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Grayscale Future of Finance ETF (GFOF)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US26922B7257

CUSIP

26922B725

Issuer

Grayscale

Inception Date

Feb 1, 2022

Leveraged

1x

Index Tracked

Bloomberg Grayscale Future of Finance Index

Home Page

grayscale.com

Asset Class

Equity

Expense Ratio

GFOF has an expense ratio of 0.70%, placing it in the medium range.


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.


Performance

Performance Chart


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Returns By Period


GFOF

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.77%

1M

7.44%

6M

-5.60%

1Y

8.37%

5Y*

14.12%

10Y*

10.46%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-22.06%25.90%7.74%-17.99%9.12%15.60%0.25%-9.10%7.62%7.69%38.98%-0.28%60.08%
202346.49%-3.65%-0.10%5.05%1.68%16.71%22.66%-23.40%-12.98%2.46%19.25%39.81%145.50%
20223.33%6.70%-29.79%-19.68%-29.31%27.16%0.21%-13.34%-0.90%-21.21%-17.11%-68.58%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of GFOF is 52, 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 GFOF is 5252
Overall Rank
The Sharpe Ratio Rank of GFOF is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of GFOF is 5959
Sortino Ratio Rank
The Omega Ratio Rank of GFOF is 5353
Omega Ratio Rank
The Calmar Ratio Rank of GFOF is 5353
Calmar Ratio Rank
The Martin Ratio Rank of GFOF is 4242
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 Grayscale Future of Finance ETF (GFOF) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


There isn't enough data available to calculate the Sharpe ratio for Grayscale Future of Finance ETF. This metric is based on the past 12 months of trading data. Please check back later for updated information.


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Dividends

Dividend History

Grayscale Future of Finance ETF provided a 2.55% dividend yield over the last twelve months, with an annual payout of $0.71 per share.


4.08%$0.00$0.20$0.40$0.60$0.802023
Dividends
Dividend Yield
PeriodTTM2023
Dividend$0.71$0.73

Dividend yield

2.55%4.08%

Monthly Dividends

The table displays the monthly dividend distributions for Grayscale Future of Finance 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$0.00$0.00$0.00$0.71$0.00$0.00$0.00$0.00$0.00$0.00$0.71
2023$0.08$0.00$0.00$0.00$0.00$0.00$0.65$0.73

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 Grayscale Future of Finance 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 Grayscale Future of Finance ETF was 75.18%, occurring on Dec 28, 2022. Recovery took 470 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-75.18%Mar 30, 2022189Dec 28, 2022470Nov 11, 2024659
-23.87%Feb 10, 202222Mar 14, 20228Mar 24, 202230
-10.63%Nov 12, 20243Nov 14, 202410Nov 29, 202413
-4.27%Feb 3, 20221Feb 3, 20221Feb 4, 20222
-2.78%Mar 25, 20221Mar 25, 20221Mar 28, 20222

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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