Core Alternative ETF
$25.69−0.16 (−0.62%)
- Expense ratio
- 1.16%
- Fund size
- $25M
- 1Y return
- +0.2%
- Yield · Last 12 months
- 0.97%
- Holdings
- 45
- Volume · 30D
- 0M sh
- NAV per share
- $25.86
- 52W range
The ETF.net CCOR Grade
Score 27 of 100 sits in the D band. Bands: A ≥ 70, B ≥ 55, C ≥ 40, D ≥ 25, F < 25; the scale skips E.
Cost
What you pay to own it — the expense ratio plus trading frictions, ranked within its category.FScore 13Category rankMission
How faithfully it does the job it claims — tracking its mandate or index with minimal slippage.Not scoredRisk
How violently it can move — volatility, drawdown depth, and downside capture versus its category.DScore 39Category rankTradability
How cheaply and easily you can get in and out — liquidity, spread, and premium/discount stability.FScore 22Category rankHoldings
What it actually owns — the quality, breadth, and concentration of the underlying portfolio.BScore 56Category rankDurability
Whether it will still be here — the fund’s assets, age, flows, and issuer staying power.CScore 46Category rank
Our read on CCOR
DAn active fund that pairs a concentrated large-cap stock book with a standing S&P 500 put overlay, aiming for capital appreciation and preservation with low correlation to the broader US equity market.
The Fund seeks capital appreciation and preservation with low correlation to the broader U.S. equity market. It combines a concentrated large-cap long-equity portfolio with S&P 500 put options intended to reduce downside risk and seek positive returns during equity declines.
Why people hold it
- The hedge is structural, not a market call: about 40 large caps carried alongside S&P 500 puts intended to cut downside and seek positive returns when equities fall.
- An unusual mandate inside a dividend-income peer group: low correlation to the US market is the stated goal, not out-running it.
- Running since 2017 as an active strategy, with growth and quality screens on the equity sleeve and quarterly distributions.
Worth knowing
- At 1.29% a year, the fee sits well above the roughly 0.55% median of its dividend-income cohort. The options overlay is what that buys.
- A small, thinly traded fund, so spreads can be wider than at scaled peers like CGDV or TDVG.
- Hedging costs money in calm markets, and the fund discloses that distributions can include return of capital.
CCOR Holdings
- Stocks
- 45
- 41%
- GOOGL
Sectors
- Financials17.1%
- Technology14.6%
- Health Care12.6%
- Industrials11.7%
- Consumer Discr.8.9%
- Communication7.9%
- Energy7.6%
- Cons. Staples6.2%
- Utilities5.6%
- Materials5.1%
- Real Estate2.6%
Geography
- United States95.33%
- Switzerland2.49%
- Ireland1.34%
- United Kingdom0.84%
CCOR Performance
Shows how $10,000 changes over the selected period, with cash distributions reinvested at the closing price on each ex-dividend date.
Returns run to the Sep 22, 2026 close, with cash distributions reinvested. Each period starts on the same date that many months or years earlier. Periods over one year show the average yearly return.
| Period | CCOR |
|---|---|
| Year to date | −0.8% |
| 1 month | −2.5% |
| 3 months | +3.4% |
| 1 year | +0.2% |
| 3 years | −1.7% |
| 5 years | −1.6% |
| 10 years | — |
Calendar-year total return with cash distributions hypothetically reinvested at the ex-dividend date’s closing price. The current year shows year to date.
| Year | Return bar | CCOR |
|---|---|---|
| 2026 YTD | −0.8% | |
| 2025 | +3.5% | |
| 2024 | −5.7% | |
| 2023 | −11.9% | |
| 2022 | +2.5% | |
| 2021 | +9.9% | |
| 2020 | +4.0% |
CCOR in the news
ETF.net Research hasn’t filed on CCOR yet — coverage lands here as it’s written.
CCOR Dividends
- 0.97%
- $0.25
- $0.05 per share
- Quarterly
Distribution history
| Ex-date | Pay date | Amount per share |
|---|---|---|
| Sep 17, 2026 | Sep 18, 2026 | $0.05 |
| Jun 18, 2026 | Jun 22, 2026 | $0.05 |
| Mar 19, 2026 | Mar 20, 2026 | $0.09 |
| Dec 17, 2025 | Dec 18, 2025 | $0.06 |
| Sep 17, 2025 | Sep 18, 2025 | $0.06 |
| Jun 18, 2025 | Jun 20, 2025 | $0.07 |
| Mar 19, 2025 | Mar 20, 2025 | $0.09 |
| Dec 18, 2024 | Dec 19, 2024 | $0.06 |
| Sep 18, 2024 | Sep 19, 2024 | $0.07 |
| Jun 20, 2024 | Jun 21, 2024 | $0.06 |
| Mar 20, 2024 | Mar 22, 2024 | $0.12 |
| Dec 20, 2023 | Dec 22, 2023 | $0.06 |
CCOR Risk
- 8.1%
How it’s calculated: standard deviation
The sample standard deviation of monthly total returns, multiplied by the square root of 12.
Uses up to 36 complete months, with at least 12 required. Total returns include reinvested distributions.
- −0.60
How it’s calculated: Sharpe ratio
Subtract each month’s Treasury-bill return from the fund’s monthly total return.
Divide the average of those excess returns by their sample standard deviation, then multiply by the square root of 12.
Uses up to 36 complete months, with at least 12 required. Each month uses the Treasury yield quoted at the end of the previous month.
- −23.0%
How it’s calculated: maximum drawdown
The largest percentage decline from an earlier peak, using total returns with reinvested distributions.
Uses up to five years through the last close, with at least 12 months required.
- −0.04
How it’s calculated: beta
The beta figure is supplied by FMP. The comparison index depends on the fund’s broad asset class.
CCOR Cost
- The middle half of US Active Low Volatility funds
- Median 0.44%
8 of the 10 US Active Low Volatility funds charge less.