crypto-earn
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BNB-USD Binance Coin | 10% | |
BTC-USD Bitcoin | 50% | |
ETH-USD Ethereum | 10% | |
NEAR-USD NEAR Protocol | 10% | |
SOL-USD Solana | 10% | |
USDT-USD Tether | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in crypto-earn, 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 Dec 15, 2020, corresponding to the inception date of NEAR-USD
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| crypto-earn | 85.05% | 23.95% | 17.17% | 161.95% | N/A | N/A |
| Portfolio components: | ||||||
ETH-USD Ethereum | 42.29% | 23.48% | 6.89% | 64.03% | 77.16% | N/A |
BTC-USD Bitcoin | 108.10% | 33.17% | 32.73% | 147.50% | 58.81% | 72.54% |
SOL-USD Solana | 109.08% | 34.80% | 34.17% | 273.40% | N/A | N/A |
BNB-USD Binance Coin | 100.68% | 6.47% | 7.72% | 158.81% | 96.75% | N/A |
NEAR-USD NEAR Protocol | 46.83% | 6.79% | -33.36% | 248.97% | N/A | N/A |
USDT-USD Tether | 0.13% | 0.15% | 0.04% | 0.07% | -0.09% | N/A |
Monthly Returns
The table below presents the monthly returns of crypto-earn, 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 | -2.70% | 36.56% | 27.58% | -15.09% | 12.42% | -8.40% | 2.04% | -11.48% | 8.89% | 3.92% | 85.05% | ||
| 2023 | 48.51% | -2.11% | 10.81% | 2.84% | -7.22% | 2.39% | 0.14% | -11.22% | 2.70% | 25.74% | 17.53% | 33.91% | 184.39% |
| 2022 | -20.36% | 6.51% | 9.43% | -16.74% | -20.12% | -31.83% | 22.94% | -10.21% | -4.83% | 4.63% | -20.01% | -8.16% | -66.01% |
| 2021 | 39.89% | 96.05% | 41.83% | 25.67% | -28.12% | -8.07% | 13.14% | 45.69% | 4.86% | 37.04% | -2.10% | -9.16% | 580.52% |
| 2020 | 32.46% | 32.46% |
Expense Ratio
crypto-earn 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 crypto-earn is 7, indicating that it is in the bottom 7% 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 | |
|---|---|---|---|---|---|
ETH-USD Ethereum | -0.18 | 0.21 | 1.02 | 0.00 | -0.45 |
BTC-USD Bitcoin | 1.10 | 1.80 | 1.18 | 0.94 | 4.49 |
SOL-USD Solana | 1.35 | 2.05 | 1.20 | 1.13 | 4.67 |
BNB-USD Binance Coin | 1.57 | 2.27 | 1.23 | 1.27 | 5.49 |
NEAR-USD NEAR Protocol | 0.33 | 1.44 | 1.13 | 0.17 | 1.02 |
USDT-USD Tether | -0.06 | -0.09 | 0.99 | 0.00 | -0.20 |
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 crypto-earn. 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 crypto-earn was 73.33%, occurring on Nov 21, 2022. Recovery took 464 trading sessions.
The current crypto-earn drawdown is 2.12%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -73.33% | Nov 9, 2021 | 378 | Nov 21, 2022 | 464 | Feb 28, 2024 | 842 |
| -48.3% | May 9, 2021 | 73 | Jul 20, 2021 | 39 | Aug 28, 2021 | 112 |
| -28.64% | Mar 15, 2024 | 176 | Sep 6, 2024 | 65 | Nov 10, 2024 | 241 |
| -24.29% | Sep 9, 2021 | 13 | Sep 21, 2021 | 23 | Oct 14, 2021 | 36 |
| -18.14% | Mar 14, 2021 | 12 | Mar 25, 2021 | 4 | Mar 29, 2021 | 16 |
Volatility
Volatility Chart
The current crypto-earn volatility is 15.17%, 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
| USDT-USD | NEAR-USD | SOL-USD | BNB-USD | BTC-USD | ETH-USD | |
|---|---|---|---|---|---|---|
| USDT-USD | 1.00 | 0.11 | 0.13 | 0.12 | 0.14 | 0.12 |
| NEAR-USD | 0.11 | 1.00 | 0.58 | 0.59 | 0.62 | 0.64 |
| SOL-USD | 0.13 | 0.58 | 1.00 | 0.58 | 0.61 | 0.65 |
| BNB-USD | 0.12 | 0.59 | 0.58 | 1.00 | 0.71 | 0.73 |
| BTC-USD | 0.14 | 0.62 | 0.61 | 0.71 | 1.00 | 0.82 |
| ETH-USD | 0.12 | 0.64 | 0.65 | 0.73 | 0.82 | 1.00 |