Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ALFA (AlphaClone Alternative Alpha ETF) | NA | -29.21% | 5.76% | 8.69% | 8.64% | NA | NA | … | … |
Data as of 09/01/2022, Common starting date is 05/31/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ALFA (AlphaClone Alternative Alpha ETF) | 05/31/2012 | 09/01/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.11 | -29.21 | 5.76 | 8.69 | 8.64 | NA | NA | … | … | -20.39 | 1.64 | 31.26 | 39.12 | -0.97 | 21.62 | -6.11 | -11.50 | 12.55 | 36.35 | 12.29 |
| Sharpe Ratio | NA | -0.90 | 0.16 | 0.29 | 0.38 | NA | NA | … | … | -0.80 | 0.06 | 0.83 | 2.61 | -0.10 | 2.41 | -0.49 | -0.71 | 0.80 | 2.65 | 1.39 |
| Standard Deviation(%) | NA | 33.18 | 31.62 | 27.32 | 21.71 | NA | NA | … | … | 37.18 | 25.75 | 37.10 | 14.42 | 23.07 | 8.75 | 12.79 | 16.17 | 15.75 | 13.69 | 15.94 |
| Draw Down(%) | NA | 42.87 | 42.87 | 42.87 | 42.87 | NA | NA | … | … | 34.85 | 19.13 | 39.62 | 7.47 | 22.57 | 3.73 | 15.04 | 22.34 | 10.19 | 6.89 | 8.96 |
| Yield(%) | 0.00 | 0.00 | 0.29 | 0.28 | 0.37 | 0.27 | 0.20 | … | … | 0.00 | 0.00 | 0.62 | 0.22 | 0.25 | 0.00 | 0.00 | 0.00 | 0.01 | 1.36 | 0.24 |
Data as of 09/01/2022, Common starting date is 05/31/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALFA (AlphaClone Alternative Alpha ETF) |
-2.21%
Dec 2013 – Dec 2016 |
-0.35%
Mar 2015 – Mar 2020 |
7.60%
Jun 2012 – Jun 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALFA (AlphaClone Alternative Alpha ETF) |
25.07%
Oct 2018 – Oct 2021 |
20.74%
Oct 2016 – Oct 2021 |
8.70%
Aug 2012 – Aug 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart