DALT Performance — Anfield Capital Diversified Alternatives ETF
Data updated: 2024-04-01
DALT returned +0.72% over one year to Jan 2024. The annualised 3-year return is −1.55%. The fund trailed its Financials Equity category average: $100 invested three years ago grew to $95, against $121 for the category, and to $101 over one year, against $104. Volatility over the past three years was 14.07% a year. In the 12 months to Jan 2024 the fund took in a net $56.4M, and assets reached $40.66M.
DALT Growth of $100
What $100 invested in Anfield Capital Diversified Alternatives ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Financials Equity category average over the same months.
| Period | DALT | Category average |
|---|---|---|
| 1 year (Feb 2023 – Jan 2024) | $101 | $104 |
| 3 years (Feb 2021 – Jan 2024) | $95 | $121 |
| Since data start (Feb 2020 – Jan 2024) | $93 | $124 |
DALT Trailing Returns
Total returns to Jan 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +0.72% |
| 3 years (annualised) | −1.55% |
DALT Annual Returns
Calendar-year total returns of Anfield Capital Diversified Alternatives ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Jan) | −0.62% |
| 2023 | +6.55% |
| 2022 | −16.50% |
| 2021 | +10.03% |
| 2020 (Feb–Dec) | −4.32% |
DALT 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | −0.6% | — | — | — | — | — | — | — | — | — | — | — |
| 2023 | +5.1% | −3.9% | −1.4% | +0.1% | −2.4% | +4.3% | +4.7% | −1.0% | −2.2% | −2.2% | +3.7% | +2.1% |
| 2022 | −6.3% | −1.0% | +4.3% | −5.4% | +2.5% | −9.5% | +5.2% | −1.8% | −9.5% | +7.4% | +1.9% | −3.9% |
| 2021 | +2.0% | +0.3% | +1.2% | +3.4% | −0.1% | +2.5% | +0.2% | +1.2% | −4.5% | +5.2% | −2.8% | +1.3% |
| 2020 | — | −8.6% | −23.8% | +7.4% | +3.9% | +2.3% | +3.6% | +3.9% | −2.2% | −0.9% | +10.1% | +5.0% |
DALT Risk
Risk measures from monthly returns over Feb 2021 – Jan 2024.
- 3-year volatility (annualised): 14.07%
- 3-year Sharpe ratio: -0.43 (vs 4.5% risk-free rate)
- Best month: +7.39% (Oct 2022)
- Worst month: −9.53% (Sep 2022)
DALT Fund Flows
Monthly money in and out of Anfield Capital Diversified Alternatives ETF, from SEC Form N-PORT.
- 12-month net flow: $56.4M
- 12-month gross sales (incl. reinvestments): $19.1M
- Sales ÷ redemptions: -0.51×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jan 2024 | $428K | −$646K | $1.1M |
| Dec 2023 | $1.5M | −$637K | $2.1M |
| Nov 2023 | $637K | −$27.4M | $28.1M |
| Oct 2023 | $841K | −$1.7M | $2.5M |
| Sep 2023 | $655K | $0 | $655K |
| Aug 2023 | $4.3M | −$6.7M | $11.0M |
| Jul 2023 | $1.1M | $0 | $1.1M |
| Jun 2023 | $3.6M | $0 | $3.6M |
| May 2023 | $1.4M | $0 | $1.4M |
| Apr 2023 | $841K | $0 | $841K |
| Mar 2023 | $2.0M | $0 | $2.0M |
| Feb 2023 | $1.7M | −$217K | $2.0M |
DALT Assets Under Management
Net assets of Anfield Capital Diversified Alternatives ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-01-31 | $40.66M |
| 2023-10-31 | $65.09M |
| 2023-07-31 | $71.80M |
| 2023-04-30 | $61.90M |
| 2023-01-31 | $61.15M |
| 2022-10-31 | $57.40M |
| 2022-07-31 | $67.18M |
| 2022-04-30 | $70.79M |
| 2022-01-31 | $68.43M |
| 2021-10-31 | $71.75M |
| 2021-07-31 | $69.06M |
| 2021-04-30 | $66.65M |
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.