CCOR Performance — Core Alternative ETF
Data updated: 2026-09-17
CCOR returned +1.05% year to date and −0.39% over one year to Jul 2026. Annualised returns are −0.75% over 3 years and −1.65% over 5 years. The fund trailed its US Large Blend category average: $100 invested three years ago grew to $98, against $153 for the category, and to $100 over one year, against $116. Volatility over the past three years was 8.03% a year. In the 12 months to Jul 2026 the fund lost a net $20.7M, and assets reached $27.92M.
CCOR Growth of $100
What $100 invested in Core Alternative ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Blend category average over the same months.
| Period | CCOR | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $100 | $116 |
| 3 years (Aug 2023 – Jul 2026) | $98 | $153 |
| 5 years (Aug 2021 – Jul 2026) | $92 | $159 |
| Since data start (Feb 2020 – Jul 2026) | $102 | $213 |
CCOR Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +1.05% |
| 1 year | −0.39% |
| 3 years (annualised) | −0.75% |
| 5 years (annualised) | −1.65% |
CCOR Annual Returns
Calendar-year total returns of Core Alternative ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +1.05% |
| 2025 | +3.33% |
| 2024 | −5.96% |
| 2023 | −11.37% |
| 2022 | +2.98% |
| 2021 | +9.91% |
| 2020 (Feb–Dec) | +3.66% |
CCOR 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +4.0% | +0.2% | −4.0% | −0.3% | −2.2% | −0.2% | +3.9% | — | — | — | — | — |
| 2025 | +1.1% | +2.2% | +1.5% | +2.6% | −1.4% | −0.6% | −0.7% | +0.2% | −2.0% | −2.2% | +4.4% | −1.6% |
| 2024 | −0.9% | −1.9% | −0.7% | −0.6% | −2.3% | −2.7% | +5.7% | +3.6% | +0.4% | −2.8% | +0.4% | −4.0% |
| 2023 | −1.7% | −2.9% | −0.4% | −1.4% | −5.6% | +0.9% | −0.4% | −0.2% | −0.1% | +0.2% | −0.4% | +0.1% |
| 2022 | +0.6% | −1.6% | −1.0% | +1.0% | +0.1% | +0.5% | +2.5% | −0.6% | −4.4% | +5.8% | +3.2% | −3.0% |
| 2021 | −2.2% | +0.4% | +3.6% | +2.2% | +2.5% | −2.4% | +2.9% | −0.3% | −1.6% | +0.7% | −1.8% | +5.9% |
| 2020 | — | −1.9% | +4.0% | +1.7% | −1.8% | −1.5% | −0.6% | +1.0% | −0.2% | −2.7% | +4.8% | +1.0% |
CCOR Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 8.03%
- 3-year Sharpe ratio: -0.65 (vs 4.5% risk-free rate)
- Best month: +5.68% (Jul 2024)
- Worst month: −4.04% (Dec 2024)
CCOR Fund Flows
Monthly money in and out of Core Alternative ETF, from SEC Form N-PORT.
- 12-month net flow: −$20.7M
- 12-month gross sales (incl. reinvestments): $2.3M
- Sales ÷ redemptions: 0.10×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $0 | $0 | $0 |
| Jun 2026 | $0 | $0 | $0 |
| May 2026 | $1.5M | $1.5M | −$2K |
| Apr 2026 | $516K | $4.4M | −$3.9M |
| Mar 2026 | $0 | $1.9M | −$1.9M |
| Feb 2026 | $0 | $1.1M | −$1.1M |
| Jan 2026 | $263K | $3.2M | −$3.0M |
| Dec 2025 | $0 | $0 | $0 |
| Nov 2025 | $0 | $2.6M | −$2.6M |
| Oct 2025 | $0 | $785K | −$785K |
| Sep 2025 | $0 | $6.6M | −$6.6M |
| Aug 2025 | $0 | $798K | −$798K |
CCOR Assets Under Management
Net assets of Core Alternative ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $27.92M |
| 2026-04-30 | $27.60M |
| 2026-01-31 | $35.96M |
| 2025-10-31 | $39.13M |
| 2025-07-31 | $49.14M |
| 2025-04-30 | $60.23M |
| 2025-01-31 | $72.03M |
| 2024-10-31 | $122.57M |
| 2024-07-31 | $149.75M |
| 2024-04-30 | $171.32M |
| 2024-01-31 | $257.36M |
| 2023-10-31 | $324.25M |
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.