Core Alternative ETF (CCOR) Performance
CCOR total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +1.8% since Dec 31, 2025
- 1 year
- +2.3% total return
- 5 years
- −1.6% a year
- Since first price
- +1.8% a year since 2017
CCOR trailing returns vs SPY, QQQ, AGG
| Period | CCOR total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | +3.7% | +3.7% | −1.0% | −5.0% | +0.9% |
| 3 months | +1.8% | +1.6% | +3.2% | +1.9% | −0.4% |
| 6 months | +2.5% | +2.1% | +7.8% | +8.4% | −1.5% |
| YTD | +1.8% | +1.0% | +12.3% | +15.1% | −1.0% |
| 1 year | +2.3% | +1.4% | +14.4% | +15.9% | −1.1% |
| 3 years | −1.8%−0.6%/yr | −4.8% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | −7.5%−1.6%/yr | −12.3% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| Since inceptionMay 24, 2017 | +18.0%+1.8%/yr | +5.5% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: CCOR vs SPY
From May 24, 2017: CCOR grew to $11,801, SPY to $36,609.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
CCOR returns by calendar year
6 of 8 full years positive. Best 2021 (+9.9%), worst 2023 (−11.9%). 2026 is year to date.
CCOR annual returns table
| Year | CCOR | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +1.8% | −8.8% | +12.3% | +15.1% | −1.0% |
| 2025 | +3.5% | −9.2% | +17.7% | +20.8% | +7.2% |
| 2024 | −5.7% | −10.5% | +24.9% | +25.6% | +1.3% |
| 2023 | −11.9% | −13.0% | +26.2% | +54.9% | +5.7% |
| 2022 | +2.5% | −6.5% | −18.2% | −32.6% | −13.0% |
| 2021 | +9.9% | −4.0% | +28.7% | +27.4% | −1.8% |
| 2020 | +4.1% | −13.4% | +18.3% | +48.6% | +7.5% |
| 2019 | +6.0% | −3.1% | +31.2% | +39.0% | +8.5% |
| 2018 | +4.6% | −5.1% | −4.6% | −0.1% | +0.1% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
CCOR largest drawdowns
Now 15.5% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Nov 10, 2022 | −23.0% | Jul 1, 2024 | not yet | 1.6 years | 4.0 years so far |
| Mar 16, 2020 | −13.4% | Mar 23, 2020 | Apr 20, 2021 | 7 days | 1.1 years |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
CCOR risk statistics
| Statistic | 3 years | 5 years | Since 2017 |
|---|---|---|---|
| Annualized return | −2.1% | −2.3% | +1.1% |
| Volatility (annualized) | 8.5% | 9.0% | 7.8% |
| Sharpe ratio | -0.72 | -0.60 | -0.12 |
| Sortino ratio | -0.93 | -0.80 | -0.18 |
| Best month | +6.1% | +6.7% | +6.7% |
| Worst month | −4.6% | −5.9% | −5.9% |
| Best 12 months | +9.0% | +12.0% | +13.5% |
| Worst 12 months | −5.7% | −14.4% | −14.4% |
| Positive months | 44% | 42% | 49% |
| Beta vs S&P 500 | -0.02 | 0.13 | — |
| Correlation with S&P 500 | -0.03 | 0.22 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
CCOR rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 102 | −14.4% | +2.7% | +13.5% | 64% |
| 3-year (a year) | 78 | −5.8% | +1.2% | +8.4% | 56% |
| 5-year (a year) | 54 | −2.3% | +0.7% | +6.2% | 72% |
Every holding period starting at a month-end since 2017. Returns for 3 years and longer are annualized.
CCOR performance overview
Core Alternative ETF (CCOR) returned +2.3% over the past year and −1.6% a year over five years, with distributions reinvested. Since its first recorded price in 2017 it has returned +1.8% a year, turning $10,000 into about $11,801. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −23.0%, from Nov 10, 2022 to Jul 1, 2024; the fund has not yet regained that high. CCOR finished 6 of its 8 full calendar years with a gain; the best year was 2021 (+9.9%) and the worst 2023 (−11.9%). Volatility has been 7.8% a year.
Related: CCOR chart, CCOR dividends. See the CCOR overview for the latest quote and fund facts.
CCOR performance FAQ
What is the CCOR return over the past year?
CCOR returned +2.3% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 1.4%.
What is the average annual return of CCOR?
CCOR has returned −1.6% a year over 5 years, +1.8% a year since May 24, 2017 (total return, distributions reinvested).
How much would $10,000 invested in CCOR be worth?
$10,000 invested in CCOR at its first recorded close on May 24, 2017 would be worth about $11,801 on October 23, 2026 with distributions reinvested.
What was the worst year for CCOR?
The worst calendar year was 2023, with a total return of −11.9%. The best was 2021 at +9.9%.
What is the biggest drawdown of CCOR?
The largest peak-to-trough decline was −23.0% between November 10, 2022 and July 1, 2024. It has not yet recovered to that high; it is 15.5% below its peak.
How volatile is CCOR?
Over the past 3 years CCOR had an annualized volatility of 8.5% and a Sharpe ratio of -0.72 (excess return over 1–3 month T-bills per unit of risk).