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BTC+ETH+BNB+XRP+ADA

Last updated Sep 30, 2023

Asset Allocation


USDT-USD 40%BTC-USD 15%ETH-USD 15%BNB-USD 10%XRP-USD 10%ATOM-USD 10%CryptocurrencyCryptocurrency
PositionCategory/SectorWeight
USDT-USD
Tether
40%
BTC-USD
Bitcoin
15%
ETH-USD
Ethereum
15%
BNB-USD
Binance Coin
10%
XRP-USD
Ripple
10%
ATOM-USD
Cosmos
10%

Performance

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 Quarterly


-10.00%-5.00%0.00%5.00%10.00%MayJuneJulyAugustSeptember
-7.99%
3.96%
BTC+ETH+BNB+XRP+ADA
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 30, 2023, the BTC+ETH+BNB+XRP+ADA returned 16.99% Year-To-Date and 33.17% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-5.04%4.35%11.68%19.59%6.56%6.56%
BTC+ETH+BNB+XRP+ADA2.18%-8.59%16.99%5.04%33.17%33.17%
BTC-USD
Bitcoin
4.31%-4.57%62.63%39.35%33.81%33.81%
ETH-USD
Ethereum
2.42%-7.11%39.37%27.16%46.10%46.10%
BNB-USD
Binance Coin
0.77%-31.42%-12.61%-23.90%49.76%49.76%
XRP-USD
Ripple
4.75%0.53%53.48%9.81%7.96%7.96%
ATOM-USD
Cosmos
6.69%-36.09%-23.94%-43.93%2.08%2.08%
USDT-USD
Tether
0.03%-0.02%0.04%-0.00%-0.15%-0.15%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20239.81%0.65%-2.22%-1.69%3.00%-10.14%

Sharpe Ratio

The current BTC+ETH+BNB+XRP+ADA Sharpe ratio is -0.10. 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.

-1.000.001.002.003.00-0.10

The Sharpe ratio of BTC+ETH+BNB+XRP+ADA 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 Ratio0.000.501.001.50MayJuneJulyAugustSeptember
-0.10
0.73
BTC+ETH+BNB+XRP+ADA
Benchmark (^GSPC)
Portfolio components

Dividend yield


BTC+ETH+BNB+XRP+ADA doesn't pay dividends

Expense Ratio

The BTC+ETH+BNB+XRP+ADA 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
0.52
ETH-USD
Ethereum
0.01
BNB-USD
Binance Coin
-0.84
XRP-USD
Ripple
0.29
ATOM-USD
Cosmos
-0.95
USDT-USD
Tether
-0.02

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-USDATOM-USDXRP-USDBNB-USDBTC-USDETH-USD
USDT-USD1.000.070.070.040.070.06
ATOM-USD0.071.000.560.570.560.61
XRP-USD0.070.561.000.630.680.73
BNB-USD0.040.570.631.000.690.73
BTC-USD0.070.560.680.691.000.82
ETH-USD0.060.610.730.730.821.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-40.00%-30.00%-20.00%-10.00%0.00%MayJuneJulyAugustSeptember
-38.60%
-10.60%
BTC+ETH+BNB+XRP+ADA
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the BTC+ETH+BNB+XRP+ADA. 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 BTC+ETH+BNB+XRP+ADA is 51.63%, recorded on Jun 18, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-51.63%Nov 9, 2021222Jun 18, 2022
-43.63%Jun 27, 2019264Mar 16, 2020138Aug 1, 2020402
-43.56%May 10, 202172Jul 20, 202192Oct 20, 2021164
-24.78%Feb 20, 20219Feb 28, 202135Apr 4, 202144
-20.58%Sep 2, 202022Sep 23, 202051Nov 13, 202073

Volatility Chart

The current BTC+ETH+BNB+XRP+ADA volatility is 4.01%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%MayJuneJulyAugustSeptember
4.01%
3.11%
BTC+ETH+BNB+XRP+ADA
Benchmark (^GSPC)
Portfolio components