rhbgnjgjhn
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BTC-USD Bitcoin | 10% | |
ETH-USD Ethereum | 10% | |
USDT-USD Tether | 10% | |
BNB-USD Binance Coin | 10% | |
SOL-USD Solana | 10% | |
MATIC-USD MaticNetwork | 10% | |
DOT-USD Polkadot | 10% | |
AVAX-USD Avalanche | 10% | |
ATOM-USD Cosmos | 10% | |
NEAR-USD NEAR Protocol | 10% |
Performance
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
Returns
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.29% | 8.79% | 12.52% | 16.97% | 3.98% | N/A |
| rhbgnjgjhn | -4.74% | -26.65% | 6.71% | -24.04% | 69.19% | N/A |
| Portfolio components: | ||||||
BTC-USD Bitcoin | 1.59% | -3.33% | 60.63% | 37.73% | 8.12% | N/A |
ETH-USD Ethereum | -4.02% | -8.63% | 33.13% | 19.95% | 28.12% | N/A |
USDT-USD Tether | 0.06% | -0.08% | 0.03% | 0.00% | -0.02% | N/A |
BNB-USD Binance Coin | -3.43% | -34.56% | -14.29% | -23.67% | 63.26% | N/A |
SOL-USD Solana | -7.58% | -4.93% | 95.14% | -42.28% | 82.28% | N/A |
MATIC-USD MaticNetwork | -4.77% | -51.72% | -31.31% | -33.10% | 127.31% | N/A |
DOT-USD Polkadot | -9.10% | -31.97% | -6.85% | -37.57% | -6.56% | N/A |
AVAX-USD Avalanche | -12.36% | -47.49% | -18.70% | -50.65% | 27.91% | N/A |
ATOM-USD Cosmos | -0.98% | -35.77% | -23.69% | -49.84% | 7.73% | N/A |
NEAR-USD NEAR Protocol | -6.09% | -41.74% | -10.67% | -70.39% | 2.76% | N/A |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| USDT-USD | SOL-USD | NEAR-USD | ATOM-USD | MATIC-USD | AVAX-USD | BTC-USD | BNB-USD | DOT-USD | ETH-USD | |
|---|---|---|---|---|---|---|---|---|---|---|
| USDT-USD | 1.00 | 0.10 | 0.08 | 0.10 | 0.09 | 0.11 | 0.05 | 0.07 | 0.08 | 0.07 |
| SOL-USD | 0.10 | 1.00 | 0.57 | 0.55 | 0.59 | 0.63 | 0.59 | 0.61 | 0.62 | 0.65 |
| NEAR-USD | 0.08 | 0.57 | 1.00 | 0.63 | 0.60 | 0.63 | 0.61 | 0.61 | 0.65 | 0.65 |
| ATOM-USD | 0.10 | 0.55 | 0.63 | 1.00 | 0.61 | 0.65 | 0.58 | 0.59 | 0.69 | 0.64 |
| MATIC-USD | 0.09 | 0.59 | 0.60 | 0.61 | 1.00 | 0.64 | 0.64 | 0.67 | 0.67 | 0.70 |
| AVAX-USD | 0.11 | 0.63 | 0.63 | 0.65 | 0.64 | 1.00 | 0.64 | 0.68 | 0.69 | 0.69 |
| BTC-USD | 0.05 | 0.59 | 0.61 | 0.58 | 0.64 | 0.64 | 1.00 | 0.73 | 0.73 | 0.82 |
| BNB-USD | 0.07 | 0.61 | 0.61 | 0.59 | 0.67 | 0.68 | 0.73 | 1.00 | 0.72 | 0.75 |
| DOT-USD | 0.08 | 0.62 | 0.65 | 0.69 | 0.67 | 0.69 | 0.73 | 0.72 | 1.00 | 0.78 |
| ETH-USD | 0.07 | 0.65 | 0.65 | 0.64 | 0.70 | 0.69 | 0.82 | 0.75 | 0.78 | 1.00 |
Dividend yield
Expense Ratio
The 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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
BTC-USD Bitcoin | 0.91 | ||||
ETH-USD Ethereum | 0.25 | ||||
USDT-USD Tether | -0.03 | ||||
BNB-USD Binance Coin | -0.79 | ||||
SOL-USD Solana | 0.09 | ||||
MATIC-USD MaticNetwork | -0.76 | ||||
DOT-USD Polkadot | -0.52 | ||||
AVAX-USD Avalanche | -0.77 | ||||
ATOM-USD Cosmos | -0.85 | ||||
NEAR-USD NEAR Protocol | -0.67 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the rhbgnjgjhn. 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 rhbgnjgjhn is 74.22%, recorded on Dec 31, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -74.22% | Nov 9, 2021 | 418 | Dec 31, 2022 | — | — | — |
| -56.89% | May 19, 2021 | 63 | Jul 20, 2021 | 32 | Aug 21, 2021 | 95 |
| -21.77% | Sep 20, 2021 | 2 | Sep 21, 2021 | 24 | Oct 15, 2021 | 26 |
| -21.39% | Mar 14, 2021 | 12 | Mar 25, 2021 | 8 | Apr 2, 2021 | 20 |
| -14.84% | Apr 16, 2021 | 9 | Apr 24, 2021 | 3 | Apr 27, 2021 | 12 |
Volatility Chart
The current rhbgnjgjhn volatility is 6.08%, 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.