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rhbgnjgjhn

Last updated Sep 23, 2023

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
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


-30.00%-20.00%-10.00%0.00%10.00%20.00%AprilMayJuneJulyAugustSeptember
-28.03%
8.79%
rhbgnjgjhn
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 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
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

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

USDT-USDSOL-USDNEAR-USDATOM-USDMATIC-USDAVAX-USDBTC-USDBNB-USDDOT-USDETH-USD
USDT-USD1.000.100.080.100.090.110.050.070.080.07
SOL-USD0.101.000.570.550.590.630.590.610.620.65
NEAR-USD0.080.571.000.630.600.630.610.610.650.65
ATOM-USD0.100.550.631.000.610.650.580.590.690.64
MATIC-USD0.090.590.600.611.000.640.640.670.670.70
AVAX-USD0.110.630.630.650.641.000.640.680.690.69
BTC-USD0.050.590.610.580.640.641.000.730.730.82
BNB-USD0.070.610.610.590.670.680.731.000.720.75
DOT-USD0.080.620.650.690.670.690.730.721.000.78
ETH-USD0.070.650.650.640.700.690.820.750.781.00

Sharpe Ratio

The current rhbgnjgjhn Sharpe ratio is -0.46. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

-1.000.001.002.003.004.00-0.46

The Sharpe ratio of rhbgnjgjhn is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50AprilMayJuneJulyAugustSeptember
-0.46
0.73
rhbgnjgjhn
Benchmark (^GSPC)
Portfolio components

Dividend yield


rhbgnjgjhn doesn't pay dividends

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.


The portfolio doesn't hold funds that charge fees

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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.


-80.00%-60.00%-40.00%-20.00%0.00%AprilMayJuneJulyAugustSeptember
-72.49%
-9.93%
rhbgnjgjhn
Benchmark (^GSPC)
Portfolio components

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, 2021418Dec 31, 2022
-56.89%May 19, 202163Jul 20, 202132Aug 21, 202195
-21.77%Sep 20, 20212Sep 21, 202124Oct 15, 202126
-21.39%Mar 14, 202112Mar 25, 20218Apr 2, 202120
-14.84%Apr 16, 20219Apr 24, 20213Apr 27, 202112

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.


0.00%5.00%10.00%15.00%20.00%AprilMayJuneJulyAugustSeptember
6.08%
2.69%
rhbgnjgjhn
Benchmark (^GSPC)
Portfolio components