Asset Allocation
Performance
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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The earliest data available for this chart is Mar 14, 2019, corresponding to the inception date of ATOM-USD
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio BTC+ETH+BNB+XRP+ADA | -2.09% | -2.24% | -19.72% | -38.99% | -8.14% | 18.99% | 9.80% | — |
| Portfolio components: | ||||||||
BTC-USD Bitcoin | -1.99% | -2.31% | -23.70% | -44.66% | -19.07% | 33.89% | 3.18% | 66.03% |
ETH-USD Ethereum | -4.09% | 3.52% | -30.81% | -54.26% | 14.38% | 4.27% | 0.43% | 68.46% |
BNB-USD Binance Coin | -4.37% | -7.89% | -32.39% | -46.47% | -1.14% | 23.69% | 12.73% | — |
XRP-USD Ripple | -2.42% | -3.34% | -28.48% | -56.73% | -35.00% | 38.33% | 17.35% | — |
ATOM-USD Cosmos | -0.36% | -7.94% | -13.29% | -61.32% | -60.37% | -46.90% | -39.17% | — |
USDT-USD Tether | 0.00% | -0.00% | 0.13% | -0.08% | 0.01% | -0.01% | -0.06% | — |
Monthly Returns
Based on dividend-adjusted daily data since Mar 15, 2019, BTC+ETH+BNB+XRP+ADA's average daily return is +0.15%, while the average monthly return is +4.61%. At this rate, your 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% | -2.10% | -19.72% | ||||||||
| 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 32.12%, beta of 0.86, and R² of 0.12 versus S&P 500 Index. Calculated based on daily prices since March 15, 2019.
- This portfolio captured 143.00% of S&P 500 Index gains but only 70.81% 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
- 32.12%
- Beta
- 0.86
- R²
- 0.12
- Upside Capture
- 143.00%
- Downside Capture
- 70.81%
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
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.21 | 0.88 | -1.09 |
Sortino ratioReturn per unit of downside risk | -0.04 | 1.37 | -1.41 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.21 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | -1.04 | 1.39 | -2.43 |
Martin ratioReturn relative to average drawdown | -1.84 | 6.43 | -8.27 |
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.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
BTC-USD Bitcoin | 39 | -0.43 | -0.36 | 0.96 | -1.14 | -2.03 |
ETH-USD Ethereum | 74 | 0.19 | 0.85 | 1.09 | -0.92 | -1.58 |
BNB-USD Binance Coin | 77 | -0.02 | 0.34 | 1.04 | -0.60 | -1.03 |
XRP-USD Ripple | 40 | -0.49 | -0.36 | 0.96 | -1.13 | -1.90 |
ATOM-USD Cosmos | 19 | -0.84 | -1.26 | 0.88 | -1.16 | -1.72 |
USDT-USD Tether | 79 | 0.03 | 0.05 | 1.00 | -0.20 | -0.44 |
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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 39.44%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -60.35% | Nov 9, 2021 | 222 | Jun 18, 2022 | 632 | Mar 11, 2024 | 854 |
| -52.5% | Jun 27, 2019 | 264 | Mar 16, 2020 | 147 | Aug 10, 2020 | 411 |
| -48.22% | May 12, 2021 | 70 | Jul 20, 2021 | 92 | Oct 20, 2021 | 162 |
| -42.41% | Oct 7, 2025 | 122 | Feb 5, 2026 | — | — | — |
| -31.39% | Dec 9, 2024 | 121 | Apr 8, 2025 | 100 | Jul 17, 2025 | 221 |
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. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | USDT-USD | ATOM-USD | BNB-USD | XRP-USD | BTC-USD | ETH-USD | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.12 | 0.27 | 0.26 | 0.27 | 0.30 | 0.32 | 0.32 |
| USDT-USD | 0.12 | 1.00 | 0.12 | 0.10 | 0.13 | 0.17 | 0.13 | 0.17 |
| ATOM-USD | 0.27 | 0.12 | 1.00 | 0.58 | 0.58 | 0.59 | 0.64 | 0.75 |
| BNB-USD | 0.26 | 0.10 | 0.58 | 1.00 | 0.61 | 0.68 | 0.71 | 0.83 |
| XRP-USD | 0.27 | 0.13 | 0.58 | 0.61 | 1.00 | 0.68 | 0.71 | 0.79 |
| BTC-USD | 0.30 | 0.17 | 0.59 | 0.68 | 0.68 | 1.00 | 0.81 | 0.90 |
| ETH-USD | 0.32 | 0.13 | 0.64 | 0.71 | 0.71 | 0.81 | 1.00 | 0.90 |
| Portfolio | 0.32 | 0.17 | 0.75 | 0.83 | 0.79 | 0.90 | 0.90 | 1.00 |