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MATH: Metalpha Technology Holding Limited (ETF)
Basic Info
Asset Class: | Tactical Allocation |
MyPlanIQ Rating: | (22%) |
Start Date: | 06/24/2011 |
Last Dividend Date: | 12/29/2015 |
12-Mo. Yield | 0.00% |
Expenses | 1.35% |
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Performance Analytics (As of 07/31/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | Since 06/24/2011 |
2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.0 | 2.6 | 1.4 | 4.1 | -2.3 | 15.2 | 2.5 | -7.5 | 2.0 | 15.9 | 6.0 | -1.5 |
Sharpe Ratio | NA | 0.93 | 0.05 | 0.23 | 0.33 | -0.55 | 1.42 | 0.16 | -0.61 | 0.17 | 1.54 | 0.49 | -0.31 |
Draw Down(%) | NA | 8.9 | 19.9 | 19.9 | 19.9 | 8.9 | 5.1 | 9.0 | 13.6 | 5.5 | 6.2 | 10.1 | 7.5 |
Standard Deviation(%) | NA | 11.5 | 13.0 | 12.4 | 12.0 | 17.3 | 10.3 | 14.2 | 12.3 | 11.6 | 10.3 | 12.3 | 9.0 |
Treynor Ratio | NA | 0.2 | 0.01 | 0.05 | 0.09 | -0.19 | 0.22 | 0.04 | -0.15 | 0.04 | 0.21 | 0.09 | -0.32 |
Alpha | NA | 0.01 | -0.02 | -0.02 | -0.01 | -0.02 | 0.0 | -0.01 | -0.03 | -0.02 | -0.02 | -0.02 | -0.01 |
Beta | NA | 0.52 | 0.52 | 0.56 | 0.43 | 0.49 | 0.67 | 0.57 | 0.52 | 0.53 | 0.74 | 0.7 | 0.09 |
RSquared | NA | 0.29 | 0.28 | 0.33 | 0.27 | 0.33 | 0.19 | 0.27 | 0.43 | 0.26 | 0.64 | 0.52 | 0.09 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/24/2011
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