PortfoliosLab logo
rhbgnjgjhn
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

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/SectorTarget Weight
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
Polygon USD
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 Every 3 months.


0.00%500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%December2025FebruaryMarchAprilMay
1,733.22%
53.30%
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


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.77%3.72%-5.60%8.55%14.11%10.45%
rhbgnjgjhn-23.78%16.93%-10.60%-24.24%N/AN/A
BTC-USD
Bitcoin
10.50%25.03%34.88%63.75%63.84%83.33%
ETH-USD
Ethereum
-33.79%32.28%-25.51%-27.32%63.59%N/A
USDT-USD
Tether
0.20%0.04%-0.04%0.02%-0.02%N/A
BNB-USD
Binance Coin
-10.32%7.95%5.14%5.47%110.35%N/A
SOL-USD
Solana
-13.37%37.72%-17.99%7.27%N/AN/A
MATIC-USD
Polygon USD
-51.97%0.00%-44.88%-68.84%N/AN/A
DOT-USD
Polkadot
-33.05%22.05%2.55%-36.99%N/AN/A
AVAX-USD
Avalanche
-38.05%19.87%-23.17%-36.97%N/AN/A
ATOM-USD
Cosmos
-26.69%0.02%-3.68%-50.30%12.49%N/A
NEAR-USD
NEAR Protocol
-44.28%30.05%-37.08%-63.51%N/AN/A
*Annualized

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
20250.51%-25.18%-9.69%3.89%8.01%-23.78%
2024-9.59%28.97%28.31%-22.81%10.47%-11.70%-4.26%-14.74%8.48%-5.35%57.49%-17.08%23.30%
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%, 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.


The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of rhbgnjgjhn is 7, meaning it’s performing worse than 93% 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.


The Risk-Adjusted Performance Rank of rhbgnjgjhn is 77
Overall Rank
The Sharpe Ratio Rank of rhbgnjgjhn is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of rhbgnjgjhn is 1313
Sortino Ratio Rank
The Omega Ratio Rank of rhbgnjgjhn is 1010
Omega Ratio Rank
The Calmar Ratio Rank of rhbgnjgjhn is 66
Calmar Ratio Rank
The Martin Ratio Rank of rhbgnjgjhn is 77
Martin 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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BTC-USD
Bitcoin
1.352.981.312.2910.94
ETH-USD
Ethereum
-0.350.171.020.03-0.57
USDT-USD
Tether
0.06-0.021.000.00-0.06
BNB-USD
Binance Coin
0.131.051.110.252.00
SOL-USD
Solana
0.171.071.110.130.88
MATIC-USD
Polygon USD
-0.86-1.120.88-1.41
DOT-USD
Polkadot
-0.430.791.080.010.16
AVAX-USD
Avalanche
-0.370.651.060.01-0.12
ATOM-USD
Cosmos
-0.590.661.060.00-0.06
NEAR-USD
NEAR Protocol
-0.61-0.190.980.00-1.05

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

rhbgnjgjhn Sharpe ratios as of May 10, 2025 (values are recalculated daily):

  • 1-Year: -0.36
  • All Time: 1.19

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.41 to 0.94, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of rhbgnjgjhn compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.36
0.48
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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-43.69%
-7.82%
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 43.69%.


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
-55.32%Dec 7, 2024123Apr 8, 2025
-47.2%Mar 15, 2024176Sep 6, 202488Dec 3, 2024264
-21.74%Sep 20, 20212Sep 21, 202124Oct 15, 202126

Volatility

Volatility Chart

The current rhbgnjgjhn volatility is 15.38%, 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%December2025FebruaryMarchAprilMay
15.38%
11.21%
rhbgnjgjhn
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 10 assets, with an effective number of assets of 10.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

^GSPCUSDT-USDSOL-USDNEAR-USDATOM-USDBNB-USDMATIC-USDAVAX-USDBTC-USDDOT-USDETH-USDPortfolio
^GSPC1.000.130.310.310.290.300.300.320.360.340.360.36
USDT-USD0.131.000.160.140.150.130.140.150.180.140.150.17
SOL-USD0.310.161.000.590.570.580.600.670.630.640.650.79
NEAR-USD0.310.140.591.000.650.590.610.660.630.680.650.80
ATOM-USD0.290.150.570.651.000.590.650.670.600.730.650.80
BNB-USD0.300.130.580.590.591.000.650.640.700.670.720.78
MATIC-USD0.300.140.600.610.650.651.000.650.630.690.700.81
AVAX-USD0.320.150.670.660.670.640.651.000.650.710.680.85
BTC-USD0.360.180.630.630.600.700.630.651.000.710.810.78
DOT-USD0.340.140.640.680.730.670.690.710.711.000.750.85
ETH-USD0.360.150.650.650.650.720.700.680.810.751.000.83
Portfolio0.360.170.790.800.800.780.810.850.780.850.831.00
The correlation results are calculated based on daily price changes starting from Dec 16, 2020