Фонда крипто ETF 08.2023-
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
GBTC Grayscale Bitcoin Trust (BTC) | Financial Services | 25% |
BLK BlackRock, Inc. | Financial Services | 25% |
BITQ Bitwise Crypto Industry Innovators ETF | Technology Equities, Blockchain | 25% |
BKCH Global X Blockchain ETF | Technology Equities, Actively Managed, Blockchain | 25% |
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
Returns
| 1 month | 6 months | Year-To-Date | 1 year | 5 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 |
| Portfolio components: | ||||||
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 |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 16.29% | 4.08% | 0.64% | 18.97% | 14.11% | -16.13% | -7.94% |
Dividend yield
Фонда крипто ETF 08.2023- granted a 1.05% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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% |
| Portfolio components: | ||||||||||||
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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
| BLK | GBTC | BKCH | BITQ | |
|---|---|---|---|---|
| BLK | 1.00 | 0.41 | 0.55 | 0.56 |
| GBTC | 0.41 | 1.00 | 0.77 | 0.77 |
| BKCH | 0.55 | 0.77 | 1.00 | 0.98 |
| BITQ | 0.56 | 0.77 | 0.98 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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, 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 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.