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Фонда крипто ETF 08.2023-

Last updated Oct 3, 2023

Asset Allocation


GBTC 25%BLK 25%BITQ 25%BKCH 25%EquityEquity
PositionCategory/SectorWeight
GBTC
Grayscale Bitcoin Trust (BTC)
Financial Services25%
BLK
BlackRock, Inc.
Financial Services25%
BITQ
Bitwise Crypto Industry Innovators ETF
Technology Equities, Blockchain25%
BKCH
Global X Blockchain ETF
Technology Equities, Actively Managed, Blockchain25%

Performance

The chart shows the growth of an initial investment of $10,000 in Фонда крипто ETF 08.2023-, 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%10.00%20.00%30.00%40.00%50.00%60.00%MayJuneJulyAugustSeptemberOctober
10.07%
3.40%
Фонда крипто ETF 08.2023-
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-6.34%3.14%10.16%14.98%-1.51%N/A
Фонда крипто ETF 08.2023--9.72%8.34%69.64%28.28%-22.68%N/A
GBTC
Grayscale Bitcoin Trust (BTC)
6.28%23.06%136.91%68.44%-13.19%N/A
BLK
BlackRock, Inc.
-10.79%-3.71%-9.79%12.38%-11.98%N/A
BITQ
Bitwise Crypto Industry Innovators ETF
-14.84%8.98%86.14%-3.66%-40.60%N/A
BKCH
Global X Blockchain ETF
-18.93%1.20%69.96%-8.23%-46.47%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202316.29%4.08%0.64%18.97%14.11%-16.13%-7.94%

Sharpe Ratio

The current Фонда крипто ETF 08.2023- Sharpe ratio is 0.69. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.69

The Sharpe ratio of Фонда крипто ETF 08.2023- is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50MayJuneJulyAugustSeptemberOctober
0.60
1.05
Фонда крипто ETF 08.2023-
Benchmark (^GSPC)
Portfolio components

Dividend yield

Фонда крипто ETF 08.2023- granted a 1.05% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Фонда крипто ETF 08.2023-1.05%1.03%2.31%0.54%0.72%0.87%0.57%0.72%0.78%0.68%0.68%0.95%
GBTC
Grayscale Bitcoin Trust (BTC)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BLK
BlackRock, Inc.
3.18%2.82%1.90%2.16%2.89%3.47%2.26%2.86%3.12%2.70%2.72%3.81%
BITQ
Bitwise Crypto Industry Innovators ETF
0.00%0.00%3.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BKCH
Global X Blockchain ETF
1.01%1.30%4.23%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The Фонда крипто ETF 08.2023- has a high expense ratio of 0.34%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.85%
0.00%2.15%
0.50%
0.00%2.15%

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
GBTC
Grayscale Bitcoin Trust (BTC)
1.06
BLK
BlackRock, Inc.
0.60
BITQ
Bitwise Crypto Industry Innovators ETF
-0.02
BKCH
Global X Blockchain ETF
-0.09

Asset Correlations Table

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

BLKGBTCBKCHBITQ
BLK1.000.410.550.56
GBTC0.411.000.770.77
BKCH0.550.771.000.98
BITQ0.560.770.981.00

Drawdowns Chart

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


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%MayJuneJulyAugustSeptemberOctober
-64.73%
-11.82%
Фонда крипто ETF 08.2023-
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Фонда крипто ETF 08.2023-. 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 Фонда крипто ETF 08.2023- is 80.08%, recorded on Dec 28, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-80.08%Nov 10, 2021285Dec 28, 2022
-20.48%Sep 7, 202117Sep 29, 202114Oct 19, 202131
-9.48%Aug 12, 20215Aug 18, 202111Sep 2, 202116
-7.24%Jul 15, 20213Jul 19, 20215Jul 26, 20218
-4.65%Oct 26, 20212Oct 27, 20212Oct 29, 20214

Volatility Chart

The current Фонда крипто ETF 08.2023- volatility is 8.11%, 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.


5.00%10.00%15.00%20.00%MayJuneJulyAugustSeptemberOctober
8.11%
3.35%
Фонда крипто ETF 08.2023-
Benchmark (^GSPC)
Portfolio components