Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BTC-USD Bitcoin | 70% | |
MSTR MicroStrategy Incorporated | Technology | 18% |
PLTR Palantir Technologies Inc. | Technology | 6% |
TSLA Tesla, Inc. | Consumer Cyclical | 6% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Portfolio 60 BTC 5 PLTR 25 MTPLF 5 KULR 5 MSTR, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
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The earliest data available for this chart is Sep 30, 2020, corresponding to the inception date of PLTR
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.62% | 0.64% | -0.30% | 1.33% | 25.06% | 18.43% | 10.57% | 12.82% |
Portfolio Portfolio 60 BTC 5 PLTR 25 MTPLF 5 KULR 5 MSTR | 0.58% | -1.09% | -18.12% | -41.95% | -16.39% | 49.01% | 12.07% | — |
| Portfolio components: | ||||||||
BTC-USD Bitcoin | 1.25% | 2.88% | -17.74% | -40.87% | -12.86% | 34.38% | 3.78% | 67.10% |
MSTR MicroStrategy Incorporated | 0.44% | -6.93% | -15.20% | -59.77% | -56.59% | 60.31% | 12.63% | 21.71% |
PLTR Palantir Technologies Inc. | -7.30% | -13.66% | -26.59% | -29.64% | 41.82% | 149.62% | 40.26% | — |
TSLA Tesla, Inc. | 0.69% | -13.43% | -23.15% | -20.65% | 26.97% | 23.27% | 8.90% | 35.42% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 1, 2020, Portfolio 60 BTC 5 PLTR 25 MTPLF 5 KULR 5 MSTR's average daily return is +0.15%, while the average monthly return is +4.91%. At this rate, your investment would double in approximately 1.2 years.
Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +59.8%, while the worst month was Jun 2022 at -33.3%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 5 months.
On a daily basis, Portfolio 60 BTC 5 PLTR 25 MTPLF 5 KULR 5 MSTR closed higher 51% of trading days. The best single day was Feb 8, 2021 with a return of +20.3%, while the worst single day was Jun 13, 2022 at -15.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -8.67% | -13.61% | 0.44% | 3.32% | -18.12% | ||||||||
| 2025 | 10.13% | -18.10% | 0.10% | 18.54% | 8.95% | 3.04% | 6.25% | -7.14% | 6.40% | -4.92% | -19.26% | -3.43% | -6.49% |
| 2024 | -5.13% | 51.84% | 24.28% | -17.21% | 13.64% | -4.93% | 6.60% | -8.95% | 12.52% | 16.06% | 43.58% | -6.36% | 172.89% |
| 2023 | 45.67% | 2.10% | 18.13% | 2.35% | -0.42% | 12.35% | 4.11% | -13.38% | 1.15% | 23.57% | 12.14% | 13.18% | 187.83% |
| 2022 | -19.66% | 10.70% | 7.64% | -19.63% | -17.04% | -33.30% | 27.09% | -15.35% | -3.92% | 8.19% | -18.10% | -10.74% | -65.19% |
| 2021 | 24.17% | 25.58% | 19.30% | -1.44% | -30.44% | 5.74% | 10.73% | 13.12% | -8.05% | 35.47% | -5.80% | -18.90% | 60.74% |
Benchmark Metrics
Portfolio 60 BTC 5 PLTR 25 MTPLF 5 KULR 5 MSTR has an annualized alpha of 25.83%, beta of 1.55, and R² of 0.23 versus S&P 500 Index. Calculated based on daily prices since October 01, 2020.
- This portfolio captured 200.01% of S&P 500 Index gains and 112.10% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- R² of 0.23 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 25.83%
- Beta
- 1.55
- R²
- 0.23
- Upside Capture
- 200.01%
- Downside Capture
- 112.10%
Expense Ratio
Portfolio 60 BTC 5 PLTR 25 MTPLF 5 KULR 5 MSTR has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
Portfolio 60 BTC 5 PLTR 25 MTPLF 5 KULR 5 MSTR ranks 0 for risk / return — in the bottom 0% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.39 | 1.84 | -2.23 |
Sortino ratioReturn per unit of downside risk | -0.30 | 2.53 | -2.83 |
Omega ratioGain probability vs. loss probability | 0.97 | 1.35 | -0.38 |
Calmar ratioReturn relative to maximum drawdown | -1.04 | 3.83 | -4.86 |
Martin ratioReturn relative to average drawdown | -1.79 | 16.98 | -18.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
BTC-USD Bitcoin | 46 | -0.30 | -0.15 | 0.98 | -1.00 | -1.73 |
MSTR MicroStrategy Incorporated | 8 | -0.84 | -1.27 | 0.86 | -0.68 | -1.15 |
PLTR Palantir Technologies Inc. | 56 | 0.79 | 1.30 | 1.17 | 1.79 | 4.20 |
TSLA Tesla, Inc. | 52 | 0.55 | 1.07 | 1.13 | 1.61 | 4.12 |
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Dividends
Dividend yield
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Portfolio 60 BTC 5 PLTR 25 MTPLF 5 KULR 5 MSTR. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Portfolio 60 BTC 5 PLTR 25 MTPLF 5 KULR 5 MSTR was 76.30%, occurring on Dec 28, 2022. Recovery took 429 trading sessions.
The current Portfolio 60 BTC 5 PLTR 25 MTPLF 5 KULR 5 MSTR drawdown is 44.12%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -76.3% | Nov 9, 2021 | 415 | Dec 28, 2022 | 429 | Mar 1, 2024 | 844 |
| -50.45% | Oct 7, 2025 | 122 | Feb 5, 2026 | — | — | — |
| -45.51% | Apr 14, 2021 | 98 | Jul 20, 2021 | 87 | Oct 15, 2021 | 185 |
| -30.85% | Dec 17, 2024 | 113 | Apr 8, 2025 | 35 | May 13, 2025 | 148 |
| -22.87% | Mar 14, 2024 | 177 | Sep 6, 2024 | 38 | Oct 14, 2024 | 215 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 1.89, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | PLTR | TSLA | BTC-USD | MSTR | Portfolio | |
|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.53 | 0.56 | 0.35 | 0.48 | 0.47 |
| PLTR | 0.53 | 1.00 | 0.45 | 0.23 | 0.41 | 0.38 |
| TSLA | 0.56 | 0.45 | 1.00 | 0.25 | 0.40 | 0.39 |
| BTC-USD | 0.35 | 0.23 | 0.25 | 1.00 | 0.58 | 0.94 |
| MSTR | 0.48 | 0.41 | 0.40 | 0.58 | 1.00 | 0.76 |
| Portfolio | 0.47 | 0.38 | 0.39 | 0.94 | 0.76 | 1.00 |