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Crypto Portfolio (three fund portfolio)

Last updated Feb 24, 2024

Asset Allocation


BND 35%BTC-USD 20%ETH-USD 10%XRP-USD 3%QDVE.DE 25%VUAA.L 7%BondBondCryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market

35%

BTC-USD
Bitcoin

20%

ETH-USD
Ethereum

10%

XRP-USD
Ripple

3%

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%

S&P 500

Performance

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%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2024February
32.90%
76.92%
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


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.69%4.52%15.50%26.83%12.76%10.70%
Crypto Portfolio (three fund portfolio)8.81%8.09%32.90%49.95%N/AN/A
BTC-USD
Bitcoin
20.03%21.32%94.45%118.90%42.96%36.86%
ETH-USD
Ethereum
28.06%28.87%76.27%83.19%52.76%N/A
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF
10.13%3.60%25.76%59.37%26.39%N/A
VUAA.L
Vanguard S&P 500 UCITS ETF
6.52%3.98%16.80%30.27%N/AN/A
XRP-USD
Ripple
-13.08%0.44%2.04%41.38%8.23%N/A
BND
Vanguard Total Bond Market ETF
-1.58%-0.43%3.28%3.61%0.47%1.40%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.72%
20231.07%-4.89%-2.12%5.93%8.58%6.78%

Sharpe Ratio

The current Crypto Portfolio (three fund portfolio) Sharpe ratio is 2.33. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.33

The Sharpe ratio of Crypto Portfolio (three fund portfolio) lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2024February
2.33
2.23
Crypto Portfolio (three fund portfolio)
Benchmark (^GSPC)
Portfolio components

Dividend yield

Crypto Portfolio (three fund portfolio) granted a 1.12% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Crypto Portfolio (three fund portfolio)1.12%1.08%0.91%0.69%0.78%0.95%0.98%0.89%0.88%0.90%0.97%0.97%
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
3.19%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%

Expense Ratio

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


0.15%
0.00%2.15%
0.07%
0.00%2.15%
0.03%
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
2.23
Crypto Portfolio (three fund portfolio)
2.33
BTC-USD
Bitcoin
2.76
ETH-USD
Ethereum
1.88
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF
1.52
VUAA.L
Vanguard S&P 500 UCITS ETF
1.72
XRP-USD
Ripple
0.15
BND
Vanguard Total Bond Market ETF
0.25

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
BND1.00-0.020.05-0.000.040.04
VUAA.L-0.021.000.810.140.160.16
QDVE.DE0.050.811.000.140.180.17
XRP-USD-0.000.140.141.000.670.72
BTC-USD0.040.160.180.671.000.81
ETH-USD0.040.160.170.720.811.00

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-0.24%
0
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 43.57%, occurring on Nov 9, 2022. Recovery took 470 trading sessions.

The current Crypto Portfolio (three fund portfolio) drawdown is 0.24%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43.57%Nov 9, 2021366Nov 9, 2022470Feb 22, 2024836
-33.21%Feb 15, 202027Mar 12, 2020136Jul 26, 2020163
-20.89%May 9, 202173Jul 20, 202144Sep 2, 2021117
-16.16%Jun 27, 2019174Dec 17, 201950Feb 5, 2020224
-13.25%Feb 22, 20217Feb 28, 202132Apr 1, 202139

Volatility Chart

The current Crypto Portfolio (three fund portfolio) volatility is 3.30%, 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%SeptemberOctoberNovemberDecember2024February
3.30%
3.90%
Crypto Portfolio (three fund portfolio)
Benchmark (^GSPC)
Portfolio components
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