BTC + Altcoins - static
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAVE-USD Aave | 2% | |
AVAX-USD Avalanche | 2% | |
BTC-USD Bitcoin | 50% | |
CHZ-USD Chiliz | 2% | |
ETH-USD Ethereum | 30% | |
FIL-USD FilecoinFutures | 2% | |
LINK-USD ChainLink | 2% | |
MANA-USD Decentraland | 2% | |
MATIC-USD MaticNetwork | 2% | |
SOL-USD Solana | 2% | |
TRX-USD Tronix | 2% | |
VET-USD VeChain | 2% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in BTC + Altcoins - static, 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 Oct 13, 2020, corresponding to the inception date of AAVE-USD
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| BTC + Altcoins - static | 36.37% | 4.07% | 5.17% | 85.39% | N/A | N/A |
| Portfolio components: | ||||||
BTC-USD Bitcoin | 72.06% | 10.79% | 19.93% | 110.77% | 51.21% | 71.74% |
ETH-USD Ethereum | 15.63% | -0.80% | -12.43% | 45.74% | 70.34% | N/A |
AAVE-USD Aave | 38.78% | -6.26% | 81.55% | 80.61% | N/A | N/A |
SOL-USD Solana | 76.70% | 13.07% | 41.27% | 413.01% | N/A | N/A |
AVAX-USD Avalanche | -30.35% | -7.64% | -17.91% | 134.43% | N/A | N/A |
LINK-USD ChainLink | -21.13% | -5.56% | -10.24% | 4.90% | 33.79% | N/A |
TRX-USD Tronix | 54.39% | 6.24% | 39.14% | 73.86% | 52.89% | N/A |
MATIC-USD MaticNetwork | -65.53% | -20.61% | -49.85% | -48.52% | 89.37% | N/A |
FIL-USD FilecoinFutures | -46.54% | -9.32% | -34.10% | -4.06% | -5.48% | N/A |
MANA-USD Decentraland | -40.41% | -3.65% | -25.56% | -17.95% | 57.61% | N/A |
VET-USD VeChain | -33.84% | -12.07% | -37.16% | 18.92% | 40.62% | N/A |
CHZ-USD Chiliz | -26.60% | -8.47% | -41.33% | -7.02% | 42.38% | N/A |
Monthly Returns
The table below presents the monthly returns of BTC + Altcoins - static, 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 | -1.64% | 43.39% | 13.44% | -18.96% | 15.76% | -9.38% | -0.86% | -12.38% | 7.22% | 36.37% | |||
| 2023 | 43.22% | 0.25% | 13.74% | 1.71% | -5.52% | 5.52% | -2.27% | -12.85% | 4.52% | 21.71% | 14.16% | 18.60% | 142.98% |
| 2022 | -22.69% | 9.03% | 9.77% | -20.70% | -21.43% | -38.36% | 34.10% | -11.04% | -6.87% | 9.03% | -17.76% | -8.18% | -67.50% |
| 2021 | 52.63% | 48.17% | 70.20% | 23.09% | -17.69% | -16.68% | 14.14% | 29.70% | -5.66% | 44.56% | 2.65% | -19.55% | 441.75% |
| 2020 | 7.40% | 46.09% | 32.87% | 108.49% |
Expense Ratio
BTC + Altcoins - static 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 Rank
The current rank of BTC + Altcoins - static is 2, indicating that it is in the bottom 2% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
BTC-USD Bitcoin | 1.12 | 1.81 | 1.18 | 0.98 | 4.65 |
ETH-USD Ethereum | -0.27 | 0.03 | 1.00 | 0.00 | -0.67 |
AAVE-USD Aave | 1.09 | 1.85 | 1.18 | 0.56 | 3.83 |
SOL-USD Solana | 1.29 | 1.99 | 1.19 | 0.88 | 4.45 |
AVAX-USD Avalanche | -0.46 | -0.22 | 0.98 | 0.02 | -0.85 |
LINK-USD ChainLink | -0.68 | -0.80 | 0.93 | 0.04 | -1.37 |
TRX-USD Tronix | 0.80 | 1.34 | 1.15 | 0.28 | 2.32 |
MATIC-USD MaticNetwork | -1.07 | -2.34 | 0.78 | 0.01 | -1.50 |
FIL-USD FilecoinFutures | -0.73 | -1.05 | 0.90 | 0.01 | -1.19 |
MANA-USD Decentraland | -0.61 | -0.60 | 0.94 | 0.01 | -0.99 |
VET-USD VeChain | -0.84 | -1.31 | 0.88 | 0.01 | -1.47 |
CHZ-USD Chiliz | -0.67 | -0.82 | 0.92 | 0.01 | -1.32 |
Dividends
Dividend yield
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 BTC + Altcoins - static. 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 BTC + Altcoins - static was 76.38%, occurring on Nov 21, 2022. The portfolio has not yet recovered.
