2021
Beta Fund
Fund Performance & Statistics
| Index | JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 196.67% | 347.00% | 415.00% | 402.00% | 569.00% | 273.00% | 291.00% | 400.00% | 342.00% | 459.00% | 540.00% | 444.00% |
| S&P | 32.26% | 34.78% | 35.30% | 43.53% | 43.31% | 46.98% | 49.14% | 52.33% | 52.33% | 54.05% | 60.87% | 50.79% |
| BTC | 274.19% | 423.21% | 473.99% | 415.83% | 425.06% | 233.03% | 256.37% | 396.48% | 349.65% | 552.91% | 604.97% | 417.97% |
Performance vs other assets
*Since the inception of the beta fund in june 2020
| Index | 2020 | 1 MTH | 3 MTH | 6 MTH | INCEPTION |
|---|---|---|---|---|---|
| Fund | 110.44% | 196.67% | 415.00% | 273.00% | 444.00% |
| S&P | 26.87% | 32.26% | 35.30% | 46.98% | 50.79% |
| BTC | 151.26% | 274.19% | 473.99% | 233.03% | 417.97% |
Risk Metrics
| monthly | Fund | S&P | BTC |
|---|---|---|---|
| volatility | 16.69% | 1.69% | 25.91% |
| sharpe ratio | 0.55 | 0.78 | 0.29 |
| expected return | 9.16% | 1.33% | 7.53% |
| annual | Fund | S&P | BTC |
|---|---|---|---|
| volatility | 57.82% | 5.86% | 89.76% |
| sharpe ratio | 1.90 | 2.71 | 1.01 |
| expected return | 109.92% | 15.91% | 90.33% |