Crypto Portfolio
Crypto Portfolio is a variation of the Three-fund Portfolio with additional exposure to the two biggest cryptocurrencies by capitalization: Bitcoin and Ethereum. This is a risky portfolio as crypto could be highly volatile, but it could be interesting for someone who believes that decentralized finances have a place in the long-term future.
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 20% |
BTC-USD Bitcoin | 20% | |
ETH-USD Ethereum | 20% | |
VEA Vanguard FTSE Developed Markets ETF | Foreign Large Cap Equities | 20% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 20% |
Performance
Performance Chart
Loading data...
The earliest data available for this chart is Aug 7, 2015, corresponding to the inception date of ETH-USD
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.00% | 12.45% | 0.40% | 11.91% | 15.04% | 10.82% |
| Crypto Portfolio | 4.18% | 20.15% | 5.53% | 12.39% | 39.71% | N/A |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 1.06% | 12.79% | 0.34% | 12.64% | 16.14% | 12.12% |
BND Vanguard Total Bond Market ETF | 1.87% | -0.12% | 1.43% | 4.65% | -1.06% | 1.45% |
BTC-USD Bitcoin | 13.03% | 23.99% | 14.36% | 47.81% | 63.34% | 83.77% |
ETH-USD Ethereum | -24.11% | 59.32% | -18.71% | -30.97% | 66.13% | N/A |
VEA Vanguard FTSE Developed Markets ETF | 15.97% | 8.77% | 14.17% | 11.44% | 12.19% | 5.86% |
Monthly Returns
The table below presents the monthly returns of Crypto Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.35% | -9.39% | -4.23% | 3.22% | 12.52% | 4.18% | |||||||
| 2024 | 0.13% | 19.40% | 7.27% | -8.62% | 9.04% | -2.70% | 0.89% | -4.70% | 2.93% | -0.22% | 18.82% | -4.62% | 39.15% |
| 2023 | 18.31% | -1.26% | 9.93% | 2.02% | -2.34% | 5.18% | -0.29% | -5.74% | -1.34% | 5.95% | 8.98% | 7.93% | 55.51% |
| 2022 | -11.13% | 2.31% | 3.48% | -10.71% | -7.71% | -17.35% | 18.30% | -7.01% | -8.67% | 7.38% | -2.88% | -3.98% | -35.54% |
| 2021 | 17.88% | 10.06% | 17.99% | 10.57% | -6.01% | -5.15% | 6.74% | 11.38% | -6.73% | 19.08% | -0.74% | -8.49% | 81.01% |
| 2020 | 13.40% | 1.04% | -21.55% | 22.67% | 6.99% | -0.09% | 17.18% | 9.40% | -7.61% | 5.80% | 27.22% | 19.66% | 124.85% |
| 2019 | -1.82% | 7.80% | 2.70% | 10.33% | 25.91% | 14.68% | -6.05% | -4.29% | -0.62% | 3.78% | -6.31% | -2.44% | 46.80% |
| 2018 | 5.59% | -8.40% | -18.41% | 20.54% | -7.73% | -8.59% | 4.50% | -8.32% | -3.62% | -7.36% | -14.71% | -2.29% | -42.80% |
| 2017 | 8.07% | 16.66% | 69.05% | 17.30% | 66.01% | 15.79% | -1.89% | 27.20% | -6.17% | 11.15% | 25.30% | 26.47% | 891.14% |
| 2016 | 25.15% | 72.71% | 56.15% | -2.16% | 13.52% | 3.46% | -0.67% | -1.78% | 3.98% | -1.50% | -2.15% | 7.19% | 306.49% |
| 2015 | -16.17% | -4.81% | 14.52% | 3.31% | 4.21% | -1.61% |
Expense Ratio
Crypto Portfolio has an expense ratio of 0.02%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Crypto Portfolio is 52, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 0.63 | 1.01 | 1.15 | 0.16 | 2.25 |
BND Vanguard Total Bond Market ETF | 0.88 | -0.59 | 0.93 | 0.34 | -0.93 |
BTC-USD Bitcoin | 0.96 | 3.31 | 1.35 | 2.72 | 12.55 |
ETH-USD Ethereum | -0.43 | 0.75 | 1.08 | 0.02 | 0.26 |
VEA Vanguard FTSE Developed Markets ETF | 0.66 | 1.44 | 1.20 | 0.32 | 3.25 |
Loading data...
