crypto
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
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% |
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
The earliest data available for this chart is Apr 29, 2019, corresponding to the inception date of MATIC-USD
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| crypto | 27.01% | 3.69% | 38.84% | 53.40% | 107.85% | N/A |
| Portfolio components: | ||||||
BTC-USD Bitcoin | 55.63% | 8.17% | 57.30% | 125.18% | 47.15% | 60.34% |
ETH-USD Ethereum | 39.14% | -5.79% | 40.02% | 70.64% | 72.00% | N/A |
XRP-USD Ripple | -2.46% | 27.73% | 12.71% | -15.95% | 13.95% | N/A |
BNB-USD Binance Coin | 82.67% | -0.29% | 88.78% | 137.30% | 83.02% | N/A |
DOGE-USD Dogecoin | 39.96% | 2.07% | 56.72% | 61.45% | 112.00% | 90.16% |
MATIC-USD MaticNetwork | -48.78% | -9.82% | -34.51% | -30.62% | 111.51% | N/A |
Monthly Returns
The table below presents the monthly returns of crypto, 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 | -8.72% | 36.67% | 29.28% | -22.02% | 10.79% | -10.47% | 27.01% | ||||||
| 2023 | 33.72% | -2.83% | 11.33% | -1.42% | -4.65% | -7.16% | 9.96% | -17.15% | 0.03% | 14.72% | 10.98% | 15.69% | 69.43% |
| 2022 | -24.72% | 7.45% | 5.84% | -19.48% | -25.66% | -31.75% | 36.06% | -9.43% | 1.98% | 26.62% | -11.49% | -19.06% | -60.12% |
| 2021 | 175.11% | 101.64% | 40.18% | 164.46% | 2.09% | -25.50% | 3.68% | 34.08% | -16.42% | 40.65% | -3.42% | -7.31% | 2,188.10% |
| 2020 | 28.89% | 4.37% | -32.46% | 37.11% | 10.15% | -7.37% | 33.50% | 13.51% | -9.68% | -0.56% | 62.39% | -0.65% | 179.08% |
| 2019 | 7.13% | 119.17% | 1.77% | -19.79% | -14.71% | -8.50% | 15.07% | 4.10% | -26.14% | 32.36% |
Expense Ratio
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of crypto is 25, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | 2.64 | 3.04 | 1.32 | 1.59 | 14.62 |
ETH-USD Ethereum | 1.67 | 2.33 | 1.24 | 0.84 | 7.28 |
XRP-USD Ripple | -0.05 | 0.38 | 1.04 | 0.00 | -0.13 |
BNB-USD Binance Coin | 3.96 | 3.91 | 1.43 | 2.33 | 23.37 |
DOGE-USD Dogecoin | 0.96 | 1.85 | 1.19 | 0.51 | 3.58 |
MATIC-USD MaticNetwork | -0.68 | -0.81 | 0.92 | 0.01 | -1.54 |
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 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 31.20%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -75.89% | May 8, 2021 | 407 | Jun 18, 2022 | — | — | — |
| -63.07% | Jun 30, 2019 | 261 | Mar 16, 2020 | 152 | Aug 15, 2020 | 413 |
| -25.26% | Apr 17, 2021 | 9 | Apr 25, 2021 | 5 | Apr 30, 2021 | 14 |
| -24.16% | Aug 18, 2020 | 37 | Sep 23, 2020 | 55 | Nov 17, 2020 | 92 |
| -20.61% | Mar 14, 2021 | 12 | Mar 25, 2021 | 8 | Apr 2, 2021 | 20 |
Volatility
Volatility Chart
The current crypto volatility is 16.84%, 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
| MATIC-USD | DOGE-USD | XRP-USD | BNB-USD | BTC-USD | ETH-USD | |
|---|---|---|---|---|---|---|
| MATIC-USD | 1.00 | 0.51 | 0.57 | 0.61 | 0.57 | 0.64 |
| DOGE-USD | 0.51 | 1.00 | 0.62 | 0.58 | 0.67 | 0.65 |
| XRP-USD | 0.57 | 0.62 | 1.00 | 0.62 | 0.67 | 0.71 |
| BNB-USD | 0.61 | 0.58 | 0.62 | 1.00 | 0.68 | 0.72 |
| BTC-USD | 0.57 | 0.67 | 0.67 | 0.68 | 1.00 | 0.81 |
| ETH-USD | 0.64 | 0.65 | 0.71 | 0.72 | 0.81 | 1.00 |