Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BTC-USD Bitcoin | 35% | |
ETH-USD Ethereum | 35% | |
SOL ReneSola Ltd | Technology | 20% |
XRP-USD Ripple | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Crypto Index, 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.
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The earliest data available for this chart is Feb 6, 2026, corresponding to the inception date of SOL
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -4.18% | -3.84% | -1.98% | 21.98% | 16.86% | 10.37% | 12.29% |
Portfolio Crypto Index | -0.11% | -4.85% | — | — | — | — | — | — |
| Portfolio components: | ||||||||
BTC-USD Bitcoin | 0.01% | -7.96% | -23.54% | -45.31% | -19.57% | 33.40% | 2.82% | 65.95% |
SOL ReneSola Ltd | 0.00% | 0.00% | — | — | — | — | — | — |
ETH-USD Ethereum | -0.23% | -3.55% | -30.83% | -54.56% | 12.98% | 3.12% | -0.23% | 69.54% |
XRP-USD Ripple | -0.27% | -8.04% | -28.43% | -56.73% | -36.23% | 37.75% | 15.27% | — |
Monthly Returns
Based on dividend-adjusted daily data since Feb 7, 2026, Crypto Index's average daily return is -0.03%, while the average monthly return is -0.97%.
Historically, 33% of months were positive and 67% were negative. The best month was Mar 2026 with a return of +2.9%, while the worst month was Feb 2026 at -4.1%. The longest winning streak lasted 1 consecutive months, and the longest losing streak was 1 months.
On a daily basis, Crypto Index closed higher 48% of trading days. The best single day was Feb 25, 2026 with a return of +6.5%, while the worst single day was Feb 23, 2026 at -3.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -4.05% | 2.85% | -1.73% | -3.02% |
Expense Ratio
Crypto Index has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Return / Risk — by metrics
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
BTC-USD Bitcoin | 36 | -0.44 | -0.38 | 0.96 | -1.12 | -2.00 |
SOL ReneSola Ltd | — | — | — | — | — | — |
ETH-USD Ethereum | 74 | 0.17 | 0.82 | 1.09 | -0.93 | -1.58 |
XRP-USD Ripple | 34 | -0.51 | -0.40 | 0.96 | -1.13 | -1.89 |
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Dividends
Dividend yield
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Crypto Index. 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 Index was 11.32%, occurring on Mar 29, 2026. The portfolio has not yet recovered.
The current Crypto Index drawdown is 9.87%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -11.32% | Mar 17, 2026 | 13 | Mar 29, 2026 | — | — | — |
| -7.87% | Feb 15, 2026 | 10 | Feb 24, 2026 | 8 | Mar 4, 2026 | 18 |
| -7.05% | Mar 5, 2026 | 4 | Mar 8, 2026 | 7 | Mar 15, 2026 | 11 |
| -5.1% | Feb 10, 2026 | 3 | Feb 12, 2026 | 2 | Feb 14, 2026 | 5 |
| -0.54% | Feb 7, 2026 | 1 | Feb 7, 2026 | 1 | Feb 8, 2026 | 2 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 3.39, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | SOL | BTC-USD | XRP-USD | ETH-USD | Portfolio | |
|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.00 | 0.59 | 0.62 | 0.60 | 0.62 |
| SOL | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| BTC-USD | 0.59 | 0.00 | 1.00 | 0.90 | 0.90 | 0.96 |
| XRP-USD | 0.62 | 0.00 | 0.90 | 1.00 | 0.89 | 0.94 |
| ETH-USD | 0.60 | 0.00 | 0.90 | 0.89 | 1.00 | 0.98 |
| Portfolio | 0.62 | 0.00 | 0.96 | 0.94 | 0.98 | 1.00 |