Asset Allocation
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
| 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 Level 5: Meme/high‑vol beta | -0.50% | 1.04% | -17.82% | -57.23% | -45.76% | -5.11% | — | — |
| Portfolio components: | ||||||||
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% | — | — |
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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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% |
| 2023 | 41.58% | -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% |
| 2021 | 46.13% | 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
- R²
- 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.
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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.59 | 1.84 | -2.43 |
Sortino ratioReturn per unit of downside risk | -0.58 | 2.53 | -3.11 |
Omega ratioGain probability vs. loss probability | 0.95 | 1.35 | -0.40 |
Calmar ratioReturn relative to maximum drawdown | -1.02 | 3.83 | -4.84 |
Martin ratioReturn relative to average drawdown | -1.51 | 16.98 | -18.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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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 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, 2021 | 234 | Jun 18, 2022 | — | — | — |
| -82.37% | May 11, 2021 | 71 | Jul 20, 2021 | 99 | Oct 27, 2021 | 170 |
| -67.16% | Apr 20, 2021 | 4 | Apr 23, 2021 | 15 | May 8, 2021 | 19 |
| -1.02% | May 9, 2021 | 1 | May 9, 2021 | 1 | May 10, 2021 | 2 |
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
| Benchmark | SHIB-USD | DOGE-USD | Portfolio | |
|---|---|---|---|---|
| Benchmark | 1.00 | 0.27 | 0.33 | 0.29 |
| SHIB-USD | 0.27 | 1.00 | 0.78 | 0.95 |
| DOGE-USD | 0.33 | 0.78 | 1.00 | 0.90 |
| Portfolio | 0.29 | 0.95 | 0.90 | 1.00 |