2022
Beta Fund
Fund Performance & Statistics
| Index | JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP |
|---|---|---|---|---|---|---|---|---|---|
| Fund | 312.00% | 363.00% | 350.00% | 332.00% | 217.00% | 200.00% | 180.00% | 229.00% | 197.00% |
| S&P | 47.63% | 44.21% | 37.49% | 34.67% | 28.33% | 22.25% | 24.61% | 38.60% | 25.84% |
| BTC | 367.88% | 383.03% | 326.28% | 313.05% | 220.34% | 144.60% | 126.08% | 161.55% | 113.48% |
Performance vs other assets
*Since the inception of the beta fund in june 2020
| Index | 2020 | 2021 | 1 MTH | 6 MTH | INCEPTION |
|---|---|---|---|---|---|
| Fund | 110.44% | 444.00% | -10.77% | 200.00% | 197.00% |
| S&P | 26.87% | 50.79% | -10.14% | 22.25% | 25.84% |
| BTC | 151.26% | 417.97% | -22.52% | 144.60% | 113.48% |
Risk Metrics
| monthly | Fund | S&P | BTC |
|---|---|---|---|
| volatility | 17.62% | 4.10% | 20.83% |
| sharpe ratio | 0.19 | 0.22 | 0.12 |
| expected return | 3.32% | 0.90% | 2.60% |
| annual | Fund | S&P | BTC |
|---|---|---|---|
| volatility | 61.02% | 14.21% | 72.16% |
| sharpe ratio | 0.65 | 0.76 | 0.43 |
| expected return | 39.78% | 10.79% | 31.23% |