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2017 btc+eth

Last updated Sep 21, 2023

Asset Allocation


BTC-USD 50%ETH-USD 50%CryptocurrencyCryptocurrency
PositionCategory/SectorWeight
BTC-USD
Bitcoin
50%
ETH-USD
Ethereum
50%

Performance

The chart shows the growth of an initial investment of $10,000 in 2017 btc+eth, 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 Quarterly


-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%AprilMayJuneJulyAugustSeptember
-7.44%
11.49%
2017 btc+eth
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the 2017 btc+eth returned 49.48% Year-To-Date and 83.55% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.06%11.82%14.66%14.17%5.78%6.59%
2017 btc+eth0.55%-3.63%49.48%32.84%27.68%83.55%
BTC-USD
Bitcoin
3.86%-0.64%63.96%43.63%21.23%47.51%
ETH-USD
Ethereum
-2.66%-6.61%35.61%22.54%29.75%71.84%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

BTC-USDETH-USD
BTC-USD1.000.62
ETH-USD0.621.00

Sharpe Ratio

The current 2017 btc+eth Sharpe ratio is 0.90. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.90

The Sharpe ratio of 2017 btc+eth lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00AprilMayJuneJulyAugustSeptember
0.90
1.00
2017 btc+eth
Benchmark (^GSPC)
Portfolio components

Dividend yield


2017 btc+eth doesn't pay dividends

Expense Ratio

The 2017 btc+eth has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BTC-USD
Bitcoin
1.37
ETH-USD
Ethereum
0.44

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-62.44%
-8.22%
2017 btc+eth
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the 2017 btc+eth. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the 2017 btc+eth is 87.90%, recorded on Dec 14, 2018. It took 744 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-87.9%Jan 14, 2018335Dec 14, 2018744Dec 27, 20201079
-76.41%Nov 9, 2021366Nov 9, 2022
-54.33%May 12, 202170Jul 20, 202192Oct 20, 2021162
-51.28%Aug 8, 201574Oct 20, 201589Jan 17, 2016163
-48.51%Jun 13, 201734Jul 16, 201727Aug 12, 201761

Volatility Chart

The current 2017 btc+eth volatility is 5.61%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%AprilMayJuneJulyAugustSeptember
5.61%
2.22%
2017 btc+eth
Benchmark (^GSPC)
Portfolio components