Core Alternative ETF chart

Last update: 2022-12-30
Key statistics and financials
Three year average return 6.57%
YTD return -0.23%
Beta 3Y -0.01
Total Assets 258.92M
Annual report expense ratio 1.07%

Company description

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.

Sector: N/A - Industry: N/A


Insider Transactions

Here are the insider transactions of stock shares related to Core Alternative ETF:

Filer Name Transaction Text Ownership Date Filer Relation Shares
NO DATA

Insider transaction explanations

Insider buying is the legal purchase of shares by a senior executive or director of a company. "Filer Name" corresponds to the name of the stock buyer or seller. "Transaction Text" describes the transaction. "Ownership" gives information about the transaction type. "Date" is the reported transaction date. "Filer Relation" gives the role of the insider in the company. "Shares" is the value of the transaction. You will find the complete description of the General Transaction Codes on the SEC dedicated page


Investment strategy backtesting

These are the result of three automatic investment systems applied to Core Alternative ETF. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.


Systematic investment results on Core Alternative ETF

Here is the result of two systematic investment strategies applied to Core Alternative ETF. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.

Systematic investment equity curve on Core Alternative ETF

The following chart shows the equity curve of the two systematic investment strategies applied to Core Alternative ETF:

Core Alternative ETF automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 9.0% on the backtest period.

Performance at glance

Performance

9.0 %

Latent gain

180.95 $

Invested capital

2010.51 $

Annualized return

2.17 %
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Momentum strategy results on Core Alternative ETF

This is the result of two momentum investment strategies applied to Core Alternative ETF. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.

Momentum entry openings on Core Alternative ETF

The following chart shows all the entries opened by the momentum investment system on Core Alternative ETF:

Core Alternative ETF momentum entries
  • The first momentum investment strategy would give 11.33% of return on Core Alternative ETF. That represents 672.37$ of latent gain with 5932.03$ of employed capital.
  • The second momentum investment strategy would give 10.01% of return on Core Alternative ETF. That represents 472.7$ of latent gain with 4720.76$ of employed capital.
Performance at glance (1Q Momentum)

Performance

11.33 %

Latent gain

672.37 $

Invested capital

5932.03 $

Annualized return

0.65 %
Performance at glance (2Q Momentum)

Performance

10.01 %

Latent gain

472.7 $

Invested capital

4720.76 $

Annualized return

2.73 %

Momentum equity curve on Core Alternative ETF

The following chart shows the equity curve of the two momentum strategies applied to Core Alternative ETF:

Core Alternative ETF momentum equity

Note: the dividends potentially given by Core Alternative ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on Core Alternative ETF

The following chart shows the employed capital evolution of the two momentum strategies on Core Alternative ETF since the beginning:

Core Alternative ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Buy the dip strategy result on Core Alternative ETF

Buy the dip entry openings on Core Alternative ETF

Core Alternative ETF

The performance achieved by the robo-advisor on Core Alternative ETF is 1.4%. That represents 6.64$ of latent gain with 473.68$ of employed capital. The following chart shows Core Alternative ETF stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of Core Alternative ETF, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Performance at glance

Performance

1.4 %

Latent gain

6.64 $

Invested capital

473.68 $

Annualized return

0.65 %

Equity curve of the strategy applied to Core Alternative ETF

The following chart shows the result of the investment strategy applied to Core Alternative ETF:

Core Alternative ETF

Note: the dividends potentially given by Core Alternative ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on Core Alternative ETF

The following chart shows the employed capital evolution since the beginning of the investment strategy on Core Alternative ETF:

Core Alternative ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Investment strategies comparison on Core Alternative ETF

In this section, I will compare the three previous investment strategies applied to Core Alternative ETF.

Equity curve comparison on Core Alternative ETF

The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:

Core Alternative ETF investment strategy comparison

Employed capital comparison on Core Alternative ETF

Core Alternative ETF investment comparison

Performance comparison on Core Alternative ETF

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 9.0% 180.95$ 2010.51$ 2.17%
Momentum 1 quarter 11.33% 672.37$ 5932.03$ 2.91%
Momentum 2 quarters 10.01% 472.7$ 4720.76$ 2.73%
Non-directional 1.4% 6.64$ 473.68$ 0.65%
Annualized return comparison

Automatic investment

2.17 %

Momentum 1Q

2.73 %

Momentum 2Q

2.73 %

Non-directional

0.65 %

Correlated stocks

Here are the most positively and negatively correlated stocks with Core Alternative ETF:

Positive correlations

Most correlated stocks this year

  • Core Alternative ETF

  • Most correlated stocks last 3 months

  • Core Alternative ETF
  • New York Community Bancorp Inc

  • Negative correlation

    Most negatively correlated stocks this year


    Most negatively correlated stocks last 3 months


    Note: The algorithm computes the probability of correlation between Core Alternative ETF and the other stocks. There may be false positives or some missing correlated stocks. If the price of Core Alternative ETF does not vary for 36 weeks, the correlation calculation result will be wrong.


    Company information

    Company name Core Alternative ETF
    Country
    City
    Address
    Phone
    Website
    FullTime employees
    Industry
    Sector
    Exchange ARCX
    Ticker CCOR
    Market

    Core Alternative ETF ESG Scores

    Environment scores

    Environment ESG Factors Scores
    Environment Score 0
    Peer Environment Performance unknown
    Environment Percentile unknown
    Palm Oil unknown
    Nuclear unknown
    Fur Leather unknown
    GMO unknown
    Coal unknown
    Pesticides unknown
    Animal Testing unknown

    Social scores

    Social ESG Factors Scores
    Social Score 0
    Peer Social Performance unknown
    Social Percentile unknown
    Highest Controversy unknown
    Peer Highest Controversy Performance unknown
    Adult unknown
    Gambling unknown
    Alcoholic unknown
    Tobacco unknown
    Catholic unknown
    Controversial Weapons unknown
    Small Arms unknown
    Military Contract unknown
    Peer Count unknown

    Related Controversy:


    Governance scores

    Governance ESG Factors Scores
    Governance Score 0
    Peer Governance Performance unknown
    Governance Percentile unknown

    ESG at glance
    Total ESG Scores: unknown
    Environment Score: 0
    Social Score: 0
    Governance Score: 0

    ESG Performance: unknown

    Peer Group: unknown

    Peer Esg Score Performance: unknown

    Rating Year: unknown

    Rating Month: unknown

    Max Age: unknown

    Percentile: unknown