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002

Last updated Feb 22, 2024

Asset Allocation


BTC-USD 100%CryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
BTC-USD
Bitcoin

100%

ETH-USD
Ethereum

0%

SPXU
ProShares UltraPro Short S&P500
Leveraged Equities, Leveraged

0%

S&P 500

Performance

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


0.00%20.00%40.00%60.00%80.00%100.00%SeptemberOctoberNovemberDecember2024February
98.14%
13.83%
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


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.44%2.71%12.30%24.63%12.30%10.51%
00222.65%30.10%98.14%114.31%41.80%N/A
BTC-USD
Bitcoin
22.65%30.10%98.14%114.31%41.80%35.96%
ETH-USD
Ethereum
30.19%32.56%78.94%80.76%49.88%N/A
SPXU
ProShares UltraPro Short S&P500
-11.16%-6.49%-30.03%-45.67%-33.92%-39.17%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.75%
2023-4.09%-11.29%4.00%28.55%8.78%12.07%

Sharpe Ratio

The current 002 Sharpe ratio is 3.16. A Sharpe ratio of 3.0 or higher is considered excellent.

-1.000.001.002.003.004.003.16

The Sharpe ratio of 002 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 Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2024February
3.16
1.79
002
Benchmark (^GSPC)
Portfolio components

Dividend yield

002 granted a 0.00% dividend yield in the last twelve months.


002 doesn't pay dividends

Expense Ratio

The 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.


0.93%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
1.79
002
3.16
BTC-USD
Bitcoin
3.16
ETH-USD
Ethereum
2.14
SPXU
ProShares UltraPro Short S&P500
-1.03

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

SPXUBTC-USDETH-USD
SPXU1.00-0.14-0.15
BTC-USD-0.141.000.62
ETH-USD-0.150.621.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2024February
-23.30%
-0.95%
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 83.39%, occurring on Dec 15, 2018. Recovery took 716 trading sessions.

The current 002 drawdown is 23.30%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-83.39%Dec 17, 2017364Dec 15, 2018716Nov 30, 20201080
-76.64%Nov 9, 2021378Nov 21, 2022
-53.1%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 Chart

The current 002 volatility is 7.20%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2024February
7.20%
3.37%
002
Benchmark (^GSPC)
Portfolio components
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