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
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.
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 | -5.45% | -0.36% | -4.66% | 8.69% | 13.87% | 10.21% |
| Crypto Portfolio | -35.51% | 4.48% | -18.32% | -28.64% | 55.45% | N/A |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | -5.59% | -0.28% | -4.38% | 9.32% | 15.03% | 11.54% |
BND Vanguard Total Bond Market ETF | 3.26% | 0.64% | 2.49% | 7.60% | -0.72% | 1.54% |
BTC-USD Bitcoin | 1.66% | 15.36% | 30.61% | 48.77% | 61.45% | 82.28% |
ETH-USD Ethereum | -46.02% | -0.41% | -31.81% | -44.06% | 54.01% | N/A |
VEA Vanguard FTSE Developed Markets ETF | 11.24% | 3.34% | 6.47% | 11.18% | 11.53% | 5.56% |
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 | 1.29% | -28.61% | -14.01% | 3.72% | -35.51% | ||||||||
| 2024 | 0.16% | 45.76% | 10.26% | -16.98% | 22.50% | -8.43% | -4.47% | -19.90% | 4.28% | -0.60% | 44.94% | -8.63% | 57.47% |
| 2023 | 33.21% | 1.04% | 14.57% | 2.97% | -1.07% | 4.26% | -3.96% | -11.28% | 1.84% | 11.34% | 12.30% | 11.26% | 97.74% |
| 2022 | -25.81% | 8.99% | 11.48% | -16.81% | -27.16% | -43.82% | 50.98% | -8.36% | -13.19% | 16.70% | -17.30% | -7.14% | -66.97% |
| 2021 | 59.52% | 13.31% | 34.06% | 33.54% | -7.75% | -14.94% | 12.41% | 32.15% | -11.90% | 42.34% | 6.12% | -20.24% | 300.35% |
| 2020 | 33.88% | 11.15% | -34.45% | 46.75% | 10.45% | -2.28% | 43.10% | 19.94% | -14.98% | 11.73% | 53.74% | 26.33% | 389.21% |
| 2019 | -15.90% | 22.37% | 3.99% | 17.28% | 60.95% | 12.48% | -19.41% | -15.42% | -2.05% | 4.87% | -16.57% | -11.07% | 18.04% |
| 2018 | 35.59% | -21.28% | -50.89% | 62.25% | -14.20% | -20.14% | -1.41% | -30.34% | -14.94% | -12.67% | -39.64% | 10.44% | -80.18% |
| 2017 | 11.44% | 25.23% | 91.35% | 45.74% | 158.80% | 25.22% | -26.45% | 81.60% | -19.37% | 7.25% | 47.06% | 62.43% | 3,379.85% |
| 2016 | 3.74% | 33.90% | 28.42% | -9.25% | 28.55% | -0.71% | -3.04% | -2.57% | 7.51% | -5.31% | -7.41% | 6.87% | 96.60% |
| 2015 | -16.17% | -6.20% | 12.13% | 4.65% | 3.66% | -4.34% |
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 28, 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 | 0.01 | 0.17 | 1.02 | 0.00 | 0.02 |
BND Vanguard Total Bond Market ETF | 0.32 | 0.48 | 1.06 | 0.01 | 0.66 |
BTC-USD Bitcoin | 1.96 | 2.57 | 1.27 | 1.73 | 8.67 |
ETH-USD Ethereum | -0.56 | -0.49 | 0.95 | 0.03 | -1.34 |
VEA Vanguard FTSE Developed Markets ETF | 0.45 | 0.77 | 1.11 | 0.11 | 1.58 |
Dividends
Dividend yield
Crypto Portfolio provided a 1.60% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.60% | 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 | 1.37% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
BND Vanguard Total Bond Market ETF | 3.67% | 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 | 2.95% | 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.
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 91.87%, occurring on Dec 14, 2018. Recovery took 754 trading sessions.
The current Crypto Portfolio drawdown is 49.84%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -91.87% | Jan 14, 2018 | 335 | Dec 14, 2018 | 754 | Jan 6, 2021 | 1089 |
| -78.28% | Nov 9, 2021 | 222 | Jun 18, 2022 | — | — | — |
| -57.48% | Jun 13, 2017 | 34 | Jul 16, 2017 | 46 | Aug 31, 2017 | 80 |
| -55.8% | May 12, 2021 | 70 | Jul 20, 2021 | 92 | Oct 20, 2021 | 162 |
| -42.85% | Sep 2, 2017 | 13 | Sep 14, 2017 | 67 | Nov 20, 2017 | 80 |
Volatility
Volatility Chart
The current Crypto Portfolio volatility is 22.72%, 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
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 | VEA | ETH-USD | VTI | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.00 | 0.19 | 0.81 | 0.21 | 0.99 | 0.23 |
| BND | -0.00 | 1.00 | 0.03 | 0.03 | 0.03 | -0.01 | 0.03 |
| BTC-USD | 0.19 | 0.03 | 1.00 | 0.15 | 0.64 | 0.16 | 0.76 |
| VEA | 0.81 | 0.03 | 0.15 | 1.00 | 0.17 | 0.76 | 0.20 |
| ETH-USD | 0.21 | 0.03 | 0.64 | 0.17 | 1.00 | 0.17 | 0.96 |
| VTI | 0.99 | -0.01 | 0.16 | 0.76 | 0.17 | 1.00 | 0.19 |
| Portfolio | 0.23 | 0.03 | 0.76 | 0.20 | 0.96 | 0.19 | 1.00 |