Crypto Portfolio

Asset Allocation

Position	Category/Sector	Target Weight
VTI Vanguard Total Stock Market ETF	Large Cap Blend Equities	40%
BND Vanguard Total Bond Market ETF	Total Bond Market	20%
VXUS Vanguard Total International Stock ETF	Global Equities	20%
BTC-USD Bitcoin		15%
ETH-USD Ethereum		5%

Benchmark: S&P 500 Index · Rebalance: Every 3 months

Portfolio Optimizer

Find the right asset allocation for Crypto Portfolio

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 Optimizer

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Crypto Portfolio, 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.

Loading charts...

Returns By Period

As of Jul 29, 2026, the Crypto Portfolio returned 0.30% Year-To-Date and 29.25% of annualized return in the last 10 years.

Position	1D	1M	6M	YTD	1Y	3Y*	5Y*	10Y*	ALL TIME*
Benchmark S&P 500 Index	0.21%	1.02%	6.45%	8.52%	16.26%	17.48%	10.95%	13.08%	8.07%
Portfolio Crypto Portfolio	0.13%	2.09%	-2.51%	0.30%	1.16%	18.80%	10.67%	29.25%	33.92%
Portfolio components:
BND Vanguard Total Bond Market ETF	0.25%	-1.07%	-0.26%	0.03%	3.50%	3.96%	-0.28%	1.38%	3.02%
BTC-USD Bitcoin	0.29%	7.41%	-28.32%	-26.99%	-45.90%	29.59%	9.79%	58.07%	88.41%
ETH-USD Ethereum	1.23%	21.96%	-36.66%	-35.49%	-49.62%	0.59%	-4.29%	65.40%	80.14%
VTI Vanguard Total Stock Market ETF	0.22%	1.04%	7.26%	9.82%	18.07%	18.70%	11.48%	14.46%	9.56%
VXUS Vanguard Total International Stock ETF	-0.64%	-1.46%	3.22%	10.96%	23.14%	16.14%	8.31%	9.17%	6.45%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Aug 7, 2015, Crypto Portfolio's average daily return is +0.09%, while the average monthly return is +2.70%. At this rate, an investment would double in approximately 2.2 years.

Historically, 63% of months were positive and 37% were negative. The best month was Mar 2016 with a return of +26.8%, while the worst month was Mar 2020 at -15.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Crypto Portfolio closed higher 55% of trading days. The best single day was Mar 13, 2020 with a return of +9.0%, while the worst single day was Mar 12, 2020 at -16.7%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	-0.59%	-1.61%	-3.73%	7.91%	1.79%	-4.26%	1.30%						0.30%
2025	3.43%	-4.33%	-3.18%	2.39%	7.10%	3.40%	4.29%	2.29%	2.56%	0.38%	-3.20%	0.03%	15.51%
2024	0.17%	11.37%	5.58%	-5.85%	5.78%	-0.20%	1.92%	-0.78%	2.81%	-0.27%	11.18%	-3.30%	30.51%
2023	12.77%	-2.14%	7.18%	1.47%	-1.80%	5.47%	1.41%	-3.96%	-2.62%	2.69%	8.35%	6.52%	39.72%
2022	-7.22%	0.11%	2.00%	-9.15%	-2.99%	-11.37%	10.22%	-5.58%	-7.85%	5.42%	1.94%	-3.91%	-26.72%
2021	5.72%	7.95%	10.31%	4.80%	-4.34%	-0.74%	4.00%	5.62%	-4.85%	11.75%	-2.15%	-3.02%	38.84%

Benchmark Metrics

Crypto Portfolio has an annualized alpha of 16.80%, beta of 0.75, and R2 of 0.41 versus S&P 500 Index. Calculated based on daily prices since August 07, 2015.

This portfolio captured 119.10% of S&P 500 Index gains but only 56.92% of its losses - a favorable profile for investors.
R2 of 0.41 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha: 16.80%

Beta: 0.75

R²: 0.41

Upside Capture: 119.10%

Downside Capture: 56.92%

See how alpha, beta & R² have trended over time →

Expense Ratio

Crypto Portfolio has an expense ratio of 0.03%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

VXUS

Vanguard Total International Stock ETF

VTI

Vanguard Total Stock Market ETF

BND

Vanguard Total Bond Market ETF

Return for Risk

Risk / Return Rank

Crypto Portfolio ranks 6 for risk / return — in the bottom 6% 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Risk / Return Metrics

The table below presents risk-adjusted performance metrics for Crypto Portfolio and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	0.08	1.29	-1.21
Sortino ratioReturn per unit of downside risk	0.21	1.82	-1.61
Omega ratioGain probability vs. loss probability	1.02	1.23	-0.21
Calmar ratioReturn relative to maximum drawdown	0.09	1.80	-1.71
Martin ratioReturn relative to average drawdown	0.21	7.70	-7.49

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
BND Vanguard Total Bond Market ETF	36	0.95	1.40	1.16	1.31	3.37
BTC-USD Bitcoin	39	-1.06	-1.60	0.84	-0.86	-1.35
ETH-USD Ethereum	70	-0.75	-0.99	0.90	-0.73	-1.10
VTI Vanguard Total Stock Market ETF	61	1.41	1.98	1.25	2.03	8.81
VXUS Vanguard Total International Stock ETF	60	1.40	1.96	1.26	2.06	7.63

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current Crypto Portfolio Sharpe ratio is 0.08 as of Jul 29, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.08 to 1.90, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Crypto Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading charts...

