VanEck Bitcoin Strategy ETF
Ticker
XBTF
ISIN
US92189Y303
Price
USD 39.22
Change Today
-
Price 1 year ago
24.43 / 60.54 %
Morningstar
-
52 Week Low
19.98
52 Week High
42.28
200 Day Moving Average 31.58
31.58
50-day Moving Average
39.25
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.16 |
| Sortino Ratio | 0.56 |
| Maximum Drawdown | -6.9% |
| Maximum Drawdown Date | 2023-12-11 |
| Calmar Ratio | -20.90 |
1 year
| Parameter | Value |
|---|---|
| Treynor Ratio | - |
| Return | 6.13 |
| Volatility | 16.106% |
| Alpha | -- |
| Beta | -- |
| R Squared | -- |
History
| Parameter | Value |
|---|---|
| Average Annual Return | -1.907% |
| Average Annual Volatility | 57.848% |
| Sharpe Ratio | -0.03 |
| Sortino Ratio | -0.11 |
| Maximum Drawdown | -73.0% |
| Maximum Drawdown Date | 2022-11-21 |
| Calmar Ratio | 0.07 |
Company information
Summary
The investment seeks capital appreciation. The fund is an actively managed ETF that invests, under normal circumstances, in standardized, cash-settled bitcoin futures contracts (“Bitcoin Futures”) traded on commodity exchanges registered with the Commodity Futures Trading Commission (“CFTC”). The fund does not invest in bitcoin or other digital assets directly. The fund seeks to invest in Bitcoin Futures so that the total value of the bitcoin to which the fund has economic exposure is approximately 100% of the total assets of the fund (the “Target Exposure”). The fund is non-diversified.
Market
US
Category
Digital Assets
Expense Ratio
0.65%
Fund family
VanEck
Morningstar
-
Yield
-
Exchange
BTS
| Sector | Weight |
|---|---|
| Realestate | 0.00% |
| Consumer cyclical | 0.00% |
| Basic materials | 0.00% |
| Consumer defensive | 0.00% |
| Technology | 0.00% |
| Communication services | 0.00% |
| Financial services | 0.00% |
| Utilities | 0.00% |
| Industrials | 0.00% |
| Energy | 0.00% |
| Healthcare | 0.00% |
| Country | Ratio |
|---|---|
| United States | — |
| Canada | — |
| Argentina | — |
| Brazil | — |
| Chile | — |
| Colombia | — |
| Mexico | — |
| Peru | — |
| Venezuela | — |
| United Kingdom | — |
Holdings
NoneAlternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| BCD | abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF | ISINUS00326 | PCX | 0.29% | 4 | +4.21 | |
| BCI | abrdn Bloomberg All Commodity Strategy K-1 Free ETF | ISINUS00326 | PCX | 0.25% | 3 | -0.89 | |
| COM | Direxion Auspice Broad Commodity Strategy ETF | US25460E3071 | PCX | 0.72% | 5 | +4.60 | |
| COMB | GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF | US38747R108 | PCX | 0.25% | 3 | -0.91 | |
| DBMF | iMGP DBi Managed Futures Strategy ETF | US53700T827 | PCX | 0.95% | 3 | +11.56 | -- |
| FAAR | First Trust Alternative Absolute Return Strategy ETF | US33740Y101 | NGM | 0.95% | 3 | +2.30 | |
| FTGC | First Trust Global Tactical Commodity Strategy Fund | US33739H101 | NGM | 0.95% | 4 | +4.24 | |
| HNDL | Strategy Shares Nasdaq 7 Handl Index ETF | US86280R506 | NGM | 0.98% | 3 | -2.24 | |
| PDBC | Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | US46090F100 | NGM | 0.62% | 3 | +5.75 | |
| PUTW | WisdomTree CBOE S&P 500 PutWrite Strategy Fund | US97717X560 | PCX | 0.44% | 3 | -2.04 |
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.