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加密货币

Last updated Sep 22, 2023

这个是加密货币投资方案

Asset Allocation


ETH-USD 90%BTC-USD 10%CryptocurrencyCryptocurrency
PositionCategory/SectorWeight
ETH-USD
Ethereum
90%
BTC-USD
Bitcoin
10%

Performance

The chart shows the growth of an initial investment of $10,000 in 加密货币, 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
-8.95%
9.04%
加密货币
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 22, 2023, the 加密货币 returned 35.09% Year-To-Date and 76.64% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.31%9.66%12.78%14.25%5.54%6.44%
加密货币-2.53%-12.12%35.09%28.23%29.58%76.64%
BTC-USD
Bitcoin
2.06%-6.23%60.55%43.24%20.93%47.23%
ETH-USD
Ethereum
-3.03%-12.78%32.38%26.48%29.71%71.46%

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 加密货币 Sharpe ratio is 0.38. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.38

The Sharpe ratio of 加密货币 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 Ratio0.000.501.001.50AprilMayJuneJulyAugustSeptember
0.38
0.79
加密货币
Benchmark (^GSPC)
Portfolio components

Dividend yield


加密货币 doesn't pay dividends

Expense Ratio

The 加密货币 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
1.10
ETH-USD
Ethereum
0.30

Drawdowns Chart

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


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-66.28%
-9.73%
加密货币
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the 加密货币. 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 加密货币 is 92.98%, recorded on Dec 14, 2018. It took 755 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-92.98%Jan 14, 2018335Dec 14, 2018755Jan 7, 20211090
-78.88%Aug 8, 201574Oct 20, 201597Jan 25, 2016171
-78.61%Nov 9, 2021222Jun 18, 2022
-61.11%Jun 17, 2016172Dec 5, 201687Mar 2, 2017259
-58.6%Jun 13, 201734Jul 16, 201746Aug 31, 201780

Volatility Chart

The current 加密货币 volatility is 6.41%, 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%AprilMayJuneJulyAugustSeptember
6.41%
2.70%
加密货币
Benchmark (^GSPC)
Portfolio components