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Crypto Portfolio

Last updated Feb 7, 2023

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 47 of 54

1.41%
0.00%4.21%
10Y Annualized Return

Rank 1 of 54

53.17%
2.65%53.17%
Sharpe Ratio

Rank 1 of 54

-0.09
-0.99-0.09
Maximum Drawdown

Rank 52 of 54

-54.86%
-55.92%-14.59%

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 Sep 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $1,031,527 for a total return of roughly 10,215.27%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-10.00%-5.00%0.00%5.00%10.00%OctoberNovemberDecember2023February
7.66%
3.63%
Crypto Portfolio
Benchmark (^GSPC)
Portfolio components

Crypto PortfolioReturns

As of Feb 7, 2023, the Crypto Portfolio returned 18.06% Year-To-Date and 53.17% of annualized return in the last 10 years.


1MYTD6M1Y5Y10Y
Benchmark5.55%7.07%-0.82%-8.65%6.00%6.48%
Crypto Portfolio14.44%18.06%0.49%-17.10%15.56%53.17%
VTI
Vanguard Total Stock Market ETF
6.31%7.89%0.23%-7.27%6.95%7.50%
BND
Vanguard Total Bond Market ETF
0.37%2.48%-2.03%-8.22%0.51%0.74%
BTC-USD
Bitcoin
34.26%37.54%-1.79%-45.20%16.02%49.87%
ETH-USD
Ethereum
27.33%35.05%-4.89%-46.47%10.32%79.62%
VEA
Vanguard FTSE Developed Markets ETF
3.75%7.58%7.81%-5.70%2.08%3.14%

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 -0.09. 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.


-1.00-0.500.00OctoberNovemberDecember2023February
-0.09
-0.06
Crypto Portfolio
Benchmark (^GSPC)
Portfolio components

Crypto PortfolioDividends

Crypto Portfolio granted a 1.41% dividend yield in the last twelve months.


PeriodTTM2022202120202019201820172016201520142013201220112010

Dividend yield

1.41%0.00%1.30%1.19%1.62%1.81%0.00%0.00%1.78%2.02%1.79%2.15%0.00%2.24%

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%OctoberNovemberDecember2023February
-34.99%
-14.29%
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
-47.6%Nov 9, 2021366Nov 9, 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 7.62%. 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%60.00%70.00%OctoberNovemberDecember2023February
21.76%
16.25%
Crypto Portfolio
Benchmark (^GSPC)
Portfolio components