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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

0.02%
0.00%0.94%
Dividend Yield

Rank 44 of 54

1.66%
0.00%5.13%
10Y Annualized Return

Rank 1 of 54

57.48%
2.78%57.48%
Sharpe Ratio

Rank 5 of 54

-0.68
-1.65-0.52
Maximum Drawdown

Rank 54 of 54

-91.88%
-91.88%-19.55%

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


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptember
-32.88%
-21.76%
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.


1M6MYTD1Y5Y10Y
Benchmark-10.05%-20.85%-24.77%-17.75%4.99%5.41%
Crypto Portfolio-7.91%-31.29%-35.38%-28.78%20.64%53.99%
VTI
Vanguard Total Stock Market ETF
-9.90%-20.52%-24.82%-18.85%5.84%6.40%
BND
Vanguard Total Bond Market ETF
-4.58%-9.21%-14.51%-14.70%-0.23%0.38%
BTC-USD
Bitcoin USD
-1.84%-57.36%-58.11%-53.27%22.99%50.58%
ETH-USD
Ethereum USD
-12.85%-59.53%-63.97%-53.46%22.71%81.42%
VEA
Vanguard FTSE Developed Markets ETF
-10.39%-23.07%-27.51%-25.78%-0.44%1.04%

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.


-1.50-1.00-0.500.000.50MayJuneJulyAugustSeptember
-0.91
-0.91
Crypto Portfolio
Benchmark (^GSPC)
Portfolio components

Crypto PortfolioDividends

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


PeriodTTM2022202120202019201820172016201520142013201220112010

Dividend yield

1.66%0.00%1.29%1.18%1.60%1.79%0.00%0.00%1.76%2.00%1.77%2.13%0.00%2.22%

Crypto PortfolioDrawdowns Chart

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


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptember
-44.77%
-25.25%
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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-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.


10.00%20.00%30.00%40.00%50.00%MayJuneJulyAugustSeptember
15.58%
19.53%
Crypto Portfolio
Benchmark (^GSPC)
Portfolio components

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