ChainLink
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
LINK-USD ChainLink | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ChainLink, 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 Sep 20, 2017, corresponding to the inception date of LINK-USD
Returns By Period
Monthly Returns
The table below presents the monthly returns of ChainLink, 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 | 3.03% | 25.26% | -0.78% | -31.37% | 40.27% | -22.59% | -10.04% | -14.06% | 7.49% | -3.61% | 66.54% | 67.88% | |
| 2023 | 24.85% | 3.46% | 5.59% | -7.14% | -8.11% | -2.65% | 19.60% | -22.12% | 39.24% | 39.04% | 26.63% | 3.76% | 168.40% |
| 2022 | -12.04% | -12.33% | 11.81% | -34.97% | -30.94% | -17.67% | 22.60% | -13.51% | 14.33% | 3.70% | -2.31% | -27.49% | -71.61% |
| 2021 | 99.76% | 9.29% | 18.84% | 30.27% | -16.05% | -38.99% | 16.97% | 17.48% | -10.46% | 24.99% | -15.55% | -22.66% | 73.90% |
| 2020 | 58.97% | 45.57% | -44.85% | 64.43% | 10.31% | 11.61% | 69.00% | 102.91% | -37.22% | 13.83% | 27.15% | -20.97% | 536.20% |
| 2019 | 33.21% | 10.44% | 72.51% | -35.67% | 115.70% | 233.31% | -35.02% | -19.13% | -1.08% | 55.21% | -18.38% | -21.01% | 510.58% |
| 2018 | 3.09% | 6.66% | -57.64% | 94.41% | -36.70% | -34.27% | 29.78% | 11.20% | 1.18% | 56.67% | -37.81% | -9.94% | -51.73% |
| 2017 | 138.61% | -57.04% | -12.09% | 252.90% | 218.00% |
Expense Ratio
ChainLink 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 ChainLink is 4, indicating that it is in the bottom 4% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
LINK-USD ChainLink | 0.51 | 1.41 | 1.13 | 0.21 | 1.32 |
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 ChainLink. 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 ChainLink was 90.17%, occurring on Jun 19, 2023. The portfolio has not yet recovered.
The current ChainLink drawdown is 51.84%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -90.17% | May 10, 2021 | 771 | Jun 19, 2023 | — | — | — |
| -87.92% | Jan 9, 2018 | 171 | Jun 28, 2018 | 350 | Jun 13, 2019 | 521 |
| -69.47% | Oct 7, 2017 | 54 | Nov 29, 2017 | 24 | Dec 23, 2017 | 78 |
| -61.92% | Mar 6, 2020 | 11 | Mar 16, 2020 | 99 | Jun 23, 2020 | 110 |
| -59.99% | Aug 16, 2020 | 39 | Sep 23, 2020 | 114 | Jan 15, 2021 | 153 |
Volatility
Volatility Chart
The current ChainLink volatility is 38.78%, 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.