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Crypto Portfolio (three fund portfolio)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Crypto Portfolio (three fund portfolio)

Last updated Nov 5, 2024

Asset Allocation

BND 35%BTC-USD 13%ETH-USD 10%XRP-USD 10%QDVE.DE 25%VUAA.L 7%BondBondCryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF		Total Bond Market
35%
BTC-USD
Bitcoin
13%
ETH-USD
Ethereum
10%
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF		Technology Equities
25%
VUAA.L
Vanguard S&P 500 UCITS ETF		Large Cap Growth Equities
7%
XRP-USD
Ripple
10%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Crypto Portfolio (three fund portfolio), 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%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.58%
10.27%
Crypto Portfolio (three fund portfolio)
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 16, 2019, corresponding to the inception date of VUAA.L

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		19.77%-0.67%10.27%31.07%13.22%10.92%
Crypto Portfolio (three fund portfolio)18.39%0.43%5.58%30.16%28.97%N/A
Portfolio components:
BTC-USD
Bitcoin		60.44%9.21%7.36%93.47%48.59%69.70%
ETH-USD
Ethereum		5.06%-0.77%-21.74%26.55%65.75%N/A
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF		30.06%1.02%16.72%45.77%24.86%N/A
VUAA.L
Vanguard S&P 500 UCITS ETF		20.63%0.28%12.44%32.52%14.74%N/A
XRP-USD
Ripple		-18.17%-4.96%-6.90%-23.89%10.17%N/A
BND
Vanguard Total Bond Market ETF		2.04%-1.47%3.86%8.13%-0.18%1.45%

Monthly Returns

The table below presents the monthly returns of Crypto Portfolio (three fund portfolio), with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.62%13.08%5.50%-7.90%6.59%1.45%2.94%-3.70%3.61%-1.38%18.39%
202314.28%-1.29%12.75%-0.18%2.35%2.98%4.63%-6.63%-2.25%5.07%7.98%5.94%53.59%
2022-10.91%2.82%2.61%-10.98%-7.49%-12.49%13.89%-6.52%-2.40%3.66%-3.42%-4.67%-32.82%
202121.88%2.55%16.09%24.13%-11.71%-6.14%5.64%12.85%-7.40%13.56%0.02%-6.09%75.73%
202011.93%-1.11%-13.95%16.48%4.10%0.11%14.94%8.25%-6.79%2.41%33.46%-0.81%81.79%
20190.70%6.70%-3.36%-3.69%-0.48%4.49%-5.31%-1.95%-3.46%

Expense Ratio

Crypto Portfolio (three fund portfolio) has an expense ratio of 0.05%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF
Expense ratio chart for QDVE.DE: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
VUAA.L
Vanguard S&P 500 UCITS ETF
Expense ratio chart for VUAA.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
BND
Vanguard Total Bond Market ETF
Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Crypto Portfolio (three fund portfolio) 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.

The Risk-Adjusted Performance Rank of Crypto Portfolio (three fund portfolio) is 44
Combined Rank
The Sharpe Ratio Rank of Crypto Portfolio (three fund portfolio) is 55Sharpe Ratio Rank
The Sortino Ratio Rank of Crypto Portfolio (three fund portfolio) is 44Sortino Ratio Rank
The Omega Ratio Rank of Crypto Portfolio (three fund portfolio) is 44Omega Ratio Rank
The Calmar Ratio Rank of Crypto Portfolio (three fund portfolio) is 33Calmar Ratio Rank
The Martin Ratio Rank of Crypto Portfolio (three fund portfolio) is 55Martin 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.

Crypto Portfolio (three fund portfolio)
Sharpe ratio
The chart of Sharpe ratio for Crypto Portfolio (three fund portfolio), currently valued at 0.62, compared to the broader market0.002.004.000.62
Sortino ratio
The chart of Sortino ratio for Crypto Portfolio (three fund portfolio), currently valued at 0.98, compared to the broader market-2.000.002.004.006.000.98
Omega ratio
The chart of Omega ratio for Crypto Portfolio (three fund portfolio), currently valued at 1.10, compared to the broader market0.801.001.201.401.601.801.10
Calmar ratio
The chart of Calmar ratio for Crypto Portfolio (three fund portfolio), currently valued at 0.26, compared to the broader market0.002.004.006.008.0010.0012.000.26
Martin ratio
The chart of Martin ratio for Crypto Portfolio (three fund portfolio), currently valued at 2.56, compared to the broader market0.0010.0020.0030.0040.0050.002.56
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.67, compared to the broader market0.002.004.002.67
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.55, compared to the broader market-2.000.002.004.006.003.55
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market0.801.001.201.401.601.801.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.45, compared to the broader market0.002.004.006.008.0010.0012.003.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.04, compared to the broader market0.0010.0020.0030.0040.0050.0017.04
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BTC-USD
Bitcoin		0.681.331.130.492.82
ETH-USD
Ethereum		-0.52-0.450.960.00-1.24
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF		1.251.771.220.565.26
VUAA.L
Vanguard S&P 500 UCITS ETF		1.662.331.310.719.54
XRP-USD
Ripple		-0.180.201.020.00-0.51
BND
Vanguard Total Bond Market ETF		1.081.541.180.074.26

Sharpe Ratio

The current Crypto Portfolio (three fund portfolio) Sharpe ratio is 0.62. 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 2.02 to 2.79, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Crypto Portfolio (three fund portfolio) 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 Ratio0.501.001.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
0.62
2.67
Crypto Portfolio (three fund portfolio)
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Crypto Portfolio (three fund portfolio) provided a 1.25% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio1.25%1.08%0.91%0.69%0.78%0.95%0.98%0.89%0.88%0.90%0.97%0.97%
Portfolio components:
BTC-USD
Bitcoin		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ETH-USD
Ethereum		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUAA.L
Vanguard S&P 500 UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XRP-USD
Ripple		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BND
Vanguard Total Bond Market ETF		3.56%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%

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.

-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.83%
-2.59%
Crypto Portfolio (three fund portfolio)
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Crypto Portfolio (three fund portfolio). 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 Portfolio (three fund portfolio) was 42.33%, occurring on Nov 9, 2022. Recovery took 475 trading sessions.

The current Crypto Portfolio (three fund portfolio) drawdown is 3.83%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.33%Nov 9, 2021366Nov 9, 2022475Feb 27, 2024841
-33.77%Feb 15, 202033Mar 18, 2020133Jul 29, 2020166
-25.58%May 9, 202145Jun 22, 202176Sep 6, 2021121
-17.26%Jun 27, 2019174Dec 17, 201951Feb 6, 2020225
-14.61%Sep 7, 202122Sep 28, 202135Nov 2, 202157

Volatility

Volatility Chart

The current Crypto Portfolio (three fund portfolio) volatility is 4.01%, 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%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
4.01%
3.11%
Crypto Portfolio (three fund portfolio)
Benchmark (^GSPC)
Portfolio components

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.
BNDVUAA.LQDVE.DEXRP-USDBTC-USDETH-USD
BND1.00-0.000.050.010.040.04
VUAA.L-0.001.000.800.140.160.16
QDVE.DE0.050.801.000.140.170.17
XRP-USD0.010.140.141.000.670.71
BTC-USD0.040.160.170.671.000.82
ETH-USD0.040.160.170.710.821.00
The correlation results are calculated based on daily price changes starting from May 17, 2019