Фонда крипто ETF 08.2023-
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BITQ Bitwise Crypto Industry Innovators ETF | Technology Equities, Blockchain | 25% |
BKCH Global X Blockchain ETF | Technology Equities, Actively Managed, Blockchain | 25% |
BLK BlackRock, Inc. | Financial Services | 25% |
GBTC Grayscale Bitcoin Trust (BTC) | Financial Services | 25% |
Performance
Performance Chart
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
The earliest data available for this chart is Jul 14, 2021, corresponding to the inception date of BKCH
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.79% | 0.18% | 7.53% | 26.42% | 13.48% | 10.85% |
| Фонда крипто ETF 08.2023- | 16.76% | 0.11% | -4.93% | 90.57% | N/A | N/A |
| Portfolio components: | ||||||
GBTC Grayscale Bitcoin Trust (BTC) | 38.04% | 1.64% | -18.66% | 140.88% | 30.25% | N/A |
BLK BlackRock, Inc. | 15.80% | 6.66% | 14.23% | 37.36% | 18.77% | 13.65% |
BITQ Bitwise Crypto Industry Innovators ETF | 5.26% | -3.56% | -4.09% | 73.34% | N/A | N/A |
BKCH Global X Blockchain ETF | -7.40% | -5.91% | -13.69% | 75.19% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of Фонда крипто ETF 08.2023-, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -10.26% | 29.38% | 10.13% | -17.52% | 10.94% | 4.33% | 3.07% | -8.03% | 16.76% | ||||
| 2023 | 45.17% | -5.34% | 16.29% | 4.08% | 0.64% | 18.97% | 14.11% | -16.13% | -7.94% | 9.84% | 20.65% | 30.22% | 202.82% |
| 2022 | -20.65% | 1.84% | 3.86% | -24.67% | -15.35% | -29.30% | 28.16% | -5.37% | -14.03% | 4.37% | -16.94% | -10.54% | -69.40% |
| 2021 | 11.29% | 12.11% | -14.08% | 30.80% | -1.13% | -21.47% | 8.88% |
Expense Ratio
Фонда крипто ETF 08.2023- features an expense ratio of 0.34%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Фонда крипто ETF 08.2023- is 34, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
GBTC Grayscale Bitcoin Trust (BTC) | 2.57 | 2.92 | 1.36 | 2.25 | 11.03 |
BLK BlackRock, Inc. | 1.83 | 2.60 | 1.31 | 1.03 | 6.86 |
BITQ Bitwise Crypto Industry Innovators ETF | 1.10 | 1.84 | 1.21 | 0.88 | 4.27 |
BKCH Global X Blockchain ETF | 0.92 | 1.73 | 1.19 | 0.83 | 3.44 |
Dividends
Dividend yield
Фонда крипто ETF 08.2023- granted a 1.51% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Фонда крипто ETF 08.2023- | 1.51% | 1.58% | 1.01% | 2.30% | 0.50% | 0.66% | 0.76% | 0.54% | 0.60% | 0.64% | 0.54% | 0.53% |
| Portfolio components: | ||||||||||||
GBTC Grayscale Bitcoin Trust (BTC) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.23% | 0.00% | 0.00% | 0.00% | 0.00% |
BLK BlackRock, Inc. | 2.20% | 2.46% | 2.75% | 1.80% | 2.01% | 2.63% | 3.06% | 1.95% | 2.41% | 2.56% | 2.16% | 2.12% |
BITQ Bitwise Crypto Industry Innovators ETF | 1.43% | 1.51% | 0.00% | 3.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BKCH Global X Blockchain ETF | 2.42% | 2.33% | 1.29% | 4.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Фонда крипто ETF 08.2023-. 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 Фонда крипто ETF 08.2023- was 80.08%, occurring on Dec 28, 2022. The portfolio has not yet recovered.
The current Фонда крипто ETF 08.2023- drawdown is 26.49%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -80.08% | Nov 10, 2021 | 285 | Dec 28, 2022 | — | — | — |
| -20.48% | Sep 7, 2021 | 17 | Sep 29, 2021 | 14 | Oct 19, 2021 | 31 |
| -9.48% | Aug 12, 2021 | 5 | Aug 18, 2021 | 11 | Sep 2, 2021 | 16 |
| -7.24% | Jul 15, 2021 | 3 | Jul 19, 2021 | 5 | Jul 26, 2021 | 8 |
| -4.65% | Oct 26, 2021 | 2 | Oct 27, 2021 | 2 | Oct 29, 2021 | 4 |
Volatility
Volatility Chart
The current Фонда крипто ETF 08.2023- volatility is 11.52%, 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.
Diversification
Asset Correlations Table
| BLK | GBTC | BKCH | BITQ | |
|---|---|---|---|---|
| BLK | 1.00 | 0.36 | 0.49 | 0.51 |
| GBTC | 0.36 | 1.00 | 0.74 | 0.76 |
| BKCH | 0.49 | 0.74 | 1.00 | 0.97 |
| BITQ | 0.51 | 0.76 | 0.97 | 1.00 |