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Proton
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BTC-USD 75%USDT-USD 25%CryptocurrencyCryptocurrency
PositionCategory/SectorWeight
BTC-USD
Bitcoin

75%

USDT-USD
Tether

25%

S&P 500

Performance

Performance Chart

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


0.00%200.00%400.00%600.00%800.00%FebruaryMarchAprilMayJuneJuly
775.05%
109.98%
Proton
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 9, 2017, corresponding to the inception date of USDT-USD

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
13.78%-0.38%11.47%18.82%12.44%10.64%
Proton42.03%6.30%47.77%90.83%41.50%N/A
BTC-USD
Bitcoin
54.67%8.45%63.12%123.67%45.95%60.02%
USDT-USD
Tether
0.01%0.04%0.01%0.00%-0.08%N/A

Monthly Returns

The table below presents the monthly returns of Proton, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.57%32.88%13.24%-11.34%8.17%-5.25%42.03%
202329.86%0.03%18.43%2.10%-5.31%8.90%-3.07%-8.38%2.89%21.43%6.97%9.72%110.90%
2022-12.69%8.74%3.95%-12.70%-11.12%-25.64%13.45%-10.95%-2.31%4.10%-12.31%-2.64%-50.06%
202110.52%28.19%25.02%-1.20%-26.43%-4.16%14.10%10.33%-5.97%30.42%-5.82%-14.99%52.52%
202022.27%-6.37%-19.53%25.86%7.21%-2.27%17.46%2.41%-6.05%20.98%33.82%39.78%210.66%
2019-5.96%8.56%5.34%22.30%47.72%24.20%-4.69%-3.12%-9.64%8.49%-13.88%-3.63%81.27%
2018-21.85%1.48%-23.27%24.40%-15.16%-10.97%16.18%-7.61%-4.40%-2.60%-27.93%-3.99%-60.45%
201732.44%30.02%72.20%

Expense Ratio

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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Proton is 71, 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.


The Risk-Adjusted Performance Rank of Proton is 7171
Proton
The Sharpe Ratio Rank of Proton is 8585Sharpe Ratio Rank
The Sortino Ratio Rank of Proton is 7979Sortino Ratio Rank
The Omega Ratio Rank of Proton is 5959Omega Ratio Rank
The Calmar Ratio Rank of Proton is 4848Calmar Ratio Rank
The Martin Ratio Rank of Proton is 8585Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Proton
Sharpe ratio
The chart of Sharpe ratio for Proton, currently valued at 2.17, compared to the broader market-1.000.001.002.003.004.002.17
Sortino ratio
The chart of Sortino ratio for Proton, currently valued at 2.76, compared to the broader market-2.000.002.004.006.002.76
Omega ratio
The chart of Omega ratio for Proton, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.29
Calmar ratio
The chart of Calmar ratio for Proton, currently valued at 1.33, compared to the broader market0.002.004.006.008.001.33
Martin ratio
The chart of Martin ratio for Proton, currently valued at 12.01, compared to the broader market0.0010.0020.0030.0040.0012.01
^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 2.33, compared to the broader market-2.000.002.004.006.002.33
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.002.004.006.008.001.35
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.32, compared to the broader market0.0010.0020.0030.0040.006.32

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BTC-USD
Bitcoin
2.292.771.291.3412.79
USDT-USD
Tether
-0.18-0.260.980.00-0.73

Sharpe Ratio

The current Proton Sharpe ratio is 2.17. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.23 to 1.94, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Proton with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.002.003.004.005.006.00FebruaryMarchAprilMayJuneJuly
2.17
1.66
Proton
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield


Proton doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%FebruaryMarchAprilMayJuneJuly
-8.22%
-4.24%
Proton
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Proton. 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 Proton was 72.87%, occurring on Dec 14, 2018. Recovery took 699 trading sessions.

The current Proton drawdown is 8.22%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-72.87%Dec 17, 2017363Dec 14, 2018699Nov 12, 20201062
-64.27%Nov 9, 2021378Nov 21, 2022464Feb 28, 2024842
-41.75%Apr 14, 202198Jul 20, 202187Oct 15, 2021185
-20.73%Jan 9, 202119Jan 27, 202112Feb 8, 202131
-18.49%Feb 22, 20217Feb 28, 202111Mar 11, 202118

Volatility

Volatility Chart

The current Proton volatility is 10.31%, 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%FebruaryMarchAprilMayJuneJuly
10.31%
3.80%
Proton
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.

BTC-USDUSDT-USD
BTC-USD1.000.07
USDT-USD0.071.00
The correlation results are calculated based on daily price changes starting from Nov 10, 2017