Crypto Portfolio (three fund portfolio)

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 Every 3 months.

Based on dividend-adjusted daily data since May 17, 2019, Crypto Portfolio (three fund portfolio)'s average daily return is +0.08%, while the average monthly return is +2.33%. At this rate, your investment would double in approximately 2.5 years.

Historically, 55% of months were positive and 45% were negative. The best month was Nov 2024 with a return of +34.9%, while the worst month was Mar 2020 at -13.8%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 6 months.

On a daily basis, Crypto Portfolio (three fund portfolio) closed higher 53% of trading days. The best single day was Jul 13, 2023 with a return of +9.0%, while the worst single day was Mar 12, 2020 at -19.1%.

Crypto Portfolio (three fund portfolio) has an annualized alpha of 12.88%, beta of 0.62, and R² of 0.21 versus S&P 500 Index. Calculated based on daily prices since May 17, 2019.

• This portfolio captured 104.29% of S&P 500 Index gains but only 81.33% of its losses — a favorable profile for investors.
• Beta of 0.62 may look defensive, but with R² of 0.21 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R² of 0.21 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

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

Crypto Portfolio (three fund portfolio) ranks 5 for risk / return — in the bottom 5% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Crypto Portfolio (three fund portfolio) Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: 0.36
• 5-Year: 0.54
• All Time: 0.91

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.98 to 1.66, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Crypto Portfolio (three fund portfolio) compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Crypto Portfolio (three fund portfolio) provided a 1.37% dividend yield over the last twelve months.

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.

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 42.30%, occurring on Nov 9, 2022. Recovery took 475 trading sessions.

The current Crypto Portfolio (three fund portfolio) drawdown is 21.43%.

The chart below shows the rolling one-month volatility.