Asset Allocation
Find the right asset allocation for Optimized BNB,TRN,BTC,ETH, XMR
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in Optimized BNB,TRN,BTC,ETH, XMR , 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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Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 1.65% | 1.97% | 10.35% | 10.82% | 26.39% | 19.66% | 12.33% | 13.81% |
Portfolio Optimized BNB,TRN,BTC,ETH, XMR | -0.24% | -8.94% | -11.03% | -9.66% | 5.81% | 53.43% | 26.54% | — |
| Portfolio components: | ||||||||
BNB-USD BNB | -0.12% | -6.15% | -28.73% | -28.37% | -5.06% | 37.05% | 12.14% | — |
BTC-USD Bitcoin | 0.77% | -15.23% | -24.33% | -23.38% | -37.30% | 35.99% | 11.54% | 56.48% |
ETH-USD Ethereum | 3.70% | -17.95% | -39.71% | -39.66% | -29.80% | 1.37% | -5.46% | 60.62% |
TRX-USD Tronix | -0.99% | -10.31% | 12.08% | 14.44% | 16.17% | 65.33% | 35.86% | — |
XMR-USD Monero | 2.72% | -9.86% | -19.20% | -14.39% | 11.30% | 37.50% | 5.92% | 69.46% |
Monthly Returns
Based on dividend-adjusted daily data since Nov 9, 2017, Optimized BNB,TRN,BTC,ETH, XMR 's average daily return is +0.30%, while the average monthly return is +14.67%. At this rate, an investment would double in approximately 0.4 years.
Historically, 63% of months were positive and 38% were negative. The best month was Dec 2017 with a return of +881.5%, while the worst month was May 2021 at -41.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 7 months.
On a daily basis, Optimized BNB,TRN,BTC,ETH, XMR closed higher 54% of trading days. The best single day was Jan 4, 2018 with a return of +76.5%, while the worst single day was Mar 12, 2020 at -43.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -4.87% | -12.09% | 6.30% | 2.98% | 9.31% | -11.09% | -11.03% | ||||||
| 2025 | -0.36% | -11.68% | 1.65% | 2.57% | 10.36% | 2.19% | 17.56% | 6.63% | 7.75% | -1.22% | -11.88% | -0.40% | 21.17% |
| 2024 | 0.10% | 28.82% | 18.41% | -4.91% | 0.53% | 3.57% | 0.76% | 5.39% | 1.95% | 4.54% | 19.25% | 13.95% | 132.50% |
| 2023 | 21.99% | 2.27% | 1.95% | 4.16% | 0.39% | -7.33% | 0.66% | -6.55% | 7.07% | 8.81% | 3.95% | 18.84% | 66.84% |
| 2022 | -24.41% | 5.76% | 13.69% | -13.30% | 6.17% | -27.99% | 20.11% | -4.90% | -1.32% | 9.34% | -10.93% | -9.37% | -40.06% |
| 2021 | 19.58% | 188.21% | 71.33% | 65.65% | -41.05% | -13.03% | 3.36% | 36.79% | -9.07% | 25.70% | 6.88% | -19.13% | 600.49% |
Benchmark Metrics
Optimized BNB,TRN,BTC,ETH, XMR has an annualized alpha of 99.09%, beta of 0.97, and R2 of 0.05 versus S&P 500 Index. Calculated based on daily prices since November 09, 2017.
- This portfolio captured 260.05% of S&P 500 Index gains but only 66.16% of its losses - a favorable profile for investors.
- R2 of 0.05 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 99.09%
- Beta
- 0.97
- R²
- 0.05
- Upside Capture
- 260.05%
- Downside Capture
- 66.16%
Expense Ratio
Optimized BNB,TRN,BTC,ETH, XMR 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
Risk / Return Rank
Optimized BNB,TRN,BTC,ETH, XMR ranks 5 for risk / return — in the bottom 5% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Optimized BNB,TRN,BTC,ETH, XMR and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.16 | 2.14 | -1.98 |
| Sortino ratioReturn per unit of downside risk | 0.46 | 2.89 | -2.43 |
| Omega ratioGain probability vs. loss probability | 1.05 | 1.39 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.15 | 2.91 | -2.77 |
| Martin ratioReturn relative to average drawdown | 0.25 | 13.08 | -12.83 |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
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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 Optimized BNB,TRN,BTC,ETH, XMR . 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 Optimized BNB,TRN,BTC,ETH, XMR was 87.59%, occurring on Dec 15, 2018. Recovery took 783 trading sessions.
The current Optimized BNB,TRN,BTC,ETH, XMR drawdown is 34.36%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Rate-hike selloffLate 2018 | -87.59%Dec 2018 | 11mo 12d | 2y 1mo | 3y 1moJan 2018 - Feb 2021 |
Bear market2022 | -63.07%Jun 2022 | 1y 1mo | 1y 8mo | 2y 10moMay 2021 - Mar 2024 |
2025 selloff2025 | -40.19%Mar 2025 | 3mo 6d | 6mo 11d | 9mo 17dDec 2024 - Sep 2025 |
2026 bear market2026 | -39.69%Feb 2026 | 3mo 29d | — | 8mo 10dOct 2025 - now |
2021 bear market2021 | -34.38%Feb 2021 | 8d | 1mo 1d | 1mo 9dFeb 2021 - Mar 2021 |
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 5 assets, with an effective number of assets of 2.52, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.
Diversification Ratio
1Y | 3Y | 5Y | All Time | |
|---|---|---|---|---|
Diversification Ratio | 1.21 | 1.28 | 1.19 | 1.22 |
The portfolio has a diversification ratio of 1.22, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
Optimized BNB,TRN,BTC,ETH, XMR correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017 | 0.23 |
Benchmark Correlations
Correlation vs. S&P 500 Index. ETH-USD has the highest benchmark correlation at 0.28, while TRX-USD has the lowest at 0.16.
Asset Correlations Table
Find what Optimized BNB,TRN,BTC,ETH, XMR is missing
See which holdings overlap, where Optimized BNB,TRN,BTC,ETH, XMR is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification