- ISIN
- US26922B7257
- CUSIP
- 26922B725
- Delisting Date
- Dec 12, 2024
- Issuer
- Grayscale
- Inception Date
- Feb 1, 2022
- Category
- Blockchain, Technology Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Bloomberg Grayscale Future of Finance Index
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Assets Under Management
- $7M
Share Price Chart
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Performance
GFOF Performance Chart
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Returns By Period
Grayscale Future of Finance ETF
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.01%
- 1M
- -2.15%
- YTD
- 7.48%
- 6M
- 6.14%
- 1Y
- 20.77%
- 3Y*
- 19.34%
- 5Y*
- 11.44%
- 10Y*
- 13.91%
GFOF Monthly Returns History
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -22.07% | 25.91% | 7.74% | -17.99% | 9.12% | 15.60% | 0.25% | -9.10% | 7.62% | 7.69% | 38.98% | -0.28% | 60.08% |
| 2023 | 46.50% | -3.65% | -0.10% | 5.05% | 1.68% | 16.71% | 22.67% | -23.40% | -12.98% | 2.46% | 19.25% | 39.80% | 145.49% |
| 2022 | 1.36% | 6.70% | -29.79% | -19.68% | -29.31% | 27.16% | 0.22% | -13.35% | -0.90% | -21.21% | -17.10% | -69.18% |
Benchmark Metrics
Grayscale Future of Finance ETF has an annualized alpha of -0.05%, beta of 2.28, and R2 of 0.39 versus S&P 500 Index. Calculated based on daily prices since February 02, 2022.
- This ETF captured 256.32% of S&P 500 Index gains and 177.25% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- R2 of 0.39 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- -0.05%
- Beta
- 2.28
- R²
- 0.39
- Upside Capture
- 256.32%
- Downside Capture
- 177.25%
Expense Ratio
GFOF has an expense ratio of 0.70%, placing it in the medium range.
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Grayscale Future of Finance ETF (GFOF) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GFOF | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.30 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.29 | — |
| Martin ratioReturn relative to average drawdown | — | 10.09 | — |
Dividends
Dividend History
Grayscale Future of Finance ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.
| Period | TTM | 2023 |
|---|---|---|
| Dividend | $0.00 | $0.73 |
Dividend yield | 0.00% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -75.18%Dec 2022 | 9mo 3d | 1y 10mo | 2y 7moMar 2022 - Nov 2024 |
Bear market2022 | -23.87%Mar 2022 | 1mo 2d | 10d | 1mo 12dFeb 2022 - Mar 2022 |
2024 correction2024 | -10.63%Nov 2024 | 2d | 15d | 17dNov 2024 - Nov 2024 |
Bear market2022 | -6.10%Feb 2022 | 1d | 1d | 2dFeb 2022 - Feb 2022 |
Bear market2022 | -2.78%Mar 2022 | 0s | 3d | 3dMar 2022 - Mar 2022 |
Drawdown Indicators
| GFOF | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -56.78% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.10% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | — | -3.32% | — |
Average DrawdownAverage peak-to-trough decline | — | -10.71% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.06% | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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