Dividends

Dividend yield

Crypto Portfolio provided a 1.75% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.75%	1.86%	1.91%	1.84%	1.80%	1.53%	1.47%	1.87%	2.01%	1.74%	1.86%	1.87%
Portfolio components:
BND Vanguard Total Bond Market ETF	4.00%	3.86%	3.67%	3.09%	2.60%	2.12%	2.38%	2.72%	2.81%	2.54%	2.51%	2.57%
BTC-USD Bitcoin	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ETH-USD Ethereum	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VTI Vanguard Total Stock Market ETF	1.07%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%
VXUS Vanguard Total International Stock ETF	2.63%	3.18%	3.37%	3.24%	3.09%	3.10%	2.14%	3.06%	3.18%	2.73%	2.93%	2.83%

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.

Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Crypto Portfolio. 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 Portfolio was 36.65%, occurring on Dec 25, 2018. Recovery took 183 trading sessions.

The current Crypto Portfolio drawdown is 5.15%.

Drawdown	Fall	Recovery	Underwater	Related event
-36.65%Dec 2018	1y 8d	6mo 3d	1y 6moDec 2017 - Jun 2019	Rate-hike selloffLate 2018
-35.92%Oct 2022	11mo 10d	1y 4mo	2y 3moNov 2021 - Feb 2024	Bear market2022
-32.28%Mar 2020	1mo 2d	4mo 13d	5mo 15dFeb 2020 - Jul 2020	COVID crash2020
-17.64%Apr 2025	3mo 22d	1mo 19d	5mo 11dDec 2024 - May 2025	2025 selloff2025
-13.17%Mar 2026	5mo 23d	—	9mo 25dOct 2025 - now	—

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading charts...

Diversification

AI Analysis

The gist

The portfolio is really three sleeves: U.S. equities, global ex-U.S. equities, and a crypto pair, with BND standing off to the side like a polite chaperone. It is a coherent bet on broad risk assets, but the diversification is mostly coming from the bond sleeve and the low overlap between stocks and crypto.

The numbers

Diversification ratio is 1.23 over 1Y, 39.9th percentile on the platform, which is modest and recently weaker than the longer windows.
Incept DR is 1.40, 66.7th percentile; the portfolio has meaningfully better structure over full history than in the last year.
Effective asset count is 3.77 of 5; the weights are not mechanically concentrated, but the correlation map is.

The good

BND has near-zero correlation with the other sleeves, so it does real work rather than decorative work.
The VTI/VXUS pairing is broad market exposure rather than hidden stock picking; to be fair, that is a clean way to express an equity view.
BTC-USD and ETH-USD give the portfolio a distinct crypto cluster instead of five unrelated names pretending to be diversification.

The bad

VTI and VXUS correlate at 0.75, so the two largest equity sleeves are mostly the same risk factor with different passports.
BTC-USD and ETH-USD correlate at 0.66 and sit in their own cluster, so the crypto sleeve behaves like one idea in two wrappers.
Position-to-portfolio correlation is 0.78 for BTC-USD and 0.74 for ETH-USD, which means crypto drives a lot of the portfolio’s day-to-day movement.

The ugly

If equities and crypto de-risk together, the portfolio loses both its growth sleeves at once, leaving BND to do nearly all the diversification heavy lifting.
A broad macro shock that lifts rate volatility and compresses risk appetite would tend to expose the fact that most of the portfolio lives on the same side of the “risk assets” ledger.

Next steps

Portfolios with this correlation profile are usually evaluated by how much of the total risk budget sits in one equity cluster versus genuinely separate return drivers.
The DR gap between 1Y and longer windows suggests recent co-movement has been more intense than the full-history average.
The data fit a portfolio that is diversified across labels, but less so across the economic mechanisms that actually move it.

AI-generated analysis. Not investment advice. Verify key facts independently.

Was this useful?

Diversification Metrics

Number of Effective Assets

The portfolio contains 5 assets, with an effective number of assets of 3.77, 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	10Y	All Time
Diversification Ratio	1.23	1.32	1.28	1.35	1.40

The portfolio has a diversification ratio of 1.40, in line with the typical range across portfolios.

Crypto Portfolio correlation to the S&P 500 Index

Crypto Portfolio has a 0.84 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.84
Correlation (3Y) Balances recent behavior with more history.	0.76
Correlation (5Y) Shows whether the relationship held over a longer period.	0.77
Correlation (10Y) Provides a long-term view across more market conditions.	0.65
Correlation (All Time) Calculated using the full available price history since Aug 7, 2015	0.63