The etf retains a Market Volatility (i.e., Beta) of 1.3, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Grayscale Funds will likely underperform.
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Over the last 90 days Grayscale Funds Trust has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of weak performance in the last few months, the Etf's fundamental indicators remain rather sound which may send shares a bit higher in January 2026. The latest tumult may also be a sign of longer-term up-swing for the fund shareholders. ...more
Grayscale Funds Relative Risk vs. Return Landscape
If you would invest 2,848 in Grayscale Funds Trust on September 16, 2025 and sell it today you would lose (662.99) from holding Grayscale Funds Trust or give up 23.28% of portfolio value over 90 days. Grayscale Funds Trust is currently does not generate positive expected returns and assumes 2.2631% risk (volatility on return distribution) over the 90 days horizon. In different words, 20% of etfs are less volatile than Grayscale, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon.
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Given the investment horizon of 90 days Grayscale Funds is expected to under-perform the market. In addition to that, the company is 3.21 times more volatile than its market benchmark. It trades about -0.17 of its total potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.13 per unit of volatility.
Grayscale Funds Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Grayscale Funds' investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Grayscale Funds Trust, and traders can use it to determine the average amount a Grayscale Funds' price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.1686
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Based on monthly moving average Grayscale Funds is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Grayscale Funds by adding Grayscale Funds to a well-diversified portfolio.
About Grayscale Funds Performance
By analyzing Grayscale Funds' fundamental ratios, stakeholders can gain valuable insights into Grayscale Funds' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Grayscale Funds has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Grayscale Funds has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Grayscale Funds is entity of United States. It is traded as Etf on NYSE ARCA exchange.
Grayscale Funds generated a negative expected return over the last 90 days
When determining whether Grayscale Funds Trust offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Grayscale Funds' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Grayscale Funds Trust Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Grayscale Funds Trust Etf:
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Grayscale Funds Trust. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in world development indicators.
You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
The market value of Grayscale Funds Trust is measured differently than its book value, which is the value of Grayscale that is recorded on the company's balance sheet. Investors also form their own opinion of Grayscale Funds' value that differs from its market value or its book value, called intrinsic value, which is Grayscale Funds' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Grayscale Funds' market value can be influenced by many factors that don't directly affect Grayscale Funds' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Grayscale Funds' value and its price as these two are different measures arrived at by different means. Investors typically determine if Grayscale Funds is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Grayscale Funds' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.