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Nick's

Last updated Feb 21, 2024

Asset Allocation


BTC-USD 25%ETH-USD 25%SOL-USD 25%ADA-USD 25%CryptocurrencyCryptocurrency
PositionCategory/SectorWeight
BTC-USD
Bitcoin

25%

ETH-USD
Ethereum

25%

SOL-USD
Solana

25%

ADA-USD
Cardano

25%

Performance

The chart shows the growth of an initial investment of $10,000 in Nick's, 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


0.00%50.00%100.00%150.00%200.00%SeptemberOctoberNovemberDecember2024February
201.67%
13.40%
Nick's
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 26, 2020, corresponding to the inception date of SOL-USD

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Nick's16.85%22.96%201.67%152.81%N/AN/A
BTC-USD
Bitcoin
23.71%25.85%100.85%110.58%42.89%36.05%
ETH-USD
Ethereum
32.09%22.80%84.44%76.99%51.87%N/A
SOL-USD
Solana
6.85%19.39%427.87%314.26%N/AN/A
ADA-USD
Cardano
4.71%23.67%140.81%54.00%43.73%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-4.93%
20236.29%-14.39%3.38%33.69%29.49%46.28%

Sharpe Ratio

The current Nick's Sharpe ratio is 4.69. A Sharpe ratio of 3.0 or higher is considered excellent.

-1.000.001.002.003.004.004.69

The Sharpe ratio of Nick's is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00SeptemberOctoberNovemberDecember2024February
4.69
1.75
Nick's
Benchmark (^GSPC)
Portfolio components

Dividend yield


Nick's doesn't pay dividends

Expense Ratio

The Nick's has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BTC-USD
Bitcoin
3.01
ETH-USD
Ethereum
1.94
SOL-USD
Solana
8.17
ADA-USD
Cardano
2.16

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

SOL-USDADA-USDBTC-USDETH-USD
SOL-USD1.000.600.570.64
ADA-USD0.601.000.680.73
BTC-USD0.570.681.000.80
ETH-USD0.640.730.801.00

Drawdowns Chart

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


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2024February
-32.95%
-1.08%
Nick's
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Nick's. 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 Nick's was 85.33%, occurring on Dec 28, 2022. The portfolio has not yet recovered.

The current Nick's drawdown is 32.95%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-85.33%Nov 9, 2021415Dec 28, 2022
-48.86%May 19, 202163Jul 20, 202129Aug 18, 202192
-30.37%Sep 2, 202022Sep 23, 202059Nov 21, 202081
-26.97%Sep 9, 202113Sep 21, 202129Oct 20, 202142
-17.77%Jan 21, 20211Jan 21, 20219Jan 30, 202110

Volatility Chart

The current Nick's volatility is 8.79%, 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.


0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2024February
8.79%
3.37%
Nick's
Benchmark (^GSPC)
Portfolio components
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