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rhbgnjgjhn
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Risk-Adjusted Performance
Dividends
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rhbgnjgjhn

Last updated Nov 12, 2024

Asset Allocation

BTC-USD 10%ETH-USD 10%USDT-USD 10%BNB-USD 10%SOL-USD 10%MATIC-USD 10%DOT-USD 10%AVAX-USD 10%ATOM-USD 10%NEAR-USD 10%CryptocurrencyCryptocurrency
PositionCategory/SectorWeight
ATOM-USD
Cosmos
10%
AVAX-USD
Avalanche
10%
BNB-USD
Binance Coin
10%
BTC-USD
Bitcoin
10%
DOT-USD
Polkadot
10%
ETH-USD
Ethereum
10%
MATIC-USD
MaticNetwork
10%
NEAR-USD
NEAR Protocol
10%
SOL-USD
Solana
10%
USDT-USD
Tether
10%

Performance

Performance Chart

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
4.31%
14.38%
rhbgnjgjhn
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 15, 2020, corresponding to the inception date of NEAR-USD

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		25.82%3.20%14.94%35.92%14.22%11.43%
rhbgnjgjhn21.89%26.73%4.31%91.91%N/AN/A
Portfolio components:
BTC-USD
Bitcoin		109.87%41.13%44.11%143.00%58.71%71.72%
ETH-USD
Ethereum		47.92%36.76%17.13%64.20%78.11%N/A
USDT-USD
Tether		0.14%0.16%0.15%0.07%-0.04%N/A
BNB-USD
Binance Coin		111.85%15.75%16.80%174.26%98.92%N/A
SOL-USD
Solana		119.34%50.87%56.76%328.92%N/AN/A
MATIC-USD
MaticNetwork		-56.19%15.31%-34.50%-51.90%95.10%N/A
DOT-USD
Polkadot		-30.31%37.37%-11.86%6.38%N/AN/A
AVAX-USD
Avalanche		-7.23%22.58%13.27%120.46%N/AN/A
ATOM-USD
Cosmos		-46.51%30.65%-30.28%-38.46%7.20%N/A
NEAR-USD
NEAR Protocol		52.38%18.58%-20.70%249.09%N/AN/A

Monthly Returns

The table below presents the monthly returns of rhbgnjgjhn, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-9.59%28.97%28.31%-22.81%10.47%-11.70%-4.26%-14.74%8.48%-5.35%21.89%
202354.27%-3.63%0.83%-0.16%-9.01%-6.92%1.42%-14.71%0.30%20.31%29.10%47.83%152.52%
2022-24.85%4.44%8.94%-24.50%-28.66%-28.42%35.13%-8.06%-4.79%6.84%-20.56%-14.00%-71.54%
202186.01%149.08%39.86%42.23%-4.39%-21.57%7.31%80.86%21.29%33.14%2.74%0.01%2,125.65%
202021.96%21.96%

Expense Ratio

rhbgnjgjhn 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

Risk-Adjusted Performance Rank

The current rank of rhbgnjgjhn is 2, indicating that it is in the bottom 2% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of rhbgnjgjhn is 22
Combined Rank
The Sharpe Ratio Rank of rhbgnjgjhn is 22Sharpe Ratio Rank
The Sortino Ratio Rank of rhbgnjgjhn is 22Sortino Ratio Rank
The Omega Ratio Rank of rhbgnjgjhn is 22Omega Ratio Rank
The Calmar Ratio Rank of rhbgnjgjhn is 22Calmar Ratio Rank
The Martin Ratio Rank of rhbgnjgjhn is 22Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

rhbgnjgjhn
Sharpe ratio
The chart of Sharpe ratio for rhbgnjgjhn, currently valued at -0.10, compared to the broader market0.002.004.006.00-0.10
Sortino ratio
The chart of Sortino ratio for rhbgnjgjhn, currently valued at 0.27, compared to the broader market-2.000.002.004.006.000.27
Omega ratio
The chart of Omega ratio for rhbgnjgjhn, currently valued at 1.03, compared to the broader market0.801.001.201.401.601.802.001.03
Calmar ratio
No data
Martin ratio
The chart of Martin ratio for rhbgnjgjhn, currently valued at -0.20, compared to the broader market0.0010.0020.0030.0040.0050.0060.00-0.20
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.08, compared to the broader market0.002.004.006.003.08
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.10, compared to the broader market-2.000.002.004.006.004.10
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.58, compared to the broader market0.801.001.201.401.601.802.001.58
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.48, compared to the broader market0.005.0010.0015.004.48
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 20.05, compared to the broader market0.0010.0020.0030.0040.0050.0060.0020.05
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BTC-USD
Bitcoin		0.841.511.150.663.48
ETH-USD
Ethereum		-0.150.271.030.00-0.37
USDT-USD
Tether		-0.03-0.051.000.00-0.11
BNB-USD
Binance Coin		1.542.241.231.095.40
SOL-USD
Solana		1.312.021.191.094.54
MATIC-USD
MaticNetwork		-0.98-2.000.810.01-1.36
DOT-USD
Polkadot		-0.75-1.000.900.01-1.11
AVAX-USD
Avalanche		-0.260.241.020.02-0.48
ATOM-USD
Cosmos		-0.94-1.690.840.01-1.26
NEAR-USD
NEAR Protocol		0.361.481.130.191.11

Sharpe Ratio

The current rhbgnjgjhn Sharpe ratio is -0.10. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.20 to 3.15, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of rhbgnjgjhn with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.002.004.006.008.00JuneJulyAugustSeptemberOctoberNovember
-0.10
3.08
rhbgnjgjhn
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

rhbgnjgjhn doesn't pay dividends

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.

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-23.09%
0
rhbgnjgjhn
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the rhbgnjgjhn. 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 rhbgnjgjhn was 74.22%, occurring on Dec 31, 2022. Recovery took 438 trading sessions.

The current rhbgnjgjhn drawdown is 23.09%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-74.22%Nov 9, 2021418Dec 31, 2022438Mar 13, 2024856
-56.88%May 19, 202163Jul 20, 202132Aug 21, 202195
-47.2%Mar 15, 2024176Sep 6, 2024———
-21.74%Sep 20, 20212Sep 21, 202124Oct 15, 202126
-21.37%Mar 14, 202112Mar 25, 20218Apr 2, 202120

Volatility

Volatility Chart

The current rhbgnjgjhn volatility is 16.68%, 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%20.00%JuneJulyAugustSeptemberOctoberNovember
16.68%
3.89%
rhbgnjgjhn
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
USDT-USDSOL-USDNEAR-USDATOM-USDMATIC-USDBNB-USDAVAX-USDBTC-USDDOT-USDETH-USD
USDT-USD1.000.130.110.120.110.120.130.140.120.12
SOL-USD0.131.000.580.570.610.580.660.610.640.65
NEAR-USD0.110.581.000.630.590.590.640.620.670.64
ATOM-USD0.120.570.631.000.640.590.650.600.710.64
MATIC-USD0.110.610.590.641.000.650.640.640.690.70
BNB-USD0.120.580.590.590.651.000.640.710.680.73
AVAX-USD0.130.660.640.650.640.641.000.640.700.67
BTC-USD0.140.610.620.600.640.710.641.000.720.82
DOT-USD0.120.640.670.710.690.680.700.721.000.75
ETH-USD0.120.650.640.640.700.730.670.820.751.00
The correlation results are calculated based on daily price changes starting from Dec 16, 2020