Volatil7
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
MARA Marathon Digital Holdings, Inc. | Financial Services | 33% |
XRP-USD Ripple | 67% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Volatil7, 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 year.
The earliest data available for this chart is Nov 9, 2017, corresponding to the inception date of XRP-USD
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.79% | -9.92% | 6.35% | 14.12% | 9.63% |
| Volatil7 | -7.63% | -8.87% | 164.97% | 182.55% | 121.89% | N/A |
| Portfolio components: | ||||||
XRP-USD Ripple | 0.35% | -12.27% | 281.14% | 294.36% | 62.52% | N/A |
MARA Marathon Digital Holdings, Inc. | -24.51% | 2.26% | -32.94% | -23.27% | 97.70% | -18.07% |
Monthly Returns
The table below presents the monthly returns of Volatil7, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 34.19% | -27.95% | -6.67% | 2.37% | -7.63% | ||||||||
| 2024 | -20.28% | 25.83% | -0.04% | -23.19% | 8.86% | -4.92% | 19.90% | -10.94% | 4.96% | -11.55% | 216.20% | -1.07% | 147.18% |
| 2023 | 49.97% | -4.54% | 33.13% | 0.09% | 3.20% | 15.83% | 34.31% | -27.29% | -17.41% | 10.69% | 15.71% | 47.84% | 248.27% |
| 2022 | -26.43% | 20.47% | 5.87% | -32.68% | -29.66% | -27.39% | 35.64% | -12.35% | 29.38% | 2.47% | -22.26% | -21.13% | -68.82% |
| 2021 | 116.03% | 1.86% | 46.91% | 87.98% | -33.96% | -21.57% | 0.55% | 55.70% | -20.38% | 28.57% | -7.79% | -23.12% | 257.65% |
| 2020 | 22.11% | -7.77% | -31.07% | 17.17% | 6.43% | -1.69% | 74.15% | 14.90% | -17.47% | 4.27% | 183.78% | 4.02% | 383.76% |
| 2019 | -10.02% | 29.48% | -9.29% | 18.18% | 16.13% | -3.20% | -22.96% | -19.60% | 1.30% | -1.12% | -17.30% | -21.24% | -43.26% |
| 2018 | -40.70% | -25.66% | -45.86% | 62.85% | -25.57% | -27.57% | 0.38% | -16.68% | 30.77% | -21.99% | -12.99% | -15.30% | -86.82% |
| 2017 | 82.33% | 339.94% | 702.15% |
Expense Ratio
Volatil7 has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 98, Volatil7 is among the top 2% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
XRP-USD Ripple | 4.90 | 4.15 | 1.46 | 4.59 | 27.31 |
MARA Marathon Digital Holdings, Inc. | -0.35 | 0.06 | 1.01 | -0.14 | -1.10 |
Dividends
Dividend yield
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Volatil7. 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 Volatil7 was 96.29%, occurring on Mar 18, 2020. Recovery took 383 trading sessions.
The current Volatil7 drawdown is 36.64%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -96.29% | Jan 8, 2018 | 801 | Mar 18, 2020 | 383 | Apr 5, 2021 | 1184 |
| -84.46% | Apr 14, 2021 | 444 | Jul 1, 2022 | 875 | Nov 22, 2024 | 1319 |
| -46.01% | Jan 18, 2025 | 81 | Apr 8, 2025 | — | — | — |
| -26.97% | Nov 28, 2017 | 2 | Nov 29, 2017 | 13 | Dec 12, 2017 | 15 |
| -25.29% | Dec 3, 2024 | 29 | Dec 31, 2024 | 15 | Jan 15, 2025 | 44 |
Volatility
Volatility Chart
The current Volatil7 volatility is 22.58%, 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
| MARA | XRP-USD | |
|---|---|---|
| MARA | 1.00 | 0.31 |
| XRP-USD | 0.31 | 1.00 |