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Grayscale Future of Finance ETF (GFOF)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US26922B7257
CUSIP
26922B725
Issuer
Grayscale
Inception Date
Feb 1, 2022
Leveraged
1x (No leverage)
Index Tracked
Bloomberg Grayscale Future of Finance Index
Distribution Policy
Accumulating
Asset Class
Equity

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Grayscale Future of Finance 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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S&P 500 Index

Returns By Period


Grayscale Future of Finance ETF

1D
1M
YTD
6M
1Y
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns


JanFebMarAprMayJunJulAugSepOctNovDecTotal
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%
202346.50%-3.65%-0.10%5.05%1.68%16.71%22.67%-23.40%-12.98%2.46%19.25%39.80%145.49%
20223.33%6.70%-29.79%-19.68%-29.31%27.16%0.22%-13.35%-0.90%-21.21%-17.10%-68.58%

Benchmark Metrics

Grayscale Future of Finance ETF has an annualized alpha of 1.33%, beta of 2.28, and R² of 0.40 versus S&P 500 Index. Calculated based on daily prices since February 03, 2022.

  • This ETF captured 256.32% of S&P 500 Index gains and 174.31% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • R² of 0.40 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
1.33%
Beta
2.28
0.40
Upside Capture
256.32%
Downside Capture
174.31%

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 a chosen benchmark (S&P 500 Index).


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.


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


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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