ALFA Performance — AlphaClone Alternative Alpha ETF
Data updated: 2022-08-29
ALFA returned −37.83% over one year to Jun 2022. Over one year the fund trailed its Money Market category average: $100 grew to $62, against $88 for the category. Volatility over the past 12 months was 23.01% a year. In the 12 months to Jun 2022 the fund took in a net $74.8M, and assets reached $21.02M.
ALFA Growth of $100
What $100 invested in AlphaClone Alternative Alpha ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Money Market category average over the same months.
| Period | ALFA | Category average |
|---|---|---|
| 1 year (Jul 2021 – Jun 2022) | $62 | $88 |
| Since data start (Jan 2020 – Jun 2022) | $90 | $100 |
ALFA Trailing Returns
Total returns to Jun 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −37.83% |
| 3 years (annualised) | −4.15% |
ALFA Annual Returns
Calendar-year total returns of AlphaClone Alternative Alpha ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 (Jan–Jun) | −32.61% |
| 2021 | +1.55% |
| 2020 | +31.45% |
ALFA Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | −11.6% | −1.6% | +3.7% | −13.4% | −0.6% | −13.2% | — | — | — | — | — | — |
| 2021 | +2.3% | +1.9% | −6.0% | +4.9% | −2.1% | +9.4% | +0.3% | +2.8% | −4.9% | +6.2% | −6.8% | −5.0% |
| 2020 | +0.3% | −7.0% | −18.6% | +15.3% | +6.6% | +3.7% | +7.9% | +8.0% | −2.4% | −0.4% | +13.5% | +5.6% |
ALFA Risk
Risk measures from monthly returns over Jul 2021 – Jun 2022.
- 1-year volatility (annualised): 23.01%
- Best month: +6.22% (Oct 2021)
- Worst month: −13.40% (Apr 2022)
ALFA Fund Flows
Monthly money in and out of AlphaClone Alternative Alpha ETF, from SEC Form N-PORT.
- 12-month net flow: $74.8M
- 12-month gross sales (incl. reinvestments): $38.5M
- Sales ÷ redemptions: -1.06×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2022 | $0 | $0 | $0 |
| May 2022 | $3.0M | −$4.5M | $7.5M |
| Apr 2022 | $0 | $0 | $0 |
| Mar 2022 | $1.8M | $0 | $1.8M |
| Feb 2022 | $8.3M | −$8.4M | $16.7M |
| Jan 2022 | $0 | $0 | $0 |
| Dec 2021 | $2.0M | $0 | $2.0M |
| Nov 2021 | $12.7M | −$12.6M | $25.3M |
| Oct 2021 | $0 | $0 | $0 |
| Sep 2021 | $0 | $0 | $0 |
| Aug 2021 | $10.8M | −$10.7M | $21.6M |
| Jul 2021 | $0 | $0 | $0 |
ALFA Assets Under Management
Net assets of AlphaClone Alternative Alpha ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-06-30 | $21.02M |
| 2022-03-31 | $29.91M |
| 2021-12-31 | $31.19M |
| 2021-09-30 | $31.07M |
| 2021-06-30 | $31.70M |
| 2021-03-31 | $28.23M |
| 2020-12-31 | $28.80M |
| 2020-09-30 | $25.87M |
| 2020-06-30 | $22.73M |
| 2020-03-31 | $18.93M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.