2017 btc+eth
Asset Allocation
Performance
Performance Chart
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
The earliest data available for this chart is Aug 7, 2015, corresponding to the inception date of ETH-USD
Returns By Period
Monthly Returns
The table below presents the monthly returns of 2017 btc+eth, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.40% | 45.05% | 12.88% | -16.22% | 18.02% | -7.93% | -1.36% | -15.14% | 5.85% | 3.71% | 42.02% | 86.04% | |
| 2023 | 36.20% | 0.61% | 18.34% | 2.89% | -3.57% | 7.45% | -4.04% | -11.31% | 2.75% | 18.62% | 10.71% | 11.62% | 121.63% |
| 2022 | -21.97% | 10.52% | 8.66% | -16.99% | -22.30% | -41.17% | 37.62% | -10.40% | -9.80% | 11.96% | -16.96% | -5.73% | -65.34% |
| 2021 | 45.82% | 19.03% | 33.00% | 21.74% | -15.23% | -14.20% | 15.01% | 24.41% | -10.12% | 41.44% | 0.56% | -19.73% | 200.10% |
| 2020 | 34.47% | 7.43% | -33.38% | 44.96% | 10.34% | -2.65% | 38.28% | 15.70% | -13.47% | 17.56% | 50.03% | 34.09% | 390.71% |
| 2019 | -13.62% | 18.97% | 5.00% | 22.48% | 62.62% | 17.77% | -15.79% | -11.95% | -6.43% | 6.53% | -17.41% | -9.92% | 39.20% |
| 2018 | 9.32% | -15.04% | -45.31% | 50.68% | -16.04% | -18.42% | 8.32% | -20.72% | -10.16% | -9.94% | -39.36% | 4.17% | -76.99% |
| 2017 | 17.43% | 36.22% | 136.12% | 41.15% | 135.10% | 21.45% | -7.45% | 72.64% | -13.33% | 25.37% | 53.36% | 49.90% | 5,975.37% |
| 2016 | 66.91% | 135.03% | 72.90% | -7.17% | 35.23% | 7.78% | -6.00% | -4.85% | 9.67% | -0.98% | -5.53% | 15.90% | 875.90% |
| 2015 | -34.36% | -12.61% | 28.34% | 7.41% | 10.96% | -12.27% |
Expense Ratio
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 2017 btc+eth is 13, meaning it’s performing worse than 87% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
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.
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the 2017 btc+eth. 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 2017 btc+eth was 87.90%, occurring on Dec 15, 2018. Recovery took 743 trading sessions.
The current 2017 btc+eth drawdown is 12.45%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -87.9% | Jan 14, 2018 | 336 | Dec 15, 2018 | 743 | Dec 27, 2020 | 1079 |
| -76.38% | Nov 9, 2021 | 366 | Nov 9, 2022 | 743 | Nov 21, 2024 | 1109 |
| -54.19% | May 12, 2021 | 70 | Jul 20, 2021 | 92 | Oct 20, 2021 | 162 |
| -51.28% | Aug 8, 2015 | 74 | Oct 20, 2015 | 89 | Jan 17, 2016 | 163 |
| -48.51% | Jun 13, 2017 | 34 | Jul 16, 2017 | 27 | Aug 12, 2017 | 61 |
Volatility
Volatility Chart
The current 2017 btc+eth volatility is 15.71%, 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.
Diversification
Asset Correlations Table
| BTC-USD | ETH-USD | |
|---|---|---|
| BTC-USD | 1.00 | 0.64 |
| ETH-USD | 0.64 | 1.00 |