PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
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/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


-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
20.49%
8.53%
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
24.34%0.23%8.53%24.95%13.01%11.06%
rhbgnjgjhn30.99%-3.96%20.49%23.86%N/AN/A
BTC-USD
Bitcoin
131.29%-1.25%54.72%123.50%67.06%76.43%
ETH-USD
Ethereum
52.21%4.23%1.58%50.39%92.21%N/A
USDT-USD
Tether
-0.02%-0.16%0.02%-0.12%-0.25%N/A
BNB-USD
Binance Coin
117.03%7.04%17.48%149.86%117.80%N/A
SOL-USD
Solana
91.33%-24.29%51.03%80.50%N/AN/A
MATIC-USD
MaticNetwork
-48.67%1.11%-11.24%-42.02%98.31%N/A
DOT-USD
Polkadot
-10.99%9.46%29.20%-12.57%N/AN/A
AVAX-USD
Avalanche
3.30%-7.59%58.94%-17.16%N/AN/A
ATOM-USD
Cosmos
-34.76%-8.21%3.23%-39.10%10.11%N/A
NEAR-USD
NEAR Protocol
46.47%-12.85%3.14%37.35%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
2024-9.59%28.97%28.31%-22.81%10.47%-11.70%-4.26%-14.74%8.48%-5.35%57.49%30.99%
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 3, meaning it’s performing worse than 97% 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 33
Overall Rank
The Sharpe Ratio Rank of rhbgnjgjhn is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of rhbgnjgjhn is 44
Sortino Ratio Rank
The Omega Ratio Rank of rhbgnjgjhn is 33
Omega Ratio Rank
The Calmar Ratio Rank of rhbgnjgjhn is 22
Calmar Ratio Rank
The Martin Ratio Rank of rhbgnjgjhn is 33
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.


Sharpe ratio
The chart of Sharpe ratio for rhbgnjgjhn, currently valued at 0.12, compared to the broader market-6.00-4.00-2.000.002.004.000.122.10
The chart of Sortino ratio for rhbgnjgjhn, currently valued at 0.59, compared to the broader market-6.00-4.00-2.000.002.004.006.000.592.80
The chart of Omega ratio for rhbgnjgjhn, currently valued at 1.06, compared to the broader market0.400.600.801.001.201.401.601.801.061.39
The chart of Calmar ratio for rhbgnjgjhn, currently valued at 0.02, compared to the broader market0.002.004.006.008.0010.0012.000.023.09
The chart of Martin ratio for rhbgnjgjhn, currently valued at 0.32, compared to the broader market0.0010.0020.0030.0040.0050.000.3213.49
rhbgnjgjhn
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BTC-USD
Bitcoin
1.412.141.211.226.70
ETH-USD
Ethereum
0.160.741.070.040.44
USDT-USD
Tether
-0.18-0.260.980.00-0.93
BNB-USD
Binance Coin
0.380.921.090.161.19
SOL-USD
Solana
0.511.271.120.282.32
MATIC-USD
MaticNetwork
-0.55-0.470.960.01-1.32
DOT-USD
Polkadot
0.010.671.070.000.03
AVAX-USD
Avalanche
0.020.741.070.000.05
ATOM-USD
Cosmos
-0.43-0.180.980.01-0.97
NEAR-USD
NEAR Protocol
-0.110.561.050.01-0.31

The current rhbgnjgjhn Sharpe ratio is -0.03. 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 1.28 to 2.10, 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 Ratio-1.000.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
0.12
2.10
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%JulyAugustSeptemberOctoberNovemberDecember
-21.52%
-2.62%
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 17.64%.


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, 202488Dec 3, 2024264
-22.97%Dec 7, 202413Dec 19, 2024
-21.74%Sep 20, 20212Sep 21, 202124Oct 15, 202126

Volatility

Volatility Chart

The current rhbgnjgjhn volatility is 23.52%, 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%JulyAugustSeptemberOctoberNovemberDecember
23.52%
3.79%
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-USDBNB-USDMATIC-USDAVAX-USDBTC-USDDOT-USDETH-USD
USDT-USD1.000.140.110.120.120.120.130.150.120.13
SOL-USD0.141.000.580.560.580.600.660.610.640.65
NEAR-USD0.110.581.000.640.590.600.640.620.670.63
ATOM-USD0.120.560.641.000.590.650.660.590.720.64
BNB-USD0.120.580.590.591.000.650.640.700.680.72
MATIC-USD0.120.600.600.650.651.000.640.630.690.70
AVAX-USD0.130.660.640.660.640.641.000.640.700.67
BTC-USD0.150.610.620.590.700.630.641.000.710.81
DOT-USD0.120.640.670.720.680.690.700.711.000.75
ETH-USD0.130.650.630.640.720.700.670.810.751.00
The correlation results are calculated based on daily price changes starting from Dec 16, 2020
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab