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crypto
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BTC-USD 16.67%ETH-USD 16.67%XRP-USD 16.67%BNB-USD 16.67%DOGE-USD 16.67%MATIC-USD 16.67%CryptocurrencyCryptocurrency
PositionCategory/SectorWeight
BNB-USD
Binance Coin

16.67%

BTC-USD
Bitcoin

16.67%

DOGE-USD
Dogecoin

16.67%

ETH-USD
Ethereum

16.67%

MATIC-USD
MaticNetwork

16.67%

XRP-USD
Ripple

16.67%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in crypto, 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


0.00%50.00%100.00%NovemberDecember2024FebruaryMarchApril
82.68%
17.59%
crypto
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 29, 2019, corresponding to the inception date of MATIC-USD

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
crypto29.61%-7.70%82.68%54.63%N/AN/A
BTC-USD
Bitcoin
51.05%0.10%112.86%129.51%64.39%62.81%
ETH-USD
Ethereum
34.09%-8.23%83.91%63.23%78.24%N/A
XRP-USD
Ripple
-18.08%-17.54%-3.58%6.59%9.33%N/A
BNB-USD
Binance Coin
77.60%0.56%154.83%67.14%87.11%N/A
DOGE-USD
Dogecoin
74.66%2.33%153.70%94.42%123.94%74.76%
MATIC-USD
MaticNetwork
-30.59%-30.56%10.60%-34.30%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-8.72%36.67%29.28%
20230.03%14.72%10.98%15.69%

Expense Ratio

The crypto 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.


The portfolio doesn't hold funds that charge fees

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.


crypto
Sharpe ratio
The chart of Sharpe ratio for crypto, currently valued at 1.93, compared to the broader market-1.000.001.002.003.004.001.93
Sortino ratio
The chart of Sortino ratio for crypto, currently valued at 2.27, compared to the broader market-2.000.002.004.006.002.27
Omega ratio
The chart of Omega ratio for crypto, currently valued at 1.26, compared to the broader market0.801.001.201.401.601.801.26
Calmar ratio
The chart of Calmar ratio for crypto, currently valued at 1.34, compared to the broader market0.002.004.006.008.001.34
Martin ratio
The chart of Martin ratio for crypto, currently valued at 9.83, compared to the broader market0.0010.0020.0030.0040.009.83
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BTC-USD
Bitcoin
4.093.991.462.1629.69
ETH-USD
Ethereum
1.962.511.271.2210.79
XRP-USD
Ripple
-0.46-0.340.960.24-1.52
BNB-USD
Binance Coin
4.184.221.482.0629.84
DOGE-USD
Dogecoin
2.082.621.301.6611.56
MATIC-USD
MaticNetwork
-0.020.531.050.31-0.08

Sharpe Ratio

The current crypto Sharpe ratio is 1.93. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.93

The Sharpe ratio of crypto lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2024FebruaryMarchApril
1.93
1.66
crypto
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield


crypto doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-31.42%
-5.46%
crypto
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the crypto. 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 crypto was 75.89%, occurring on Jun 18, 2022. The portfolio has not yet recovered.

The current crypto drawdown is 31.42%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-75.89%May 8, 2021407Jun 18, 2022
-63.07%Jun 30, 2019261Mar 16, 2020152Aug 15, 2020413
-25.26%Apr 17, 20219Apr 25, 20215Apr 30, 202114
-24.16%Aug 18, 202037Sep 23, 202055Nov 17, 202092
-20.61%Mar 14, 202112Mar 25, 20218Apr 2, 202120

Volatility

Volatility Chart

The current crypto volatility is 19.95%, 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.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
19.95%
3.15%
crypto
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

MATIC-USDDOGE-USDXRP-USDBNB-USDBTC-USDETH-USD
MATIC-USD1.000.500.560.600.560.63
DOGE-USD0.501.000.620.570.660.64
XRP-USD0.560.621.000.620.670.72
BNB-USD0.600.570.621.000.680.72
BTC-USD0.560.660.670.681.000.81
ETH-USD0.630.640.720.720.811.00