Portfolio v1.0
- QQQ 35% - SPY 35% - URTH 20% - BTC 5% - ETH 5%
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BTC-USD Bitcoin | 5% | |
ETH-USD Ethereum | 5% | |
QQQ Invesco QQQ | Large Cap Blend Equities | 35% |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 35% |
URTH iShares MSCI World ETF | Large Cap Growth Equities | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Portfolio v1.0, 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.
The earliest data available for this chart is Aug 7, 2015, corresponding to the inception date of ETH-USD
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| Portfolio v1.0 | -4.61% | 16.39% | -3.58% | 11.16% | 22.97% | N/A |
| Portfolio components: | ||||||
QQQ Invesco QQQ | -4.34% | 17.36% | -4.62% | 11.64% | 17.51% | 17.21% |
SPY SPDR S&P 500 ETF | -3.30% | 13.81% | -4.52% | 10.65% | 15.75% | 12.33% |
BTC-USD Bitcoin | 3.86% | 27.22% | 27.83% | 58.58% | 58.85% | 82.12% |
ETH-USD Ethereum | -45.64% | 23.02% | -37.44% | -39.08% | 53.64% | N/A |
URTH iShares MSCI World ETF | 0.72% | 14.91% | -1.38% | 10.93% | 14.33% | 9.63% |
Monthly Returns
The table below presents the monthly returns of Portfolio v1.0, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.80% | -3.96% | -6.28% | 0.95% | 2.12% | -4.61% | |||||||
| 2024 | 1.41% | 9.04% | 3.73% | -5.39% | 6.55% | 3.14% | 0.03% | 0.25% | 2.50% | -0.66% | 9.18% | -2.08% | 30.20% |
| 2023 | 10.96% | -1.39% | 7.47% | 1.39% | 2.34% | 6.42% | 2.73% | -2.60% | -4.15% | -0.13% | 9.90% | 5.84% | 44.66% |
| 2022 | -8.12% | -2.34% | 4.36% | -11.20% | -2.42% | -11.03% | 12.97% | -5.30% | -9.79% | 6.94% | 3.56% | -6.66% | -27.98% |
| 2021 | 4.11% | 4.00% | 7.89% | 6.98% | -1.63% | 1.92% | 3.73% | 5.72% | -5.76% | 10.71% | 0.10% | 0.02% | 43.51% |
| 2020 | 4.22% | -5.39% | -13.83% | 16.39% | 6.15% | 2.97% | 9.38% | 9.35% | -5.59% | -0.80% | 15.99% | 8.86% | 52.85% |
| 2019 | 6.23% | 4.32% | 2.78% | 6.34% | 1.03% | 10.25% | 0.10% | -2.65% | 1.16% | 3.48% | 1.39% | 2.14% | 42.52% |
| 2018 | 7.02% | -4.19% | -7.10% | 5.61% | 0.52% | -1.57% | 3.73% | 1.10% | -0.59% | -7.85% | -3.07% | -7.83% | -14.58% |
| 2017 | 4.71% | 7.42% | 20.03% | 5.77% | 20.28% | 5.74% | 1.91% | 7.31% | -1.02% | 5.48% | 8.65% | 8.53% | 144.49% |
| 2016 | 1.48% | 22.11% | 29.01% | -1.47% | 5.55% | 0.10% | 4.00% | 0.04% | 1.70% | -1.64% | 1.22% | 3.04% | 80.65% |
| 2015 | -8.21% | -3.23% | 11.24% | 1.27% | -0.18% | -0.11% |
Expense Ratio
Portfolio v1.0 has an expense ratio of 0.15%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Portfolio v1.0 is 18, meaning it’s performing worse than 82% 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 0.46 | 0.52 | 1.07 | 0.04 | 0.84 |
SPY SPDR S&P 500 ETF | 0.53 | 0.37 | 1.05 | 0.02 | 0.56 |
BTC-USD Bitcoin | 1.16 | 2.68 | 1.28 | 1.84 | 9.23 |
ETH-USD Ethereum | -0.55 | -0.45 | 0.95 | 0.03 | -1.22 |
URTH iShares MSCI World ETF | 0.61 | 0.47 | 1.07 | 0.04 | 1.01 |
Dividends
Dividend yield
Portfolio v1.0 provided a 0.95% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.95% | 0.91% | 1.04% | 1.20% | 0.87% | 1.03% | 1.30% | 1.49% | 1.30% | 1.51% | 1.54% | 1.61% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.61% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
SPY SPDR S&P 500 ETF | 1.27% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
BTC-USD Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ETH-USD Ethereum | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
URTH iShares MSCI World ETF | 1.46% | 1.47% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.14% | 2.35% | 2.32% |
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 Portfolio v1.0. 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 Portfolio v1.0 was 33.51%, occurring on Mar 23, 2020. Recovery took 119 trading sessions.
The current Portfolio v1.0 drawdown is 9.63%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.51% | Feb 15, 2020 | 38 | Mar 23, 2020 | 119 | Jul 20, 2020 | 157 |
| -33.44% | Nov 9, 2021 | 341 | Oct 15, 2022 | 430 | Dec 19, 2023 | 771 |
| -26.61% | Jan 29, 2018 | 331 | Dec 25, 2018 | 174 | Jun 17, 2019 | 505 |
| -22.36% | Dec 17, 2024 | 113 | Apr 8, 2025 | — | — | — |
| -13.4% | Aug 8, 2015 | 53 | Sep 29, 2015 | 30 | Oct 29, 2015 | 83 |
Volatility
Volatility Chart
The current Portfolio v1.0 volatility is 12.47%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 3.45, 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
| ^GSPC | BTC-USD | ETH-USD | QQQ | URTH | SPY | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.19 | 0.21 | 0.91 | 0.96 | 1.00 | 0.84 |
| BTC-USD | 0.19 | 1.00 | 0.64 | 0.16 | 0.16 | 0.16 | 0.53 |
| ETH-USD | 0.21 | 0.64 | 1.00 | 0.16 | 0.17 | 0.17 | 0.61 |
| QQQ | 0.91 | 0.16 | 0.16 | 1.00 | 0.81 | 0.85 | 0.75 |
| URTH | 0.96 | 0.16 | 0.17 | 0.81 | 1.00 | 0.92 | 0.74 |
| SPY | 1.00 | 0.16 | 0.17 | 0.85 | 0.92 | 1.00 | 0.76 |
| Portfolio | 0.84 | 0.53 | 0.61 | 0.75 | 0.74 | 0.76 | 1.00 |