Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in BTC+ETH+LINK Only., 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 Every 3 months.
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The earliest data available for this chart is Sep 19, 2017, corresponding to the inception date of LINK-USD
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -4.18% | -3.84% | -1.98% | 21.98% | 16.86% | 10.37% | 12.29% |
Portfolio BTC+ETH+LINK Only. | -0.08% | -6.13% | -27.79% | -52.78% | -7.51% | 18.32% | -0.57% | — |
| Portfolio components: | ||||||||
ETH-USD Ethereum | -0.23% | -3.55% | -30.83% | -54.56% | 12.98% | 3.12% | -0.23% | 69.54% |
BTC-USD Bitcoin | 0.01% | -7.96% | -23.54% | -45.31% | -19.57% | 33.40% | 2.82% | 65.95% |
LINK-USD ChainLink | 0.07% | -7.61% | -29.08% | -61.63% | -33.00% | 5.43% | -22.42% | — |
Monthly Returns
Based on dividend-adjusted daily data since Sep 20, 2017, BTC+ETH+LINK Only.'s average daily return is +0.19%, while the average monthly return is +6.03%. At this rate, your investment would double in approximately 1.0 years.
Historically, 56% of months were positive and 44% were negative. The best month was May 2019 with a return of +73.5%, while the worst month was Mar 2018 at -49.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.
On a daily basis, BTC+ETH+LINK Only. closed higher 53% of trading days. The best single day was May 24, 2021 with a return of +23.8%, while the worst single day was Mar 12, 2020 at -42.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -14.91% | -16.16% | 3.36% | -2.07% | -27.79% | ||||||||
| 2025 | 8.65% | -28.97% | -9.39% | 5.74% | 19.97% | -0.73% | 29.18% | 14.84% | -3.36% | -8.56% | -20.88% | -2.73% | -11.15% |
| 2024 | 0.92% | 40.84% | 9.95% | -19.50% | 22.38% | -10.85% | -3.51% | -15.32% | 6.08% | 1.75% | 47.28% | -4.08% | 71.02% |
| 2023 | 33.59% | 1.27% | 15.51% | 0.47% | -4.07% | 5.43% | 1.21% | -14.15% | 11.15% | 22.44% | 14.92% | 9.46% | 136.19% |
| 2022 | -20.00% | 5.22% | 9.46% | -21.04% | -24.14% | -37.17% | 34.50% | -10.73% | -5.37% | 10.54% | -14.16% | -10.65% | -66.59% |
| 2021 | 59.44% | 16.08% | 29.04% | 24.94% | -14.74% | -19.89% | 14.89% | 23.63% | -10.19% | 38.06% | -2.16% | -20.51% | 179.18% |
Benchmark Metrics
BTC+ETH+LINK Only. has an annualized alpha of 34.02%, beta of 1.21, and R² of 0.11 versus S&P 500 Index. Calculated based on daily prices since September 20, 2017.
- This portfolio captured 152.26% of S&P 500 Index gains and 110.23% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- R² of 0.11 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 34.02%
- Beta
- 1.21
- R²
- 0.11
- Upside Capture
- 152.26%
- Downside Capture
- 110.23%
Expense Ratio
BTC+ETH+LINK Only. has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
BTC+ETH+LINK Only. ranks 3 for risk / return — in the bottom 3% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.12 | 0.88 | -1.00 |
Sortino ratioReturn per unit of downside risk | 0.27 | 1.37 | -1.09 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.21 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | -0.97 | 1.39 | -2.36 |
Martin ratioReturn relative to average drawdown | -1.64 | 6.43 | -8.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
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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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the BTC+ETH+LINK Only.. 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+ETH+LINK Only. was 86.19%, occurring on Dec 15, 2018. Recovery took 593 trading sessions.
The current BTC+ETH+LINK Only. drawdown is 55.70%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -86.19% | Jan 10, 2018 | 340 | Dec 15, 2018 | 593 | Jul 30, 2020 | 933 |
| -77.76% | Nov 9, 2021 | 378 | Nov 21, 2022 | 742 | Dec 2, 2024 | 1120 |
| -59.55% | Aug 23, 2025 | 167 | Feb 5, 2026 | — | — | — |
| -58.71% | May 12, 2021 | 70 | Jul 20, 2021 | 111 | Nov 8, 2021 | 181 |
| -51.81% | Dec 17, 2024 | 113 | Apr 8, 2025 | 123 | Aug 9, 2025 | 236 |
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 3 assets, with an effective number of assets of 2.81, 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
| Benchmark | LINK-USD | BTC-USD | ETH-USD | Portfolio | |
|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.24 | 0.26 | 0.28 | 0.28 |
| LINK-USD | 0.24 | 1.00 | 0.60 | 0.68 | 0.84 |
| BTC-USD | 0.26 | 0.60 | 1.00 | 0.79 | 0.86 |
| ETH-USD | 0.28 | 0.68 | 0.79 | 1.00 | 0.92 |
| Portfolio | 0.28 | 0.84 | 0.86 | 0.92 | 1.00 |