Proton
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in Proton, 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
As of Oct 3, 2023, the Proton returned 50.31% Year-To-Date and 18.91% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -6.34% | 3.14% | 10.16% | 14.98% | 5.34% | 5.93% |
| Proton | 4.10% | -1.76% | 49.89% | 32.23% | 22.51% | 18.86% |
| Portfolio components: | ||||||
BTC-USD Bitcoin | 5.62% | -2.62% | 65.77% | 39.78% | 21.72% | 17.05% |
USDT-USD Tether | 0.04% | 0.01% | 0.07% | 0.02% | 0.06% | -0.09% |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 18.43% | 2.10% | -5.31% | 8.90% | -3.07% | -8.38% | 2.89% |
Dividend yield
Expense Ratio
The Proton 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.
Asset Correlations Table
| BTC-USD | USDT-USD | |
|---|---|---|
| BTC-USD | 1.00 | 0.05 |
| USDT-USD | 0.05 | 1.00 |
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 Proton. 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 Proton is 72.87%, recorded on Dec 14, 2018. It took 699 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -72.87% | Dec 17, 2017 | 363 | Dec 14, 2018 | 699 | Nov 12, 2020 | 1062 |
| -64.27% | Nov 9, 2021 | 378 | Nov 21, 2022 | — | — | — |
| -41.75% | Apr 14, 2021 | 98 | Jul 20, 2021 | 87 | Oct 15, 2021 | 185 |
| -20.73% | Jan 9, 2021 | 19 | Jan 27, 2021 | 12 | Feb 8, 2021 | 31 |
| -18.49% | Feb 22, 2021 | 7 | Feb 28, 2021 | 11 | Mar 11, 2021 | 18 |
Volatility Chart
The current Proton volatility is 4.49%, 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.