002
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BTC-USD Bitcoin | 100% | |
ETH-USD Ethereum | 0% | |
SPXU ProShares UltraPro Short S&P500 | Leveraged Equities, Leveraged | 0% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 002, 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 7, 2015, corresponding to the inception date of ETH-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% |
| 002 | 55.63% | 8.17% | 57.30% | 125.18% | 47.15% | N/A |
| Portfolio components: | ||||||
BTC-USD Bitcoin | 55.63% | 8.17% | 57.30% | 125.18% | 47.15% | 60.34% |
ETH-USD Ethereum | 39.14% | -5.79% | 40.02% | 70.64% | 72.00% | N/A |
SPXU ProShares UltraPro Short S&P500 | -27.54% | 5.01% | -22.78% | -36.17% | -44.57% | -38.78% |
Monthly Returns
The table below presents the monthly returns of 002, 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 | 0.75% | 43.72% | 16.56% | -15.00% | 11.30% | -7.13% | 55.63% | ||||||
| 2023 | 39.84% | 0.03% | 23.03% | 2.78% | -7.00% | 11.97% | -4.09% | -11.29% | 4.00% | 28.55% | 8.78% | 12.07% | 155.42% |
| 2022 | -17.00% | 12.31% | 5.39% | -17.07% | -15.70% | -37.90% | 17.95% | -14.09% | -3.08% | 5.48% | -16.23% | -3.62% | -64.33% |
| 2021 | 14.00% | 36.35% | 30.42% | -1.60% | -35.39% | -5.99% | 18.90% | 13.28% | -7.31% | 40.02% | -7.13% | -18.66% | 59.99% |
| 2020 | 29.67% | -8.16% | -24.96% | 34.37% | 9.16% | -2.82% | 23.28% | 2.98% | -7.62% | 28.06% | 42.67% | 47.22% | 301.80% |
| 2019 | -7.76% | 11.59% | 7.44% | 29.51% | 60.08% | 26.19% | -6.83% | -4.36% | -13.93% | 11.17% | -17.81% | -4.85% | 92.93% |
| 2018 | -27.80% | 1.73% | -32.93% | 32.51% | -18.90% | -14.44% | 21.37% | -9.73% | -5.60% | -3.06% | -37.54% | -6.84% | -73.58% |
| 2017 | 0.69% | 21.60% | -9.17% | 25.76% | 69.63% | 8.50% | 15.90% | 63.58% | -7.75% | 49.09% | 58.21% | 38.33% | 1,368.90% |
| 2016 | -14.35% | 18.69% | -4.79% | 7.58% | 18.53% | 26.71% | -7.23% | -7.88% | 5.95% | 14.96% | 6.38% | 29.24% | 123.83% |
| 2015 | -17.72% | 2.61% | 33.09% | 20.10% | 14.11% | 54.00% |
Expense Ratio
002 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 002 is 72, 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 |
SPXU ProShares UltraPro Short S&P500 | -1.58 | -2.72 | 0.71 | -0.35 | -1.73 |
Dividends
Dividend yield
002 granted a 0.00% dividend yield in the last twelve months.
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 002. 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 002 was 83.39%, occurring on Dec 15, 2018. Recovery took 716 trading sessions.
The current 002 drawdown is 10.55%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -83.39% | Dec 17, 2017 | 364 | Dec 15, 2018 | 716 | Nov 30, 2020 | 1080 |
| -76.64% | Nov 9, 2021 | 378 | Nov 21, 2022 | 469 | Mar 4, 2024 | 847 |
| -53.1% | Apr 14, 2021 | 98 | Jul 20, 2021 | 91 | Oct 19, 2021 | 189 |
| -35.51% | Sep 2, 2017 | 13 | Sep 14, 2017 | 28 | Oct 12, 2017 | 41 |
| -34.76% | Jun 12, 2017 | 35 | Jul 16, 2017 | 20 | Aug 5, 2017 | 55 |
Volatility
Volatility Chart
The current 002 volatility is 13.58%, 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
| SPXU | BTC-USD | ETH-USD | |
|---|---|---|---|
| SPXU | 1.00 | -0.14 | -0.15 |
| BTC-USD | -0.14 | 1.00 | 0.63 |
| ETH-USD | -0.15 | 0.63 | 1.00 |