t
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ADA-USD Cardano | 20% | |
BNB-USD Binance Coin | 20% | |
BTC-USD Bitcoin | 20% | |
ETH-USD Ethereum | 20% | |
XRP-USD Ripple | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in t, 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 Nov 9, 2017, corresponding to the inception date of BNB-USD
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 7.26% | -2.63% | 22.78% | 22.71% | 11.87% | 10.55% |
| t | 25.64% | -14.46% | 73.64% | 69.96% | 74.41% | N/A |
| Portfolio components: | ||||||
BTC-USD Bitcoin | 51.05% | -10.50% | 84.15% | 127.26% | 63.22% | 64.15% |
ETH-USD Ethereum | 40.94% | -11.85% | 77.02% | 75.52% | 81.81% | N/A |
BNB-USD Binance Coin | 89.75% | -2.32% | 161.81% | 80.34% | 90.63% | N/A |
XRP-USD Ripple | -16.18% | -18.08% | -14.14% | 10.85% | 11.20% | N/A |
ADA-USD Cardano | -23.03% | -29.68% | 56.04% | 18.23% | 46.19% | N/A |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -7.45% | 35.13% | 17.44% | |||||||||
| 2023 | 14.90% | 10.49% | 25.08% |
Expense Ratio
t has an expense ratio of 0.00%, indicating no management fees are charged. 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 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 | |
|---|---|---|---|---|---|
BTC-USD Bitcoin | 5.29 | 4.69 | 1.54 | 2.72 | 44.78 |
ETH-USD Ethereum | 2.91 | 3.21 | 1.35 | 1.23 | 16.89 |
BNB-USD Binance Coin | 6.16 | 5.23 | 1.61 | 3.27 | 56.16 |
XRP-USD Ripple | -0.04 | 0.36 | 1.04 | 0.01 | -0.15 |
ADA-USD Cardano | 1.65 | 2.25 | 1.24 | 0.72 | 7.59 |
Dividends
Dividend yield
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the t. 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 t was 87.77%, occurring on Dec 15, 2018. Recovery took 752 trading sessions.
The current t drawdown is 36.56%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -87.77% | Jan 7, 2018 | 343 | Dec 15, 2018 | 752 | Jan 5, 2021 | 1095 |
| -75.39% | Nov 9, 2021 | 406 | Dec 19, 2022 | — | — | — |
| -56% | May 12, 2021 | 70 | Jul 20, 2021 | 110 | Nov 7, 2021 | 180 |
| -25.5% | Apr 15, 2021 | 10 | Apr 24, 2021 | 7 | May 1, 2021 | 17 |
| -17.78% | Feb 20, 2021 | 4 | Feb 23, 2021 | 22 | Mar 17, 2021 | 26 |
Volatility
Volatility Chart
The current t volatility is 17.20%, 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
| BNB-USD | XRP-USD | BTC-USD | ADA-USD | ETH-USD | |
|---|---|---|---|---|---|
| BNB-USD | 1.00 | 0.60 | 0.66 | 0.64 | 0.68 |
| XRP-USD | 0.60 | 1.00 | 0.67 | 0.73 | 0.74 |
| BTC-USD | 0.66 | 0.67 | 1.00 | 0.69 | 0.79 |
| ADA-USD | 0.64 | 0.73 | 0.69 | 1.00 | 0.76 |
| ETH-USD | 0.68 | 0.74 | 0.79 | 0.76 | 1.00 |