BTC + Altcoins - static
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BTC-USD Bitcoin | 50% | |
ETH-USD Ethereum | 30% | |
AAVE-USD Aave | 2% | |
SOL-USD Solana | 2% | |
AVAX-USD Avalanche | 2% | |
LINK-USD ChainLink | 2% | |
TRX-USD Tronix | 2% | |
MATIC-USD MaticNetwork | 2% | |
FIL-USD FilecoinFutures | 2% | |
MANA-USD Decentraland | 2% | |
VET-USD VeChain | 2% | |
CHZ-USD Chiliz | 2% |
Performance
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
Returns
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.31% | 9.66% | 12.78% | 14.25% | 5.04% | N/A |
| BTC + Altcoins - static | 0.15% | -13.25% | 41.80% | 23.10% | 47.29% | N/A |
| Portfolio components: | ||||||
BTC-USD Bitcoin | 2.06% | -6.23% | 60.55% | 43.24% | 21.87% | N/A |
ETH-USD Ethereum | -3.03% | -12.78% | 32.38% | 26.48% | 39.69% | N/A |
AAVE-USD Aave | 13.92% | -19.09% | 20.26% | -13.22% | 4.59% | N/A |
SOL-USD Solana | -5.20% | -12.32% | 95.55% | -36.81% | 63.43% | N/A |
AVAX-USD Avalanche | -12.87% | -49.74% | -19.04% | -46.88% | 17.21% | N/A |
LINK-USD ChainLink | 9.39% | -12.32% | 19.99% | -0.46% | -11.01% | N/A |
TRX-USD Tronix | 10.13% | 27.29% | 52.43% | 40.34% | 30.45% | N/A |
MATIC-USD MaticNetwork | -5.13% | -54.25% | -31.43% | -26.14% | 121.23% | N/A |
FIL-USD FilecoinFutures | -5.23% | -45.81% | 6.87% | -39.08% | -41.62% | N/A |
MANA-USD Decentraland | -3.32% | -52.30% | -1.16% | -57.07% | 36.79% | N/A |
VET-USD VeChain | 7.25% | -27.43% | 8.53% | -22.17% | 9.84% | N/A |
CHZ-USD Chiliz | -6.25% | -52.18% | -41.75% | -74.43% | 47.96% | N/A |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| CHZ-USD | SOL-USD | FIL-USD | TRX-USD | MANA-USD | MATIC-USD | AVAX-USD | AAVE-USD | BTC-USD | LINK-USD | VET-USD | ETH-USD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CHZ-USD | 1.00 | 0.51 | 0.55 | 0.53 | 0.68 | 0.55 | 0.55 | 0.54 | 0.57 | 0.59 | 0.64 | 0.61 |
| SOL-USD | 0.51 | 1.00 | 0.52 | 0.52 | 0.55 | 0.59 | 0.63 | 0.63 | 0.57 | 0.57 | 0.61 | 0.65 |
| FIL-USD | 0.55 | 0.52 | 1.00 | 0.56 | 0.60 | 0.57 | 0.58 | 0.59 | 0.63 | 0.61 | 0.63 | 0.63 |
| TRX-USD | 0.53 | 0.52 | 0.56 | 1.00 | 0.59 | 0.59 | 0.57 | 0.56 | 0.64 | 0.64 | 0.68 | 0.68 |
| MANA-USD | 0.68 | 0.55 | 0.60 | 0.59 | 1.00 | 0.59 | 0.61 | 0.58 | 0.64 | 0.64 | 0.67 | 0.65 |
| MATIC-USD | 0.55 | 0.59 | 0.57 | 0.59 | 0.59 | 1.00 | 0.65 | 0.64 | 0.63 | 0.67 | 0.70 | 0.70 |
| AVAX-USD | 0.55 | 0.63 | 0.58 | 0.57 | 0.61 | 0.65 | 1.00 | 0.66 | 0.62 | 0.66 | 0.68 | 0.69 |
| AAVE-USD | 0.54 | 0.63 | 0.59 | 0.56 | 0.58 | 0.64 | 0.66 | 1.00 | 0.62 | 0.69 | 0.67 | 0.74 |
| BTC-USD | 0.57 | 0.57 | 0.63 | 0.64 | 0.64 | 0.63 | 0.62 | 0.62 | 1.00 | 0.68 | 0.70 | 0.82 |
| LINK-USD | 0.59 | 0.57 | 0.61 | 0.64 | 0.64 | 0.67 | 0.66 | 0.69 | 0.68 | 1.00 | 0.76 | 0.77 |
| VET-USD | 0.64 | 0.61 | 0.63 | 0.68 | 0.67 | 0.70 | 0.68 | 0.67 | 0.70 | 0.76 | 1.00 | 0.77 |
| ETH-USD | 0.61 | 0.65 | 0.63 | 0.68 | 0.65 | 0.70 | 0.69 | 0.74 | 0.82 | 0.77 | 0.77 | 1.00 |
Dividend yield
Expense Ratio
The 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
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 | |
|---|---|---|---|---|---|
BTC-USD Bitcoin | 1.10 | ||||
ETH-USD Ethereum | 0.30 | ||||
AAVE-USD Aave | -0.13 | ||||
SOL-USD Solana | 0.23 | ||||
AVAX-USD Avalanche | -0.74 | ||||
LINK-USD ChainLink | 0.08 | ||||
TRX-USD Tronix | 1.22 | ||||
MATIC-USD MaticNetwork | -0.74 | ||||
FIL-USD FilecoinFutures | -0.20 | ||||
MANA-USD Decentraland | -0.39 | ||||
VET-USD VeChain | -0.16 | ||||
CHZ-USD Chiliz | -0.98 |
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 BTC + Altcoins - static. 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 BTC + Altcoins - static is 76.40%, recorded on Nov 21, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -76.4% | Nov 9, 2021 | 378 | Nov 21, 2022 | — | — | — |
| -53.58% | May 12, 2021 | 70 | Jul 20, 2021 | 86 | Oct 14, 2021 | 156 |
| -18.39% | Feb 22, 2021 | 7 | Feb 28, 2021 | 8 | Mar 8, 2021 | 15 |
| -17.75% | Apr 17, 2021 | 8 | Apr 24, 2021 | 6 | Apr 30, 2021 | 14 |
| -15.84% | Mar 14, 2021 | 12 | Mar 25, 2021 | 5 | Mar 30, 2021 | 17 |
Volatility Chart
The current BTC + Altcoins - static volatility is 6.26%, 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.