Dividends
Dividend yield
Crypto Portfolio provided a 1.58% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.58% | 1.66% | 1.54% | 1.44% | 1.27% | 1.14% | 1.51% | 1.64% | 1.40% | 1.50% | 1.49% | 1.65% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.28% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
BND Vanguard Total Bond Market ETF | 3.77% | 3.67% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% |
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% |
VEA Vanguard FTSE Developed Markets ETF | 2.83% | 3.36% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% |
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 data...
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 54.87%, occurring on Dec 15, 2018. Recovery took 595 trading sessions.
The current Crypto Portfolio drawdown is 4.51%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -54.87% | Jan 14, 2018 | 336 | Dec 15, 2018 | 595 | Aug 1, 2020 | 931 |
| -47.57% | Nov 9, 2021 | 366 | Nov 9, 2022 | 476 | Feb 28, 2024 | 842 |
| -27.18% | May 12, 2021 | 70 | Jul 20, 2021 | 87 | Oct 15, 2021 | 157 |
| -26.63% | Jun 13, 2017 | 34 | Jul 16, 2017 | 42 | Aug 27, 2017 | 76 |
| -25.91% | Dec 17, 2024 | 113 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading data...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 5.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | BND | BTC-USD | ETH-USD | VEA | VTI | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.00 | 0.19 | 0.21 | 0.80 | 0.99 | 0.38 |
| BND | -0.00 | 1.00 | 0.03 | 0.03 | 0.03 | -0.01 | 0.06 |
| BTC-USD | 0.19 | 0.03 | 1.00 | 0.64 | 0.15 | 0.16 | 0.81 |
| ETH-USD | 0.21 | 0.03 | 0.64 | 1.00 | 0.17 | 0.17 | 0.91 |
| VEA | 0.80 | 0.03 | 0.15 | 0.17 | 1.00 | 0.76 | 0.32 |
| VTI | 0.99 | -0.01 | 0.16 | 0.17 | 0.76 | 1.00 | 0.32 |
| Portfolio | 0.38 | 0.06 | 0.81 | 0.91 | 0.32 | 0.32 | 1.00 |
AI Insight on Diversification
The portfolio is moderately diversified but leans toward concentration in cryptocurrency assets. The correlation matrix reveals that Bitcoin (BTC-USD) and Ethereum (ETH-USD) are highly correlated with each other at 0.64, and both show very strong correlations with the overall portfolio (0.81 for BTC and 0.91 for ETH). This indicates that these two crypto positions dominate the portfolio’s behavior and contribute significantly to its risk and return profile.
In contrast, traditional asset classes such as bonds (BND) and equities (VTI and VEA) exhibit low to moderate correlations with the cryptocurrencies and with each other. For example, BND has near-zero or very low correlations with BTC and ETH (around 0.03), which helps reduce overall portfolio risk through diversification. However, the equity positions VTI and VEA are moderately correlated with each other (0.76) and have modest correlations with the portfolio (0.32 each), suggesting some overlap but still providing diversification benefits relative to the crypto holdings.
The low correlation between bonds and cryptocurrencies, combined with moderate correlations between equities and cryptocurrencies, indicates that the portfolio does have elements of diversification across different asset classes. Nevertheless, the very high correlation of the portfolio with the crypto assets shows that the portfolio’s performance is heavily influenced by the crypto market, making it more concentrated and potentially more volatile than a traditional multi-asset portfolio.
Overall, while the inclusion of bonds and equities adds some diversification, the dominance of highly correlated crypto positions means the portfolio is not broadly diversified and is concentrated in the crypto sector. This concentration could lead to increased risk exposure to crypto market fluctuations.