.01$0.05$0.25
2019$0.00$0.01$0.02$0.05$0.02$0.03$0.06$0.01$0.01$0.06$0.02$0.11$0.42
2018$0.00$0.01$0.01$0.03$0.01$0.01$0.05$0.01$0.02$0.03$0.01$0.10$0.29
2017$0.13$0.13

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.


DALT (Anfield Diversified Alternatives ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Anfield Diversified Alternatives 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 Anfield Diversified Alternatives ETF was 44.92%, occurring on Mar 23, 2020. Recovery took 270 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.92%Feb 21, 202022Mar 23, 2020270Apr 26, 2021292
-22.99%Nov 10, 2021343Mar 23, 2023
-17.76%Aug 30, 201880Dec 24, 2018121Jun 19, 2019201
-7.14%Jan 29, 201810Feb 9, 2018114Jul 26, 2018124
-6.53%Sep 7, 202120Oct 4, 202121Nov 2, 202141

Volatility

Volatility Chart

The current Anfield Diversified Alternatives ETF volatility is 1.95%, 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.


DALT (Anfield Diversified Alternatives ETF)
Benchmark (^GSPC)