Фонда крипто ETF 08.2023-
Asset Allocation
| Position | Category/Sector | Target 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
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The earliest data available for this chart is Jul 14, 2021, corresponding to the inception date of BKCH
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| Фонда крипто ETF 08.2023- | -6.58% | 24.49% | -6.47% | 33.31% | N/A | N/A |
| Portfolio components: | ||||||
GBTC Grayscale Bitcoin Trust (BTC) | 10.06% | 29.69% | 33.45% | 50.90% | 51.46% | 65.52% |
BLK BlackRock, Inc. | -9.43% | 7.53% | -10.22% | 18.59% | 16.24% | 12.58% |
BITQ Bitwise Crypto Industry Innovators ETF | -8.76% | 32.96% | -14.66% | 45.93% | N/A | N/A |
BKCH Global X Blockchain ETF | -21.08% | 27.26% | -30.39% | 9.51% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 6.77% | -15.87% | -11.75% | 8.57% | 8.56% | -6.58% | |||||||
| 2024 | -10.26% | 29.38% | 10.13% | -17.52% | 10.94% | 4.33% | 3.07% | -8.03% | 7.34% | 8.56% | 30.66% | -12.08% | 54.88% |
| 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% | 28.17% | -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- has an expense ratio of 0.34%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Фонда крипто ETF 08.2023- is 51, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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) | 0.85 | 1.43 | 1.17 | 1.29 | 2.85 |
BLK BlackRock, Inc. | 0.77 | 1.25 | 1.18 | 0.88 | 2.83 |
BITQ Bitwise Crypto Industry Innovators ETF | 0.58 | 1.31 | 1.15 | 0.61 | 1.80 |
BKCH Global X Blockchain ETF | 0.04 | 0.63 | 1.07 | 0.04 | 0.11 |
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Dividends
Dividend yield
Фонда крипто ETF 08.2023- provided a 3.21% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.21% | 2.63% | 1.58% | 1.01% | 2.30% | 0.50% | 0.66% | 0.76% | 0.54% | 0.60% | 0.64% | 0.54% |
| Portfolio components: | ||||||||||||
GBTC Grayscale Bitcoin Trust (BTC) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.23% | 0.00% | 0.00% | 0.00% |
BLK BlackRock, Inc. | 2.22% | 1.99% | 2.46% | 2.75% | 1.80% | 2.01% | 2.63% | 3.06% | 1.95% | 2.41% | 2.56% | 2.16% |
BITQ Bitwise Crypto Industry Innovators ETF | 0.99% | 0.90% | 1.51% | 0.00% | 3.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BKCH Global X Blockchain ETF | 9.65% | 7.61% | 2.33% | 1.30% | 4.28% | 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.
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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. Recovery took 470 trading sessions.
The current Фонда крипто ETF 08.2023- drawdown is 21.81%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -80.08% | Nov 10, 2021 | 285 | Dec 28, 2022 | 470 | Nov 11, 2024 | 755 |
| -40.68% | Dec 9, 2024 | 82 | Apr 8, 2025 | — | — | — |
| -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 |
| -7.3% | Nov 12, 2024 | 3 | Nov 14, 2024 | 6 | Nov 22, 2024 | 9 |
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 4.00, 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
| ^GSPC | BLK | GBTC | BKCH | BITQ | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.74 | 0.42 | 0.60 | 0.61 | 0.62 |
| BLK | 0.74 | 1.00 | 0.35 | 0.49 | 0.50 | 0.55 |
| GBTC | 0.42 | 0.35 | 1.00 | 0.74 | 0.76 | 0.86 |
| BKCH | 0.60 | 0.49 | 0.74 | 1.00 | 0.97 | 0.96 |
| BITQ | 0.61 | 0.50 | 0.76 | 0.97 | 1.00 | 0.97 |
| Portfolio | 0.62 | 0.55 | 0.86 | 0.96 | 0.97 | 1.00 |