PortfoliosLab logo
COIN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BTC-USD 14.29%ETH-USD 14.29%BNB-USD 14.29%LTC-USD 14.29%BCH-USD 14.29%ADA-USD 14.29%SOL-USD 14.29%CryptocurrencyCryptocurrency
PositionCategory/SectorTarget 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 Every 3 months.


0.00%500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%December2025FebruaryMarchAprilMay
1,854.58%
61.88%
COIN
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 26, 2020, corresponding to the inception date of SOL-USD

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
COIN-17.41%27.21%7.38%11.15%N/AN/A
BTC-USD
Bitcoin
3.86%27.22%27.83%58.58%58.89%82.12%
ETH-USD
Ethereum
-45.64%23.02%-37.44%-39.08%53.68%N/A
BNB-USD
Binance Coin
-13.94%9.00%0.81%2.56%104.41%N/A
LTC-USD
Litecoin
-13.21%29.46%25.11%9.57%13.65%51.16%
BCH-USD
Bitcoin Cash
-11.65%42.51%1.48%-14.48%7.57%N/A
ADA-USD
Cardano
-20.45%20.31%65.72%48.31%67.01%N/A
SOL-USD
Solana
-22.22%39.52%-25.02%3.46%N/AN/A
*Annualized

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20258.86%-22.10%-11.51%7.82%2.07%-17.41%
2024-5.90%33.46%39.82%-24.15%11.16%-8.85%1.71%-14.62%6.77%2.99%61.09%-11.24%84.25%
202352.94%-3.84%5.06%1.95%-4.78%18.08%-1.94%-16.43%3.97%21.42%17.71%37.86%197.36%
2022-27.27%5.55%12.59%-22.92%-25.27%-34.71%27.28%-12.75%-2.04%4.21%-10.69%-13.96%-71.68%
202157.55%150.55%28.91%57.84%-21.95%-13.69%6.03%60.61%-3.88%28.52%2.01%-21.00%817.33%
20209.34%-15.22%2.01%43.87%22.24%66.29%

Expense Ratio

COIN 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.


The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of COIN is 38, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of COIN is 3838
Overall Rank
The Sharpe Ratio Rank of COIN is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of COIN is 7070
Sortino Ratio Rank
The Omega Ratio Rank of COIN is 5353
Omega Ratio Rank
The Calmar Ratio Rank of COIN is 2121
Calmar Ratio Rank
The Martin Ratio Rank of COIN is 3535
Martin 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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BTC-USD
Bitcoin
1.102.711.281.889.39
ETH-USD
Ethereum
-0.56-0.450.950.03-1.22
BNB-USD
Binance Coin
0.090.871.090.151.43
LTC-USD
Litecoin
0.141.551.170.373.22
BCH-USD
Bitcoin Cash
-0.241.081.110.110.90
ADA-USD
Cardano
0.452.551.270.995.48
SOL-USD
Solana
-0.010.731.070.010.12

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

COIN Sharpe ratios as of May 9, 2025 (values are recalculated daily):

  • 1-Year: 0.16
  • All Time: 1.16

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.44 to 0.96, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of COIN compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.16
0.44
COIN
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield


COIN doesn't pay dividends

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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-35.01%
-8.35%
COIN
Benchmark (^GSPC)
Portfolio components

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 35.01%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-81.36%Nov 10, 2021365Nov 9, 2022508Mar 31, 2024873
-58.63%May 12, 202170Jul 20, 202145Sep 3, 2021115
-48.91%Dec 7, 2024123Apr 8, 2025
-38.66%Apr 1, 2024127Aug 5, 2024103Nov 16, 2024230
-28.43%Sep 7, 202115Sep 21, 202129Oct 20, 202144

Volatility

Volatility Chart

The current COIN volatility is 15.90%, 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%25.00%30.00%December2025FebruaryMarchAprilMay
15.90%
11.43%
COIN
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 7 assets, with an effective number of assets of 7.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

^GSPCSOL-USDBNB-USDLTC-USDBCH-USDADA-USDBTC-USDETH-USDPortfolio
^GSPC1.000.310.290.320.310.340.340.350.36
SOL-USD0.311.000.570.530.560.620.600.650.79
BNB-USD0.290.571.000.620.650.660.680.710.79
LTC-USD0.320.530.621.000.750.680.700.730.82
BCH-USD0.310.560.650.751.000.680.740.740.84
ADA-USD0.340.620.660.680.681.000.690.730.84
BTC-USD0.340.600.680.700.740.691.000.800.83
ETH-USD0.350.650.710.730.740.730.801.000.86
Portfolio0.360.790.790.820.840.840.830.861.00
The correlation results are calculated based on daily price changes starting from Aug 27, 2020