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Майнинговые компании

Last updated Sep 21, 2023

Asset Allocation


MARA 33.33%RIOT 33.33%BTBT 33.33%EquityEquity
PositionCategory/SectorWeight
MARA
Marathon Digital Holdings, Inc.
Financial Services33.33%
RIOT
Riot Blockchain, Inc.
Technology33.33%
BTBT
Bit Digital, Inc.
Financial Services33.33%

Performance

The chart shows the growth of an initial investment of $10,000 in Майнинговые компании , 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


0.00%50.00%100.00%150.00%200.00%AprilMayJuneJulyAugustSeptember
45.05%
10.86%
Майнинговые компании
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the Майнинговые компании returned 246.10% Year-To-Date and 21.64% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%11.48%14.66%16.16%8.51%9.18%
Майнинговые компании -7.46%35.91%246.10%53.76%27.65%21.64%
MARA
Marathon Digital Holdings, Inc.
-15.16%9.81%171.64%-14.38%23.23%10.52%
RIOT
Riot Blockchain, Inc.
-5.02%5.81%195.58%57.30%20.29%4.13%
BTBT
Bit Digital, Inc.
-5.79%59.44%280.00%83.87%-22.01%-12.06%

Asset Correlations Table

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

BTBTMARARIOT
BTBT1.000.450.45
MARA0.451.000.77
RIOT0.450.771.00

Sharpe Ratio

The current Майнинговые компании Sharpe ratio is 0.49. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.49

The Sharpe ratio of Майнинговые компании is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AprilMayJuneJulyAugustSeptember
0.49
0.74
Майнинговые компании
Benchmark (^GSPC)
Portfolio components

Dividend yield

Майнинговые компании granted a 0.00% dividend yield in the last twelve months.


TTM202220212020201920182017
Майнинговые компании 0.00%0.00%0.00%0.00%0.00%0.00%1.17%
MARA
Marathon Digital Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RIOT
Riot Blockchain, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%3.52%
BTBT
Bit Digital, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The Майнинговые компании 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
MARA
Marathon Digital Holdings, Inc.
-0.12
RIOT
Riot Blockchain, Inc.
0.50
BTBT
Bit Digital, Inc.
0.77

Drawdowns Chart

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


-80.00%-60.00%-40.00%-20.00%0.00%AprilMayJuneJulyAugustSeptember
-81.23%
-8.22%
Майнинговые компании
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Майнинговые компании . 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 Майнинговые компании is 94.95%, recorded on Dec 28, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-94.95%Feb 18, 2021470Dec 28, 2022
-89.55%Jul 25, 2018415Mar 18, 202098Aug 6, 2020513
-47.41%Aug 7, 202033Sep 23, 202039Nov 17, 202072
-33.71%Jan 11, 202112Jan 27, 20218Feb 8, 202120
-29.45%May 18, 201837Jul 11, 20189Jul 24, 201846

Volatility Chart

The current Майнинговые компании volatility is 27.50%, 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%10.00%20.00%30.00%40.00%AprilMayJuneJulyAugustSeptember
27.50%
3.47%
Майнинговые компании
Benchmark (^GSPC)
Portfolio components