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Crypto Portfolio

Last updated Jun 30, 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 43 of 54

1.54%
0.00%4.45%
10Y Annualized Return

Rank 1 of 54

56.42%
2.91%56.42%
Sharpe Ratio

Rank 51 of 54

-1.56
-2.07-0.02
Maximum Drawdown

Rank 54 of 54

-54.86%
-54.86%-13.30%

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 on Aug 8, 2015 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $873,975 for a total return of roughly 8,639.75%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


Crypto Portfolio
Benchmark (^GSPC)
Portfolio components

Crypto PortfolioReturns

As of Jun 30, 2022, the Crypto Portfolio returned -35.55% Year-To-Date and 56.42% of annualized return in the last 10 years.


1MYTD6M1Y5Y10Y
Benchmark-8.16%-19.88%-20.21%-11.00%6.50%6.28%
Crypto Portfolio-15.35%-35.55%-36.51%-21.23%23.09%56.42%
VTI
Vanguard Total Stock Market ETF
-8.19%-20.64%-20.97%-13.42%7.31%7.22%
BND
Vanguard Total Bond Market ETF
-2.64%-10.73%-10.85%-10.84%0.46%0.83%
BTC-USD
Bitcoin USD
-31.73%-56.66%-57.90%-41.70%33.05%53.40%
ETH-USD
Ethereum USD
-39.38%-70.18%-71.14%-47.22%19.47%81.98%
VEA
Vanguard FTSE Developed Markets ETF
-9.08%-18.45%-18.69%-18.18%1.97%2.28%

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 -1.56. 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.


Crypto Portfolio
Benchmark (^GSPC)
Portfolio components

Crypto PortfolioDividends

Crypto Portfolio granted a 1.54% dividend yield in the last twelve months.


PeriodTTM2022202120202019201820172016201520142013201220112010

Dividend yield

1.54%0.00%1.28%1.17%1.59%1.78%0.00%0.00%1.75%1.99%1.76%2.12%0.00%2.21%

Crypto PortfolioDrawdowns Chart

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


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 7.20%. 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.


Crypto Portfolio
Benchmark (^GSPC)
Portfolio components

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