Crypto Portfolio (three fund portfolio)
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
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
The earliest data available for this chart is May 16, 2019, corresponding to the inception date of VUAA.L
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
Crypto Portfolio (three fund portfolio) | 20.10% | 2.72% | 20.33% | 31.47% | 30.01% | N/A |
Portfolio components: | ||||||
BTC-USD Bitcoin | 55.63% | 8.17% | 57.30% | 125.18% | 47.15% | 60.34% |
ETH-USD Ethereum | 39.14% | -5.79% | 40.02% | 70.64% | 72.00% | N/A |
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 24.09% | -3.45% | 16.73% | 33.59% | 24.45% | N/A |
VUAA.L Vanguard S&P 500 UCITS ETF | 14.57% | -0.12% | 11.84% | 20.16% | 14.05% | N/A |
XRP-USD Ripple | -2.46% | 27.73% | 12.71% | -15.95% | 13.95% | N/A |
BND Vanguard Total Bond Market ETF | 0.56% | 0.85% | 1.73% | 4.40% | -0.05% | 1.40% |
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -0.62% | 13.08% | 5.50% | -7.90% | 6.59% | 1.45% | 20.10% | ||||||
2023 | 14.28% | -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 | -10.93% | 2.83% | 2.61% | -10.97% | -7.49% | -12.51% | 13.89% | -6.52% | -2.40% | 3.66% | -3.42% | -4.67% | -32.83% |
2021 | 21.85% | 2.55% | 16.08% | 24.18% | -11.72% | -6.12% | 5.66% | 12.85% | -7.43% | 13.56% | 0.01% | -6.08% | 75.73% |
2020 | 11.91% | -1.13% | -13.93% | 16.46% | 4.08% | 0.20% | 14.86% | 8.23% | -6.79% | 2.45% | 33.51% | -0.88% | 81.67% |
2019 | 0.71% | 6.71% | -3.37% | -3.68% | -0.49% | 4.53% | -5.33% | -1.93% | -3.40% |
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Crypto Portfolio (three fund portfolio) is 72, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
BTC-USD Bitcoin | 2.64 | 3.04 | 1.32 | 1.59 | 14.62 |
ETH-USD Ethereum | 1.67 | 2.33 | 1.24 | 0.84 | 7.28 |
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 2.48 | 3.27 | 1.43 | 1.95 | 18.17 |
VUAA.L Vanguard S&P 500 UCITS ETF | 3.21 | 4.63 | 1.61 | 2.17 | 24.85 |
XRP-USD Ripple | -0.05 | 0.38 | 1.04 | 0.00 | -0.13 |
BND Vanguard Total Bond Market ETF | 1.37 | 1.99 | 1.24 | 0.10 | 4.90 |
Dividends
Dividend yield
Crypto Portfolio (three fund portfolio) granted a 1.19% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Crypto Portfolio (three fund portfolio) | 1.19% | 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 | 3.41% | 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.
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 1.42%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-42.33% | Nov 9, 2021 | 366 | Nov 9, 2022 | 475 | Feb 27, 2024 | 841 |
-33.98% | Feb 15, 2020 | 27 | Mar 12, 2020 | 139 | Jul 29, 2020 | 166 |
-25.59% | May 9, 2021 | 45 | Jun 22, 2021 | 76 | Sep 6, 2021 | 121 |
-17.17% | Jun 27, 2019 | 174 | Dec 17, 2019 | 51 | Feb 6, 2020 | 225 |
-14.59% | Sep 7, 2021 | 22 | Sep 28, 2021 | 35 | Nov 2, 2021 | 57 |
Volatility
Volatility Chart
The current Crypto Portfolio (three fund portfolio) volatility is 5.06%, 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.
Diversification
Asset Correlations Table
BND | VUAA.L | QDVE.DE | XRP-USD | BTC-USD | ETH-USD | |
---|---|---|---|---|---|---|
BND | 1.00 | 0.00 | 0.06 | 0.00 | 0.04 | 0.04 |
VUAA.L | 0.00 | 1.00 | 0.80 | 0.13 | 0.16 | 0.16 |
QDVE.DE | 0.06 | 0.80 | 1.00 | 0.14 | 0.17 | 0.17 |
XRP-USD | 0.00 | 0.13 | 0.14 | 1.00 | 0.67 | 0.71 |
BTC-USD | 0.04 | 0.16 | 0.17 | 0.67 | 1.00 | 0.81 |
ETH-USD | 0.04 | 0.16 | 0.17 | 0.71 | 0.81 | 1.00 |