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Proton

Last updated Oct 3, 2023

Asset Allocation


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

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


-10.00%-5.00%0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
-1.79%
3.40%
Proton
Benchmark (^GSPC)
Portfolio components

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 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-6.34%3.14%10.16%14.98%5.34%5.93%
Proton4.10%-1.76%49.89%32.23%22.51%18.86%
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%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202318.43%2.10%-5.31%8.90%-3.07%-8.38%2.89%

Sharpe Ratio

The current Proton Sharpe ratio is 0.60. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.60

The Sharpe ratio of Proton is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00MayJuneJulyAugustSeptemberOctober
0.63
0.49
Proton
Benchmark (^GSPC)
Portfolio components

Dividend yield


Proton doesn't pay dividends

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.


The portfolio doesn't hold funds that charge fees

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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BTC-USD
Bitcoin
0.59
USDT-USD
Tether
0.02

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-USD1.000.05
USDT-USD0.051.00

Drawdowns Chart

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


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%MayJuneJulyAugustSeptemberOctober
-44.61%
-11.82%
Proton
Benchmark (^GSPC)
Portfolio components

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, 2017363Dec 14, 2018699Nov 12, 20201062
-64.27%Nov 9, 2021378Nov 21, 2022
-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 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.


2.00%4.00%6.00%8.00%10.00%12.00%MayJuneJulyAugustSeptemberOctober
4.49%
3.18%
Proton
Benchmark (^GSPC)
Portfolio components