COIN
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ADA-USD Cardano | 14.29% | |
BCH-USD Bitcoin Cash | 14.29% | |
BNB-USD Binance Coin | 14.29% | |
BTC-USD Bitcoin | 14.29% | |
ETH-USD Ethereum | 14.29% | |
LTC-USD Litecoin | 14.29% | |
SOL-USD Solana | 14.29% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in COIN, 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 Aug 26, 2020, corresponding to the inception date of SOL-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% |
| COIN | 34.45% | 3.33% | 44.05% | 128.91% | N/A | N/A |
| Portfolio components: | ||||||
BTC-USD Bitcoin | 55.63% | 8.17% | 57.30% | 125.18% | 47.39% | 60.34% |
ETH-USD Ethereum | 39.14% | -5.79% | 40.02% | 70.64% | 72.57% | N/A |
BNB-USD Binance Coin | 82.67% | -0.29% | 88.78% | 137.30% | 82.90% | N/A |
LTC-USD Litecoin | -5.42% | -2.97% | 2.72% | -23.91% | -4.88% | 24.67% |
BCH-USD Bitcoin Cash | 39.47% | -3.21% | 49.42% | 47.80% | 3.35% | N/A |
ADA-USD Cardano | -33.58% | 2.58% | -18.67% | 28.34% | 45.82% | N/A |
SOL-USD Solana | 69.41% | 25.88% | 86.02% | 585.13% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of COIN, 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 | -5.90% | 33.46% | 39.82% | -24.15% | 11.16% | -8.85% | 34.45% | ||||||
| 2023 | 52.94% | -3.84% | 5.06% | 1.95% | -4.78% | 18.08% | -1.94% | -16.43% | 3.97% | 21.42% | 17.71% | 37.86% | 197.36% |
| 2022 | -27.29% | 5.56% | 12.58% | -22.90% | -25.26% | -34.73% | 27.28% | -12.75% | -2.04% | 4.21% | -10.69% | -13.96% | -71.69% |
| 2021 | 57.52% | 150.56% | 28.90% | 57.90% | -21.96% | -13.67% | 6.05% | 60.59% | -3.89% | 28.52% | 1.99% | -20.98% | 817.49% |
| 2020 | 9.33% | -15.22% | 2.04% | 43.91% | 22.15% | 66.26% |
Expense Ratio
COIN 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 COIN is 66, 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 |
BNB-USD Binance Coin | 3.96 | 3.91 | 1.43 | 2.33 | 23.37 |
LTC-USD Litecoin | -0.07 | 0.38 | 1.04 | 0.01 | -0.23 |
BCH-USD Bitcoin Cash | 0.81 | 2.11 | 1.21 | 0.48 | 3.40 |
ADA-USD Cardano | 0.12 | 0.75 | 1.07 | 0.02 | 0.29 |
SOL-USD Solana | 4.23 | 3.53 | 1.34 | 3.34 | 19.69 |
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 COIN. 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 COIN was 81.36%, occurring on Nov 9, 2022. Recovery took 508 trading sessions.
The current COIN drawdown is 21.74%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -81.36% | Nov 10, 2021 | 365 | Nov 9, 2022 | 508 | Mar 31, 2024 | 873 |
| -58.64% | May 12, 2021 | 70 | Jul 20, 2021 | 45 | Sep 3, 2021 | 115 |
| -34.22% | Apr 1, 2024 | 98 | Jul 7, 2024 | — | — | — |
| -28.45% | Sep 7, 2021 | 15 | Sep 21, 2021 | 29 | Oct 20, 2021 | 44 |
| -27.13% | Sep 2, 2020 | 22 | Sep 23, 2020 | 55 | Nov 17, 2020 | 77 |
Volatility
Volatility Chart
The current COIN volatility is 17.91%, 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
| SOL-USD | BNB-USD | ADA-USD | BCH-USD | LTC-USD | BTC-USD | ETH-USD | |
|---|---|---|---|---|---|---|---|
| SOL-USD | 1.00 | 0.56 | 0.61 | 0.54 | 0.53 | 0.58 | 0.64 |
| BNB-USD | 0.56 | 1.00 | 0.67 | 0.64 | 0.64 | 0.69 | 0.72 |
| ADA-USD | 0.61 | 0.67 | 1.00 | 0.68 | 0.69 | 0.68 | 0.73 |
| BCH-USD | 0.54 | 0.64 | 0.68 | 1.00 | 0.77 | 0.74 | 0.74 |
| LTC-USD | 0.53 | 0.64 | 0.69 | 0.77 | 1.00 | 0.73 | 0.76 |
| BTC-USD | 0.58 | 0.69 | 0.68 | 0.74 | 0.73 | 1.00 | 0.80 |
| ETH-USD | 0.64 | 0.72 | 0.73 | 0.74 | 0.76 | 0.80 | 1.00 |