Asset Allocation
Find the right asset allocation for BTC+ETH+BNB+XRP+ADA
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio OptimizerPerformance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in BTC+ETH+BNB+XRP+ADA, 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.
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Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.30% | 0.09% | 8.18% | 8.17% | 23.42% | 19.88% | 11.91% | 13.45% |
Portfolio BTC+ETH+BNB+XRP+ADA | -0.68% | -15.09% | -23.84% | -26.78% | -25.57% | 18.62% | 8.76% | — |
| Portfolio components: | ||||||||
ATOM-USD Cosmos | 1.52% | -10.12% | -9.66% | -22.56% | -59.25% | -42.54% | -34.04% | — |
BNB-USD BNB | -1.40% | -8.25% | -30.99% | -33.59% | -8.63% | 31.73% | 9.67% | — |
BTC-USD Bitcoin | -1.22% | -22.47% | -28.54% | -31.02% | -40.89% | 33.16% | 10.82% | 59.68% |
ETH-USD Ethereum | -1.64% | -28.55% | -43.98% | -46.81% | -33.81% | -3.34% | -8.64% | 61.34% |
USDT-USD Tether | -0.00% | -0.02% | 0.10% | -0.05% | -0.09% | -0.01% | -0.02% | — |
XRP-USD XRP | -0.09% | -18.75% | -37.24% | -44.31% | -49.12% | 28.98% | 4.64% | — |
Monthly Returns
Based on dividend-adjusted daily data since Mar 14, 2019, BTC+ETH+BNB+XRP+ADA's average daily return is +0.15%, while the average monthly return is +4.46%. At this rate, an investment would double in approximately 1.3 years.
Historically, 57% of months were positive and 43% were negative. The best month was Feb 2021 with a return of +68.0%, while the worst month was May 2021 at -25.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.
On a daily basis, BTC+ETH+BNB+XRP+ADA closed higher 53% of trading days. The best single day was Feb 19, 2021 with a return of +24.3%, while the worst single day was Mar 12, 2020 at -30.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -7.71% | -11.73% | 0.65% | 5.61% | -0.64% | -11.48% | -23.84% | ||||||
| 2025 | 5.91% | -16.71% | -2.79% | 4.10% | 10.95% | 0.31% | 15.47% | 2.97% | 2.87% | -4.08% | -13.83% | -3.38% | -2.97% |
| 2024 | -2.81% | 28.39% | 16.01% | -11.76% | 7.40% | -5.39% | 1.23% | -9.17% | 4.69% | 0.95% | 45.02% | -3.35% | 76.77% |
| 2023 | 25.58% | -1.51% | 12.77% | 1.50% | -3.60% | -0.49% | 1.36% | -10.81% | 1.62% | 12.63% | 6.33% | 12.17% | 67.59% |
| 2022 | -15.88% | 8.12% | 3.94% | -14.34% | -14.98% | -23.02% | 21.73% | -5.44% | 0.81% | 7.15% | -11.87% | -7.16% | -46.09% |
| 2021 | 30.25% | 67.98% | 32.18% | 36.78% | -25.21% | -12.41% | 9.43% | 26.16% | -2.96% | 25.56% | -0.30% | -13.41% | 276.32% |
Benchmark Metrics
BTC+ETH+BNB+XRP+ADA has an annualized alpha of 27.87%, beta of 0.86, and R2 of 0.12 versus S&P 500 Index. Calculated based on daily prices since March 14, 2019.
- This portfolio captured 135.79% of S&P 500 Index gains but only 80.62% of its losses - a favorable profile for investors.
- R2 of 0.12 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 27.87%
- Beta
- 0.86
- R²
- 0.12
- Upside Capture
- 135.79%
- Downside Capture
- 80.62%
Expense Ratio
BTC+ETH+BNB+XRP+ADA 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.
Return for Risk
Risk / Return Rank
BTC+ETH+BNB+XRP+ADA ranks 2 for risk / return — in the bottom 2% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for BTC+ETH+BNB+XRP+ADA and compares them with S&P 500 Index.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | 1.94 | -2.63 |
| Sortino ratioReturn per unit of downside risk | -0.83 | 2.63 | -3.46 |
| Omega ratioGain probability vs. loss probability | 0.92 | 1.35 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.56 | 2.59 | -3.15 |
| Martin ratioReturn relative to average drawdown | -1.00 | 11.84 | -12.85 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
ATOM-USD Cosmos | 40 | -0.87 | -1.31 | 0.87 | -0.86 | -1.24 |
BNB-USD BNB | 82 | -0.16 | 0.14 | 1.02 | -0.15 | -0.25 |
BTC-USD Bitcoin | 28 | -0.95 | -1.35 | 0.86 | -0.80 | -1.42 |
ETH-USD Ethereum | 68 | -0.50 | -0.38 | 0.96 | -0.50 | -0.88 |
USDT-USD Tether | 77 | -0.18 | -0.28 | 0.97 | -0.23 | -0.49 |
XRP-USD XRP | 50 | -0.73 | -0.96 | 0.90 | -0.71 | -1.13 |
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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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the BTC+ETH+BNB+XRP+ADA. 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 BTC+ETH+BNB+XRP+ADA was 60.35%, occurring on Jun 18, 2022. Recovery took 632 trading sessions.
The current BTC+ETH+BNB+XRP+ADA drawdown is 44.00%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -60.35%Jun 2022 | 7mo 11d | 1y 8mo | 2y 4moNov 2021 - Mar 2024 |
COVID crash2020 | -52.50%Mar 2020 | 8mo 23d | 4mo 27d | 1y 1moJun 2019 - Aug 2020 |
2021 bear market2021 | -48.22%Jul 2021 | 2mo 9d | 3mo 2d | 5mo 11dMay 2021 - Oct 2021 |
2026 bear market2026 | -45.67%Jun 2026 | 8mo 2d | — | 8mo 5dOct 2025 - now |
2025 selloff2025 | -31.39%Apr 2025 | 4mo | 3mo 10d | 7mo 10dDec 2024 - Jul 2025 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 6 assets, with an effective number of assets of 4.79, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | All Time | |
|---|---|---|---|---|
Diversification Ratio | 1.11 | 1.18 | 1.16 | 1.21 |
The portfolio has a diversification ratio of 1.21, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
BTC+ETH+BNB+XRP+ADA correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Mar 14, 2019 | 0.32 |
Benchmark Correlations
Correlation vs. S&P 500 Index. ETH-USD has the highest benchmark correlation at 0.32, while USDT-USD has the lowest at 0.12.
Asset Correlations Table
Find what BTC+ETH+BNB+XRP+ADA is missing
See which holdings overlap, where BTC+ETH+BNB+XRP+ADA is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification