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Level 5: Meme/high‑vol beta
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


DOGE-USD 50.00%SHIB-USD 50.00%CryptocurrencyCryptocurrency
PositionCategory/SectorTarget Weight
DOGE-USD
Dogecoin
50%
SHIB-USD
Shiba Inu
50%

S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Level 5: Meme/high‑vol beta, 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 Apr 16, 2021, corresponding to the inception date of SHIB-USD

Returns By Period


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.62%0.64%-0.30%1.33%25.06%18.43%10.57%12.82%
Portfolio
Level 5: Meme/high‑vol beta
-0.50%1.04%-17.82%-57.23%-45.76%-5.11%
DOGE-USD
Dogecoin
0.00%-2.26%-21.18%-62.83%-42.33%2.90%7.68%
SHIB-USD
Shiba Inu
-1.01%4.07%-14.66%-51.12%-50.67%-19.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 17, 2021, Level 5: Meme/high‑vol beta's average daily return is +0.50%, while the average monthly return is +11.76%. At this rate, your investment would double in approximately 0.5 years.

Historically, 41% of months were positive and 59% were negative. The best month was Oct 2021 with a return of +433.8%, while the worst month was May 2022 at -36.8%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Level 5: Meme/high‑vol beta closed higher 48% of trading days. The best single day was Sep 9, 2021 with a return of +314.4%, while the worst single day was Sep 10, 2021 at -76.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-6.19%-12.50%0.61%-0.49%-17.82%
2025-3.12%-32.97%-14.22%5.12%4.26%-12.68%18.05%0.06%3.59%-17.64%-19.06%-18.62%-64.61%
2024-12.75%44.82%115.82%-33.52%16.17%-27.11%-4.79%-15.08%19.86%21.69%114.89%-24.08%195.31%
202341.58%-6.89%-7.55%-1.74%-12.21%-9.59%14.71%-12.05%-5.59%8.07%14.50%15.27%29.12%
2022-26.25%5.50%1.82%-14.74%-36.82%-17.77%7.94%-2.72%-3.48%57.67%-18.98%-27.77%-67.19%
202146.13%238.41%-3.49%-25.90%25.99%-14.06%433.82%-28.45%-28.27%949.06%

Benchmark Metrics

Level 5: Meme/high‑vol beta has an annualized alpha of 99.01%, beta of 1.33, and R² of 0.01 versus S&P 500 Index. Calculated based on daily prices since April 17, 2021.

  • This portfolio participated in 206.56% of S&P 500 Index downside but only 71.92% of its upside — more exposed to losses than it benefited from rallies.
  • R² of 0.01 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
99.01%
Beta
1.33
0.01
Upside Capture
71.92%
Downside Capture
206.56%

Expense Ratio

Level 5: Meme/high‑vol beta 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.


The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

Level 5: Meme/high‑vol beta ranks 1 for risk / return — in the bottom 1% 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.


Level 5: Meme/high‑vol beta Risk / Return Rank: 11
Overall Rank
Level 5: Meme/high‑vol beta Sharpe Ratio Rank: 00
Sharpe Ratio Rank
Level 5: Meme/high‑vol beta Sortino Ratio Rank: 00
Sortino Ratio Rank
Level 5: Meme/high‑vol beta Omega Ratio Rank: 00
Omega Ratio Rank
Level 5: Meme/high‑vol beta Calmar Ratio Rank: 11
Calmar Ratio Rank
Level 5: Meme/high‑vol beta Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.59

1.84

-2.43

Sortino ratio

Return per unit of downside risk

-0.58

2.53

-3.11

Omega ratio

Gain probability vs. loss probability

0.95

1.35

-0.40

Calmar ratio

Return relative to maximum drawdown

-1.02

3.83

-4.84

Martin ratio

Return relative to average drawdown

-1.51

16.98

-18.49


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
DOGE-USD
Dogecoin
51-0.49-0.310.97-1.00-1.45
SHIB-USD
Shiba Inu
29-0.70-0.890.92-1.05-1.63

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Level 5: Meme/high‑vol beta Sharpe ratios as of Apr 10, 2026 (values are recalculated daily):

  • 1-Year: -0.59
  • All Time: 0.13

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.87 to 2.87, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Level 5: Meme/high‑vol beta compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield


Level 5: Meme/high‑vol beta doesn't pay dividends

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 Level 5: Meme/high‑vol beta. 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 Level 5: Meme/high‑vol beta was 88.08%, occurring on Jun 18, 2022. The portfolio has not yet recovered.

The current Level 5: Meme/high‑vol beta drawdown is 83.93%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-88.08%Oct 28, 2021234Jun 18, 2022
-82.37%May 11, 202171Jul 20, 202199Oct 27, 2021170
-67.16%Apr 20, 20214Apr 23, 202115May 8, 202119
-1.02%May 9, 20211May 9, 20211May 10, 20212

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 2 assets, with an effective number of assets of 2.00, 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BenchmarkSHIB-USDDOGE-USDPortfolio
Benchmark1.000.270.330.29
SHIB-USD0.271.000.780.95
DOGE-USD0.330.781.000.90
Portfolio0.290.950.901.00
The correlation results are calculated based on daily price changes starting from Apr 17, 2021