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002
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BTC-USD 100%CryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorTarget 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 Every 3 months.


0.00%10,000.00%20,000.00%30,000.00%40,000.00%December2025FebruaryMarchAprilMay
34,605.84%
172.62%
002
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 7, 2015, corresponding to the inception date of ETH-USD

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
0023.86%27.22%27.83%58.58%58.85%N/A
BTC-USD
Bitcoin
3.86%27.22%27.83%58.58%58.85%82.12%
ETH-USD
Ethereum
-45.64%23.02%-37.44%-39.08%53.64%N/A
SPXU
ProShares UltraPro Short S&P500
-0.15%-36.92%5.32%-29.22%-41.35%-38.40%
*Annualized

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20259.61%-17.61%-2.16%14.12%3.00%3.86%
20240.75%43.72%16.56%-15.00%11.30%-7.13%3.10%-8.74%7.39%10.87%37.36%-3.13%121.05%
202339.84%0.03%23.03%2.78%-7.00%11.97%-4.09%-11.29%4.00%28.55%8.78%12.07%155.42%
2022-16.89%12.24%5.43%-17.18%-15.70%-37.77%17.95%-14.09%-3.08%5.48%-16.23%-3.62%-64.27%
202114.18%36.31%30.53%-1.98%-35.35%-6.14%18.79%13.31%-7.16%40.03%-7.03%-18.77%59.67%
202029.98%-8.03%-25.13%34.48%9.27%-3.41%23.92%3.16%-7.67%27.79%42.41%47.77%303.16%
2019-7.61%11.48%6.50%30.33%60.25%26.15%-6.76%-4.51%-13.88%10.92%-17.72%-4.97%92.20%
2018-27.80%1.73%-32.93%32.51%-18.90%-14.55%21.49%-9.55%-5.85%-4.65%-36.41%-6.83%-73.56%
20170.69%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%, 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.


Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 90, 002 is among the top 10% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of 002 is 9090
Overall Rank
The Sharpe Ratio Rank of 002 is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of 002 is 9595
Sortino Ratio Rank
The Omega Ratio Rank of 002 is 8989
Omega Ratio Rank
The Calmar Ratio Rank of 002 is 9191
Calmar Ratio Rank
The Martin Ratio Rank of 002 is 9494
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
1.162.681.281.849.23
ETH-USD
Ethereum
-0.55-0.450.950.03-1.22
SPXU
ProShares UltraPro Short S&P500
-0.510.031.00-0.29-0.82

The current 002 Sharpe ratio is 1.16. This value is calculated based on the past 1 year of trading data and takes into account 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 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.

Use the chart below to compare the Sharpe ratio of 002 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
1.16
0.48
002
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

002 provided a 0.00% dividend yield over the last twelve months.


002 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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-8.59%
-7.82%
002
Benchmark (^GSPC)
Portfolio components

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 83.40%, occurring on Dec 15, 2018. Recovery took 716 trading sessions.

The current 002 drawdown is 8.59%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-83.4%Dec 17, 2017364Dec 15, 2018716Nov 30, 20201080
-76.63%Nov 9, 2021378Nov 21, 2022469Mar 4, 2024847
-53.06%Apr 14, 202198Jul 20, 202191Oct 19, 2021189
-35.51%Sep 2, 201713Sep 14, 201728Oct 12, 201741
-34.76%Jun 12, 201735Jul 16, 201720Aug 5, 201755

Volatility

Volatility Chart

The current 002 volatility is 12.87%, 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%December2025FebruaryMarchAprilMay
12.87%
11.21%
002
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 3 assets, with an effective number of assets of 1.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of 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.

^GSPCSPXUETH-USDBTC-USDPortfolio
^GSPC1.00-1.000.210.190.19
SPXU-1.001.00-0.16-0.16-0.16
ETH-USD0.21-0.161.000.640.64
BTC-USD0.19-0.160.641.001.00
Portfolio0.19-0.160.641.001.00
The correlation results are calculated based on daily price changes starting from Aug 8, 2015