加密货币
这个是加密货币投资方案
Asset Allocation
Performance
Performance Chart
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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 加密货币, 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 | 0.05% | -30.53% | -16.33% | -0.06% | 40.24% | -18.50% | |||||||
| 2024 | 0.12% | 46.14% | 9.90% | -17.18% | 23.45% | -8.55% | -4.97% | -20.74% | 4.10% | -1.95% | 46.19% | -9.36% | 53.17% |
| 2023 | 33.29% | 1.10% | 14.45% | 2.99% | -0.83% | 4.00% | -3.99% | -11.34% | 1.79% | 10.68% | 12.51% | 11.25% | 96.61% |
| 2022 | -26.00% | 9.00% | 11.62% | -16.84% | -27.55% | -44.23% | 53.54% | -8.11% | -13.70% | 17.14% | -17.49% | -7.27% | -66.99% |
| 2021 | 71.68% | 9.63% | 34.98% | 40.07% | -4.35% | -16.04% | 12.19% | 33.20% | -12.12% | 42.57% | 6.53% | -20.35% | 353.99% |
| 2020 | 38.09% | 19.18% | -38.20% | 53.31% | 11.08% | -2.13% | 49.80% | 24.02% | -16.62% | 9.43% | 57.11% | 22.85% | 454.62% |
| 2019 | -18.50% | 25.86% | 3.79% | 16.17% | 64.76% | 10.38% | -22.99% | -19.12% | 1.78% | 3.12% | -17.15% | -14.00% | 4.78% |
| 2018 | 39.98% | -22.18% | -52.20% | 65.31% | -14.19% | -20.71% | -2.10% | -31.68% | -15.79% | -14.18% | -41.97% | 14.85% | -81.13% |
| 2017 | 31.14% | 45.41% | 203.72% | 54.45% | 181.16% | 26.85% | -26.18% | 84.06% | -19.44% | 6.26% | 47.87% | 64.44% | 8,923.34% |
| 2016 | 131.09% | 169.09% | 79.45% | -19.54% | 53.95% | -7.60% | -4.97% | -2.35% | 12.58% | -13.67% | -18.17% | -1.24% | 831.06% |
| 2015 | -47.67% | -36.78% | 24.91% | -2.36% | 7.81% | -56.50% |
Expense Ratio
加密货币 has an expense ratio of 0.00%, meaning no management fees are charged. 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 加密货币 is 9, meaning it’s performing worse than 91% 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.
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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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the 加密货币. 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 加密货币 was 92.97%, occurring on Dec 14, 2018. Recovery took 755 trading sessions.
The current 加密货币 drawdown is 43.84%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -92.97% | Jan 14, 2018 | 335 | Dec 14, 2018 | 755 | Jan 7, 2021 | 1090 |
| -78.88% | Aug 8, 2015 | 74 | Oct 20, 2015 | 97 | Jan 25, 2016 | 171 |
| -78.57% | Nov 9, 2021 | 222 | Jun 18, 2022 | — | — | — |
| -61.11% | Jun 17, 2016 | 172 | Dec 5, 2016 | 87 | Mar 2, 2017 | 259 |
| -58.6% | Jun 13, 2017 | 34 | Jul 16, 2017 | 46 | Aug 31, 2017 | 80 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 1.22, 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 | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.19 | 0.21 | 0.21 |
| BTC-USD | 0.19 | 1.00 | 0.64 | 0.68 |
| ETH-USD | 0.21 | 0.64 | 1.00 | 1.00 |
| Portfolio | 0.21 | 0.68 | 1.00 | 1.00 |