Core Alternative ETF
$26.71+0.03 (+0.11%)
- 1.16%
- $26M
- +5.4%
- 0.94%
- 3.05K sh
- low $24.98high $27.70
The ETF.net CCOR Grade
D
Score 27 out of 100
- 9 of 10
Score 27 of 100 falls in the D band. A is 70 or higher, B 55 to under 70, C 40 to under 55, D 25 to under 40, F under 25.
Cost
The fund’s net expense ratio, ranked against its category.F14 out of 100Rank 9 of 10Mission
Whether the fund did what it promised, tested against its stated mandate.Risk
How the fund held up when markets fell: downside volatility, drawdowns and tail loss.C42 out of 100Rank 8 of 9Tradability
How easy the fund is to trade: daily volume, and how far its price strays from net asset value.F16 out of 100Rank 10 of 10Holdings
How concentrated the fund is, and how complete and current its disclosed holdings are.C53 out of 100Rank 6 of 9Durability
Whether the fund is likely to stay open, judged by its age, its assets and its issuer’s assets.C47 out of 100Rank 7 of 10
Our read on CCOR
In short
DHedged equity that buys its hedge instead of selling calls: about 40 large-cap growth and quality names ringed by long S&P 500 put options, aiming for low correlation to the broad market. Active since 2017.
Stated mandate
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
Worth knowing
CCOR Performance
Shows how $10,000 changes over the selected period, with cash distributions reinvested at the closing price on each ex-dividend date.
Not enough history yet.
CCOR$10,539
Returns run to the Nov 2, 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 | +2.5% |
| 1 month | +6.6% |
| 3 months | +2.1% |
| 1 year | +5.4% |
| 3 years | −0.6% |
| 5 years | −1.1% |
| 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 | +2.5% | |
| 2025 | +3.5% | |
| 2024 | −5.7% | |
| 2023 | −11.9% | |
| 2022 | +2.5% | |
| 2021 | +9.9% | |
| 2020 | +4.0% |
CCOR in the news
CCOR Dividends
- 0.94%
- $0.25
- $0.05 per share
- Quarterly
CCOR Risk
- 9.3%
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.
- −0.44
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.
FMP measures it over up to five years of monthly returns.
CCOR Cost
Overpaying vs SELV, cheapest in US Active Low Volatility
$18,095
On $10,000 over 30 years. 7% growth a year before fees, expense ratio only.
CCOR 1.16%
$21,232
SELV 0.15% Cheapest
$3,137
Cost over time
Year by year
| Year | CCOR | SELV | Overpaying |
|---|---|---|---|
| 10 | $2,032 | $274 | $1,758 |
| 20 | $7,580 | $1,071 | $6,509 |
| 30 | $21,232 | $3,137 | $18,095 |
Other funds in US Active Low Volatility
- BLOWVAB US Low Volatility Equity ETFExpense ratio 0.39%1 year return +8.9%
- BSIXLETC 6 Meridian Low Beta Equity ETFExpense ratio 0.46%1 year return +16.2%
- CHUSVFirst Trust Horizon Managed Volatility Domestic ETFExpense ratio 0.70%1 year return +12.0%
- CSFTYHorizon Managed Risk ETFExpense ratio 0.77%1 year return +11.8%
- DSAWGAAM Sawgrass US Large Cap Quality Growth ETFExpense ratio 0.49%1 year return +8.0%
