Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BLOX Nicholas Crypto Income ETF | Cryptocurrency | 25% |
STRC MicroStrategy Incorporated Variable Rate Series A Perpetual Stretch Preferred Stock | Technology | 75% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Income , 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.
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The earliest data available for this chart is Jul 30, 2025, corresponding to the inception date of STRC
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio Income | -0.38% | -0.86% | -1.49% | -6.13% | — | — | — | — |
| Portfolio components: | ||||||||
STRC MicroStrategy Incorporated Variable Rate Series A Perpetual Stretch Preferred Stock | 0.00% | 0.96% | 4.12% | 6.75% | — | — | — | — |
BLOX Nicholas Crypto Income ETF | -1.46% | -8.57% | -19.64% | -39.99% | — | — | — | — |
Monthly Returns
Based on dividend-adjusted daily data since Jul 31, 2025, Income 's average daily return is +0.02%, while the average monthly return is +0.32%. At this rate, your investment would double in approximately 18.1 years.
Historically, 50% of months were positive and 50% were negative. The best month was Oct 2025 with a return of +4.3%, while the worst month was Nov 2025 at -6.2%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Income closed higher 52% of trading days. The best single day was Feb 6, 2026 with a return of +7.0%, while the worst single day was Feb 5, 2026 at -5.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.36% | -2.20% | -1.32% | -0.28% | -1.49% | ||||||||
| 2025 | -0.02% | 2.33% | 4.05% | 4.34% | -6.24% | 0.22% | 4.38% |
Benchmark Metrics
Income has an annualized alpha of 0.00%, beta of 1.08, and R² of 0.42 versus S&P 500 Index. Calculated based on daily prices since July 31, 2025.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (59.54%) than losses (53.86%) — typical of diversified or defensive assets.
- R² of 0.42 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 0.00%
- Beta
- 1.08
- R²
- 0.42
- Upside Capture
- 59.54%
- Downside Capture
- 53.86%
Expense Ratio
Income has an expense ratio of 0.26%, 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.
Return for Risk
Return / Risk — by metrics
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
STRC MicroStrategy Incorporated Variable Rate Series A Perpetual Stretch Preferred Stock | — | — | — | — | — | — |
BLOX Nicholas Crypto Income ETF | — | — | — | — | — | — |
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Dividends
Dividend yield
Income provided a 15.97% dividend yield over the last twelve months.
| TTM | 2025 | |
|---|---|---|
| Portfolio | 15.97% | 8.91% |
| Portfolio components: | ||
STRC MicroStrategy Incorporated Variable Rate Series A Perpetual Stretch Preferred Stock | 7.07% | 4.31% |
BLOX Nicholas Crypto Income ETF | 42.66% | 22.69% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Income . 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 Income was 13.74%, occurring on Feb 5, 2026. The portfolio has not yet recovered.
The current Income drawdown is 7.53%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -13.74% | Oct 9, 2025 | 82 | Feb 5, 2026 | — | — | — |
| -4.7% | Aug 14, 2025 | 4 | Aug 19, 2025 | 15 | Sep 10, 2025 | 19 |
| -2.04% | Jul 31, 2025 | 2 | Aug 1, 2025 | 1 | Aug 4, 2025 | 3 |
| -1.94% | Sep 22, 2025 | 5 | Sep 26, 2025 | 3 | Oct 1, 2025 | 8 |
| -0.71% | Oct 7, 2025 | 1 | Oct 7, 2025 | 1 | Oct 8, 2025 | 2 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 1.60, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | STRC | BLOX | Portfolio | |
|---|---|---|---|---|
| Benchmark | 1.00 | 0.40 | 0.63 | 0.64 |
| STRC | 0.40 | 1.00 | 0.48 | 0.70 |
| BLOX | 0.63 | 0.48 | 1.00 | 0.93 |
| Portfolio | 0.64 | 0.70 | 0.93 | 1.00 |