Core Alternative ETF
Ticker
CCOR
ISIN
US53656F847
Price
USD 25.90
Change Today
-0.07 / -0.25 %
Price 1 year ago
27.08 / -4.369 %
Morningstar
4
52 Week Low
24.65
52 Week High
27.73
200 Day Moving Average 26.33
26.33
50-day Moving Average
26.69
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | -0.14 |
| Sortino Ratio | -0.90 |
| Maximum Drawdown | -1.1% |
| Maximum Drawdown Date | 2024-01-09 |
| Calmar Ratio | 2.91 |
1 year
| Parameter | Value |
|---|---|
| Return | -0.08 |
| Volatility | 1.843% |
| Alpha | +0.63 |
| Beta | None |
| R Squared | +29.83 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 2.151% |
| Average Annual Volatility | 10.737% |
| Sharpe Ratio | 0.20 |
| Sortino Ratio | -0.05 |
| Maximum Drawdown | -23.0% |
| Maximum Drawdown Date | 2024-07-01 |
| Calmar Ratio | -0.12 |
Company information
Summary
The investment seeks capital appreciation and capital preservation with a low correlation to the broader U.S. equity market. The fund invests primarily in U.S. equity securities that tend to offer current dividends. It focuses on high-quality companies that have prospects for long-term total returns as a result of their ability to grow earnings and their willingness to increase dividends over time. Under normal circumstances, the fund also sells exchange-traded index call options and purchases exchange-traded index put options.
Market
US
Category
Options Trading
Expense Ratio
1.07%
Fund family
Core Alternative Capital
Morningstar
4
Yield
0.0121
Exchange
PCX
| Sector | Weight |
|---|---|
| Technology | 17.25% |
| Industrials | 16.15% |
| Financial services | 14.81% |
| Healthcare | 14.05% |
| Consumer defensive | 12.35% |
| Consumer cyclical | 7.10% |
| Energy | 5.26% |
| Utilities | 4.59% |
| Basic materials | 3.74% |
| Communication services | 2.70% |
| Realestate | 0.00% |
| Country | Ratio |
|---|---|
| United States | 97.24 |
| United Kingdom | 2.76 |
| Argentina | 0.00 |
| Australia | 0.00 |
| Austria | 0.00 |
| Belgium | 0.00 |
| Brazil | 0.00 |
| Canada | 0.00 |
| Chile | 0.00 |
| China | 0.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| JPM | JPMorgan Chase & Co | 3.38% |
| MS | Morgan Stanley | 3.14% |
| GOOGL | Alphabet Inc A | 3.02% |
| NSC | Norfolk Southern Corp | 2.82% |
| MSFT | Microsoft Corp | 2.72% |
| XOM | Exxon Mobil Corp | 2.64% |
| WM | Waste Management Inc | 2.63% |
| ACN | Accenture PLC Class A | 2.58% |
| JNJ | Johnson & Johnson | 2.55% |
| UNH | UnitedHealth Group Inc | 2.55% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| CCOR | Core Alternative ETF | US53656F847 | PCX | 1.07% | 4 | +0.63 | |
| IE00B3LJVG97.IR | Man Funds VI plc-Man GLG Alpha Select Alternative | IE00B3LJVG97 | YHD | 2.45% | 5 | +8.87 | +0.01 |
| IE00B56SX814.IR | FundLogic Alternatives plc - Emerging Markets Equity Fund | IE00B56SX814 | YHD | 0.20% | 4 | -0.96 | +0.98 |
| IE00B6VLJM88.IR | GAM Star Fund plc - GAM Systematic Alternative Risk Premia | IE00B6VLJM88 | YHD | 4 | -1.04 | -0.31 | |
| IE00B7W7KK61.IR | Aberdeen Alternative Strategies A USD | IE00B7W7KK61 | YHD | 5 | |||
| IE00B96W7D41.IR | FundLogic Alternatives plc - MS Dalton Asia Pacific UCITS Fund | IE00B96W7D41 | YHD | 3.59% | 5 | CS Invm Fds 2 - Credit Suisse (Lux) Small and Mid Cap Alpha Long/Short Fund IBH USD | |
| IE00BXRTL637.IR | Legg Mason Alternative Funds ICAV - EnTrustPermal Alternative Income Strate | IE00BXRTL637 | YHD | 4 | |||
| MJIN | ETFMG 2X Daily Inverse Alternative Harvest ETF | US26924G698 | PCX | 1.02% | 5 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.