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Crypto Portfolio

Last updated Oct 2, 2022

Crypto Portfolio is a variation of the Three-fund Portfolio with additional exposure to the two biggest cryptocurrencies by capitalization: Bitcoin and Etherium. This is a risky portfolio as crypto could be highly volatile, but it could be interesting for someone who believes that decentralised finances have a place in the long-term future

Expense Ratio

Rank 9 of 54

Dividend Yield

Rank 44 of 54

10Y Annualized Return

Rank 1 of 54

Sharpe Ratio

Rank 5 of 54

Maximum Drawdown

Rank 54 of 54


Crypto PortfolioAsset Allocation

BND 20%BTC-USD 20%ETH-USD 20%VTI 20%VEA 20%BondBondCryptocurrencyCryptocurrencyEquityEquity

Crypto PortfolioPerformance

The chart shows the growth of $10,000 invested in Crypto Portfolio in Aug 2015 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $876,279 for a total return of roughly 8,662.79%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly

Crypto Portfolio
Benchmark (^GSPC)
Portfolio components

Crypto PortfolioReturns

As of Oct 2, 2022, the Crypto Portfolio returned -63.18% Year-To-Date and 57.48% of annualized return in the last 10 years.

Crypto Portfolio-7.91%-31.29%-35.38%-28.78%20.64%53.99%
Vanguard Total Stock Market ETF
Vanguard Total Bond Market ETF
Bitcoin USD
Ethereum USD
Vanguard FTSE Developed Markets ETF

Crypto PortfolioSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Crypto Portfolio Sharpe ratio is -0.68. 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.

The chart below displays rolling 12-month Sharpe Ratio.

Crypto Portfolio
Benchmark (^GSPC)
Portfolio components

Crypto PortfolioDividends

Crypto Portfolio granted a 1.66% dividend yield in the last twelve months.


Dividend yield


Crypto PortfolioDrawdowns Chart

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

Crypto Portfolio
Benchmark (^GSPC)
Portfolio components

Crypto PortfolioWorst Drawdowns

The table below shows the maximum drawdowns of the Crypto Portfolio. 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 Crypto Portfolio is 54.86%, recorded on Dec 14, 2018. It took 596 trading sessions for the portfolio to recover.



To Bottom


To Recover



-54.86%Jan 14, 2018335Dec 14, 2018596Aug 1, 2020931
-46.44%Nov 9, 2021222Jun 18, 2022
-27.33%May 12, 202170Jul 20, 202187Oct 15, 2021157
-26.63%Jun 13, 201734Jul 16, 201742Aug 27, 201776
-23.23%Aug 8, 201575Oct 21, 201554Dec 14, 2015129
-22.87%Mar 14, 20167Mar 20, 201684Jun 12, 201691
-22.41%Feb 12, 20166Feb 17, 20167Feb 24, 201613
-20.79%Jun 17, 201647Aug 2, 2016155Jan 4, 2017202
-19.66%Sep 2, 201713Sep 14, 201729Oct 13, 201742
-17.04%Mar 17, 20172Mar 18, 20176Mar 24, 20178

Crypto PortfolioVolatility Chart

Current Crypto Portfolio volatility is 12.71%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.

Crypto Portfolio
Benchmark (^GSPC)
Portfolio components

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