Crypto
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Crypto, 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
The earliest data available for this chart is Aug 7, 2015, corresponding to the inception date of ETH-USD
Returns By Period
Monthly Returns
The table below presents the monthly returns of Crypto, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.40% | 45.05% | 12.88% | -16.22% | 18.02% | -7.93% | -1.36% | -15.14% | 5.85% | 36.09% | |||
| 2023 | 36.20% | 0.61% | 18.34% | 2.89% | -3.57% | 7.45% | -4.04% | -11.31% | 2.75% | 18.62% | 10.71% | 11.62% | 121.63% |
| 2022 | -21.97% | 10.52% | 8.66% | -16.99% | -22.30% | -41.17% | 37.62% | -10.40% | -9.80% | 11.96% | -16.96% | -5.73% | -65.34% |
| 2021 | 45.82% | 19.03% | 33.00% | 21.74% | -15.23% | -14.20% | 15.01% | 24.41% | -10.12% | 41.44% | 0.56% | -19.73% | 200.10% |
| 2020 | 34.47% | 7.43% | -33.38% | 44.96% | 10.34% | -2.65% | 38.28% | 15.70% | -13.47% | 17.56% | 50.03% | 34.09% | 390.71% |
| 2019 | -13.62% | 18.97% | 5.00% | 22.48% | 62.62% | 17.77% | -15.79% | -11.95% | -6.43% | 6.53% | -17.41% | -9.92% | 39.20% |
| 2018 | 9.32% | -15.04% | -45.31% | 50.68% | -16.04% | -18.42% | 8.32% | -20.72% | -10.16% | -9.94% | -39.36% | 4.17% | -76.99% |
| 2017 | 17.43% | 36.22% | 136.12% | 41.15% | 135.10% | 21.45% | -7.45% | 72.64% | -13.33% | 25.37% | 53.36% | 49.90% | 5,975.37% |
| 2016 | 66.91% | 135.03% | 72.90% | -7.17% | 35.23% | 7.78% | -6.00% | -4.85% | 9.67% | -0.98% | -5.53% | 15.90% | 875.90% |
| 2015 | -34.36% | -12.61% | 28.34% | 7.41% | 10.96% | -12.27% |
Expense Ratio
Crypto 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
Risk-Adjusted Performance Rank
The current rank of Crypto is 5, indicating that it is in the bottom 5% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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.
Dividends
Dividend yield
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Crypto. 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 Crypto was 87.90%, occurring on Dec 15, 2018. Recovery took 743 trading sessions.
The current Crypto drawdown is 24.13%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -87.9% | Jan 14, 2018 | 336 | Dec 15, 2018 | 743 | Dec 27, 2020 | 1079 |
| -76.38% | Nov 9, 2021 | 366 | Nov 9, 2022 | — | — | — |
| -54.19% | May 12, 2021 | 70 | Jul 20, 2021 | 92 | Oct 20, 2021 | 162 |
| -51.28% | Aug 8, 2015 | 74 | Oct 20, 2015 | 89 | Jan 17, 2016 | 163 |
| -48.51% | Jun 13, 2017 | 34 | Jul 16, 2017 | 27 | Aug 12, 2017 | 61 |
Volatility
Volatility Chart
The current Crypto volatility is 12.11%, 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.
Diversification
Asset Correlations Table
| BTC-USD | ETH-USD | |
|---|---|---|
| BTC-USD | 1.00 | 0.64 |
| ETH-USD | 0.64 | 1.00 |