Proton
Asset Allocation
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 Every 3 months.
The earliest data available for this chart is Nov 9, 2017, corresponding to the inception date of USDT-USD
Returns By Period
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 7.26% | -13.53% | -1.57% | 10.61% | 2.32% | 3.33% | |||||||
| 2024 | 0.57% | 32.88% | 13.24% | -11.34% | 8.17% | -5.25% | 2.37% | -6.65% | 5.55% | 8.05% | 28.54% | -2.65% | 87.56% |
| 2023 | 29.86% | 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 | -12.61% | 8.69% | 3.98% | -12.78% | -11.11% | -25.54% | 13.45% | -10.95% | -2.31% | 4.10% | -12.31% | -2.64% | -50.00% |
| 2021 | 10.65% | 28.17% | 25.11% | -1.49% | -26.38% | -4.27% | 14.01% | 10.35% | -5.85% | 30.41% | -5.74% | -15.07% | 52.37% |
| 2020 | 22.47% | -6.26% | -19.65% | 25.94% | 7.29% | -2.73% | 17.93% | 2.55% | -6.10% | 20.78% | 33.61% | 40.25% | 211.57% |
| 2019 | -5.85% | 8.49% | 4.65% | 22.88% | 47.87% | 24.16% | -4.65% | -3.23% | -9.61% | 8.30% | -13.80% | -3.73% | 80.75% |
| 2018 | -21.85% | 1.48% | -23.27% | 24.40% | -15.16% | -11.05% | 16.26% | -7.46% | -4.60% | -3.79% | -26.99% | -3.96% | -60.44% |
| 2017 | 32.44% | 30.02% | 72.20% |
Expense Ratio
Proton has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 89, Proton is among the top 11% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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.
Dividends
Dividend yield
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 72.86%, occurring on Dec 14, 2018. Recovery took 699 trading sessions.
The current Proton drawdown is 7.02%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -72.86% | Dec 17, 2017 | 363 | Dec 14, 2018 | 699 | Nov 12, 2020 | 1062 |
| -64.26% | Nov 9, 2021 | 378 | Nov 21, 2022 | 464 | Feb 28, 2024 | 842 |
| -41.69% | Apr 14, 2021 | 98 | Jul 20, 2021 | 87 | Oct 15, 2021 | 185 |
| -22.55% | Dec 18, 2024 | 112 | Apr 8, 2025 | — | — | — |
| -20.53% | Jan 9, 2021 | 19 | Jan 27, 2021 | 12 | Feb 8, 2021 | 31 |
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.
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 1.60, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | USDT-USD | BTC-USD | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.07 | 0.25 | 0.25 |
| USDT-USD | 0.07 | 1.00 | 0.10 | 0.12 |
| BTC-USD | 0.25 | 0.10 | 1.00 | 1.00 |
| Portfolio | 0.25 | 0.12 | 1.00 | 1.00 |