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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/SectorWeight
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%

S&P 500

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


0.00%50.00%100.00%150.00%200.00%NovemberDecember2024FebruaryMarchApril
154.07%
19.38%
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


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.30%-3.13%19.37%22.56%11.65%10.55%
COIN47.59%-5.31%154.07%186.42%N/AN/A
BTC-USD
Bitcoin
57.12%-1.23%95.88%141.26%66.42%64.47%
ETH-USD
Ethereum
41.13%-6.79%80.44%74.73%83.57%N/A
BNB-USD
Binance Coin
94.23%6.84%169.54%83.20%93.72%N/A
LTC-USD
Litecoin
16.91%-5.11%23.29%-3.73%3.62%23.19%
BCH-USD
Bitcoin Cash
94.95%4.27%100.84%323.57%13.63%N/A
ADA-USD
Cardano
-15.82%-22.59%79.29%30.29%48.51%N/A
SOL-USD
Solana
52.41%-15.73%413.08%623.21%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-5.90%33.46%39.82%
20233.97%21.42%17.71%37.86%

Expense Ratio

The 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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

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.


COIN
Sharpe ratio
The chart of Sharpe ratio for COIN, currently valued at 5.39, compared to the broader market-1.000.001.002.003.004.005.005.39
Sortino ratio
The chart of Sortino ratio for COIN, currently valued at 4.32, compared to the broader market0.002.004.006.004.32
Omega ratio
The chart of Omega ratio for COIN, currently valued at 1.48, compared to the broader market0.801.001.201.401.601.801.48
Calmar ratio
The chart of Calmar ratio for COIN, currently valued at 2.79, compared to the broader market0.002.004.006.008.002.79
Martin ratio
The chart of Martin ratio for COIN, currently valued at 40.37, compared to the broader market0.0010.0020.0030.0040.0050.0040.37
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.007.64

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BTC-USD
Bitcoin
4.514.211.492.2735.69
ETH-USD
Ethereum
2.312.771.300.9913.09
BNB-USD
Binance Coin
5.114.691.542.7542.75
LTC-USD
Litecoin
0.160.701.080.030.89
BCH-USD
Bitcoin Cash
2.003.241.341.5018.56
ADA-USD
Cardano
1.732.301.240.758.61
SOL-USD
Solana
14.445.891.5912.59105.24

Sharpe Ratio

The current COIN Sharpe ratio is 5.39. A Sharpe ratio of 3.0 or higher is considered excellent.

-1.000.001.002.003.004.005.005.39

The Sharpe ratio of COIN 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.006.007.00NovemberDecember2024FebruaryMarchApril
5.39
1.92
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.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-15.94%
-3.50%
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 15.94%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-81.36%Nov 10, 2021365Nov 9, 2022508Mar 31, 2024873
-58.64%May 12, 202170Jul 20, 202145Sep 3, 2021115
-28.45%Sep 7, 202115Sep 21, 202129Oct 20, 202144
-27.13%Sep 2, 202022Sep 23, 202055Nov 17, 202077
-23.95%Apr 1, 202417Apr 17, 2024

Volatility

Volatility Chart

The current COIN volatility is 19.80%, 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%NovemberDecember2024FebruaryMarchApril
19.80%
3.58%
COIN
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.

SOL-USDBNB-USDADA-USDBCH-USDLTC-USDBTC-USDETH-USD
SOL-USD1.000.560.610.530.530.570.64
BNB-USD0.561.000.670.640.640.680.72
ADA-USD0.610.671.000.670.690.680.73
BCH-USD0.530.640.671.000.770.730.74
LTC-USD0.530.640.690.771.000.740.76
BTC-USD0.570.680.680.730.741.000.81
ETH-USD0.640.720.730.740.760.811.00