TEST
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in TEST, 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 | 5.21% | -4.30% | 18.42% | 21.82% | 11.27% | 10.33% |
| TEST | 18.20% | -15.94% | 54.14% | 48.03% | 61.69% | N/A |
| Portfolio components: | ||||||
BNB-USD Binance Coin | 79.69% | -2.60% | 146.23% | 74.38% | 88.25% | N/A |
ETH-USD Ethereum | 30.17% | -15.27% | 60.78% | 58.75% | 77.63% | N/A |
BTC-USD Bitcoin | 37.83% | -16.42% | 64.39% | 103.11% | 58.62% | 63.13% |
ADA-USD Cardano | -24.29% | -27.64% | 46.32% | 14.83% | 45.14% | N/A |
LTC-USD Litecoin | 10.02% | -19.40% | 14.53% | -9.29% | 0.09% | 22.74% |
XRP-USD Ripple | -15.93% | -15.42% | -15.18% | 11.19% | 10.90% | N/A |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -7.59% | 32.59% | 19.56% | -19.03% | ||||||||
| 2023 | 13.14% | 8.99% | 22.19% |
Expense Ratio
TEST 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.
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 TEST. 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 TEST was 88.51%, occurring on Dec 14, 2018. Recovery took 754 trading sessions.
The current TEST drawdown is 44.26%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -88.51% | Jan 7, 2018 | 342 | Dec 14, 2018 | 754 | Jan 6, 2021 | 1096 |
| -76.08% | May 10, 2021 | 405 | Jun 18, 2022 | — | — | — |
| -24.57% | Apr 15, 2021 | 10 | Apr 24, 2021 | 9 | May 3, 2021 | 19 |
| -18.45% | Feb 20, 2021 | 4 | Feb 23, 2021 | 22 | Mar 17, 2021 | 26 |
| -16.67% | Dec 20, 2017 | 5 | Dec 24, 2017 | 5 | Dec 29, 2017 | 10 |
Volatility
Volatility Chart
The current TEST volatility is 16.83%, 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 | ADA-USD | BTC-USD | LTC-USD | ETH-USD | |
|---|---|---|---|---|---|---|
| BNB-USD | 1.00 | 0.60 | 0.64 | 0.66 | 0.64 | 0.68 |
| XRP-USD | 0.60 | 1.00 | 0.73 | 0.67 | 0.71 | 0.74 |
| ADA-USD | 0.64 | 0.73 | 1.00 | 0.69 | 0.73 | 0.76 |
| BTC-USD | 0.66 | 0.67 | 0.69 | 1.00 | 0.75 | 0.79 |
| LTC-USD | 0.64 | 0.71 | 0.73 | 0.75 | 1.00 | 0.78 |
| ETH-USD | 0.68 | 0.74 | 0.76 | 0.79 | 0.78 | 1.00 |