The current BTC + Altcoins - static drawdown is 19.68%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -76.38% | Nov 9, 2021 | 378 | Nov 21, 2022 | — | — | — |
| -53.47% | May 12, 2021 | 70 | Jul 20, 2021 | 86 | Oct 14, 2021 | 156 |
| -18.34% | Feb 22, 2021 | 7 | Feb 28, 2021 | 8 | Mar 8, 2021 | 15 |
| -17.15% | Apr 16, 2021 | 9 | Apr 24, 2021 | 6 | Apr 30, 2021 | 15 |
| -15.68% | Mar 14, 2021 | 12 | Mar 25, 2021 | 5 | Mar 30, 2021 | 17 |
Volatility
Volatility Chart
The current BTC + Altcoins - static volatility is 12.41%, 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
| TRX-USD | CHZ-USD | SOL-USD | FIL-USD | AAVE-USD | AVAX-USD | MATIC-USD | MANA-USD | BTC-USD | LINK-USD | VET-USD | ETH-USD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TRX-USD | 1.00 | 0.50 | 0.49 | 0.53 | 0.52 | 0.51 | 0.54 | 0.55 | 0.59 | 0.58 | 0.62 | 0.62 |
| CHZ-USD | 0.50 | 1.00 | 0.52 | 0.59 | 0.54 | 0.56 | 0.57 | 0.69 | 0.58 | 0.59 | 0.65 | 0.61 |
| SOL-USD | 0.49 | 0.52 | 1.00 | 0.54 | 0.60 | 0.66 | 0.60 | 0.58 | 0.59 | 0.59 | 0.62 | 0.65 |
| FIL-USD | 0.53 | 0.59 | 0.54 | 1.00 | 0.59 | 0.59 | 0.60 | 0.64 | 0.63 | 0.61 | 0.65 | 0.64 |
| AAVE-USD | 0.52 | 0.54 | 0.60 | 0.59 | 1.00 | 0.63 | 0.63 | 0.59 | 0.61 | 0.66 | 0.67 | 0.71 |
| AVAX-USD | 0.51 | 0.56 | 0.66 | 0.59 | 0.63 | 1.00 | 0.64 | 0.63 | 0.63 | 0.66 | 0.69 | 0.66 |
| MATIC-USD | 0.54 | 0.57 | 0.60 | 0.60 | 0.63 | 0.64 | 1.00 | 0.62 | 0.63 | 0.67 | 0.71 | 0.70 |
| MANA-USD | 0.55 | 0.69 | 0.58 | 0.64 | 0.59 | 0.63 | 0.62 | 1.00 | 0.65 | 0.65 | 0.69 | 0.66 |
| BTC-USD | 0.59 | 0.58 | 0.59 | 0.63 | 0.61 | 0.63 | 0.63 | 0.65 | 1.00 | 0.67 | 0.71 | 0.81 |
| LINK-USD | 0.58 | 0.59 | 0.59 | 0.61 | 0.66 | 0.66 | 0.67 | 0.65 | 0.67 | 1.00 | 0.74 | 0.74 |
| VET-USD | 0.62 | 0.65 | 0.62 | 0.65 | 0.67 | 0.69 | 0.71 | 0.69 | 0.71 | 0.74 | 1.00 | 0.75 |
| ETH-USD | 0.62 | 0.61 | 0.65 | 0.64 | 0.71 | 0.66 | 0.70 | 0.66 | 0.81 | 0.74 | 0.75 | 1.00 |