2020
Beta Fund
Fund Performance & Statistics
| Index | JUN | JUL | AUG | SEP | OCT | NOV | DEC |
|---|---|---|---|---|---|---|---|
| Fund | 10.00% | 28.78% | 49.53% | 30.62% | 48.19% | 73.96% | 110.44% |
| S&P | 6.45% | 11.46% | 20.19% | 15.47% | 12.28% | 24.35% | 26.87% |
| BTC | -2.86% | 19.19% | 22.96% | 11.82% | 45.06% | 91.34% | 151.26% |
Risk Metrics
| monthly | Fund | S&P | BTC |
|---|---|---|---|
| volatility | 11.94% | 5.95% | 15.63% |
| sharpe ratio | 0.89 | 0.58 | 0.81 |
| expected return | 10.67% | 3.46% | 12.59% |
| annual | Fund | S&P | BTC |
|---|---|---|---|
| volatility | 41.36% | 20.61% | 54.15% |
| sharpe ratio | 3.09 | 2.02 | 2.79 |
| expected return | 128.01% | 41.55% | 151.11% |