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 | Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 20% |
BTC-USD Bitcoin | 20% | |
ETH-USD Ethereum | 20% | |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 20% |
VEA Vanguard FTSE Developed Markets ETF | Foreign Large Cap Equities | 20% |
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 Quarterly
The earliest data available for this chart is Aug 7, 2015, corresponding to the inception date of ETH-USD
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 4.14% | -4.93% | 17.59% | 20.28% | 11.33% | 10.22% |
| Crypto Portfolio | 18.29% | -5.79% | 47.75% | 40.83% | 42.50% | N/A |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 4.56% | -4.26% | 19.49% | 22.53% | 12.54% | 11.76% |
BND Vanguard Total Bond Market ETF | -2.91% | -1.73% | 5.48% | -0.60% | -0.05% | 1.21% |
BTC-USD Bitcoin | 51.05% | -5.99% | 115.08% | 126.03% | 64.39% | 62.81% |
ETH-USD Ethereum | 34.09% | -12.93% | 90.65% | 57.44% | 78.24% | N/A |
VEA Vanguard FTSE Developed Markets ETF | 0.43% | -4.49% | 15.60% | 7.10% | 5.78% | 4.48% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.13% | 19.40% | 7.27% | |||||||||
| 2023 | -1.34% | 5.95% | 8.98% | 7.92% |
Expense Ratio
The Crypto Portfolio has an expense ratio of 0.02% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | 1.55 | 2.22 | 1.27 | 0.36 | 6.84 |
BND Vanguard Total Bond Market ETF | 0.36 | 0.56 | 1.06 | 0.01 | 1.28 |
BTC-USD Bitcoin | 4.09 | 3.99 | 1.46 | 2.00 | 29.69 |
ETH-USD Ethereum | 1.96 | 2.51 | 1.27 | 0.80 | 10.79 |
VEA Vanguard FTSE Developed Markets ETF | 0.76 | 1.17 | 1.14 | 0.11 | 3.10 |
Dividends
Dividend yield
Crypto Portfolio granted a 1.64% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Crypto Portfolio | 1.64% | 1.54% | 1.44% | 1.27% | 1.14% | 1.51% | 1.64% | 1.40% | 1.50% | 1.49% | 1.65% | 1.43% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.43% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
BND Vanguard Total Bond Market ETF | 3.36% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
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 | 3.42% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 54.86%, occurring on Dec 14, 2018. Recovery took 596 trading sessions.
The current Crypto Portfolio drawdown is 10.49%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -54.86% | Jan 14, 2018 | 335 | Dec 14, 2018 | 596 | Aug 1, 2020 | 931 |
| -47.57% | Nov 9, 2021 | 366 | Nov 9, 2022 | 476 | Feb 28, 2024 | 842 |
| -27.23% | 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 |
| -23.23% | Aug 8, 2015 | 75 | Oct 21, 2015 | 54 | Dec 14, 2015 | 129 |
Volatility
Volatility Chart
The current Crypto Portfolio volatility is 7.60%, 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.
Diversification
Asset Correlations Table
| BND | BTC-USD | ETH-USD | VEA | VTI | |
|---|---|---|---|---|---|
| BND | 1.00 | 0.03 | 0.03 | -0.01 | -0.04 |
| BTC-USD | 0.03 | 1.00 | 0.63 | 0.14 | 0.14 |
| ETH-USD | 0.03 | 0.63 | 1.00 | 0.16 | 0.15 |
| VEA | -0.01 | 0.14 | 0.16 | 1.00 | 0.77 |
| VTI | -0.04 | 0.14 | 0.15 | 0.77 | 1.00 |