BTC + old Altcoins - static
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BTC-USD Bitcoin | 50% | |
ETH-USD Ethereum | 40% | |
LINK-USD ChainLink | 2.5% | |
TRX-USD Tronix | 2.5% | |
FIL-USD FilecoinFutures | 2.5% | |
BNB-USD Binance Coin | 2.5% |
Performance
The chart shows the growth of an initial investment of $10,000 in BTC + old Altcoins - static, 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
Returns
As of Oct 3, 2023, the BTC + old Altcoins - static returned 51.68% Year-To-Date and 16.29% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -5.04% | 4.58% | 11.69% | 16.58% | 5.55% | 5.83% |
| BTC + old Altcoins - static | 4.97% | -6.32% | 51.68% | 30.46% | 32.02% | 16.29% |
| Portfolio components: | ||||||
BTC-USD Bitcoin | 6.01% | -2.26% | 66.37% | 40.29% | 21.80% | 6.35% |
ETH-USD Ethereum | 1.68% | -11.08% | 39.01% | 25.70% | 31.95% | 10.79% |
LINK-USD ChainLink | 24.01% | 1.25% | 34.17% | 1.86% | 54.36% | 48.96% |
TRX-USD Tronix | 13.66% | 33.11% | 60.67% | 42.63% | 20.50% | 21.99% |
FIL-USD FilecoinFutures | 5.34% | -40.63% | 10.85% | -39.63% | -1.24% | -13.69% |
BNB-USD Binance Coin | 0.17% | -30.94% | -12.82% | -25.18% | 52.23% | 67.71% |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 16.49% | 2.52% | -4.02% | 6.34% | -2.86% | -11.74% | 4.20% |
Dividend yield
Expense Ratio
The BTC + old Altcoins - static has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
BTC-USD Bitcoin | 0.56 | ||||
ETH-USD Ethereum | 0.06 | ||||
LINK-USD ChainLink | 0.11 | ||||
TRX-USD Tronix | 1.08 | ||||
FIL-USD FilecoinFutures | -0.48 | ||||
BNB-USD Binance Coin | -0.85 |
Asset Correlations Table
| FIL-USD | LINK-USD | TRX-USD | BNB-USD | BTC-USD | ETH-USD | |
|---|---|---|---|---|---|---|
| FIL-USD | 1.00 | 0.42 | 0.40 | 0.41 | 0.47 | 0.47 |
| LINK-USD | 0.42 | 1.00 | 0.57 | 0.56 | 0.59 | 0.67 |
| TRX-USD | 0.40 | 0.57 | 1.00 | 0.60 | 0.65 | 0.70 |
| BNB-USD | 0.41 | 0.56 | 0.60 | 1.00 | 0.68 | 0.70 |
| BTC-USD | 0.47 | 0.59 | 0.65 | 0.68 | 1.00 | 0.81 |
| ETH-USD | 0.47 | 0.67 | 0.70 | 0.70 | 0.81 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the BTC + old Altcoins - static. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the BTC + old Altcoins - static is 86.47%, recorded on Dec 15, 2018. It took 710 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -86.47% | Jan 8, 2018 | 342 | Dec 15, 2018 | 710 | Nov 24, 2020 | 1052 |
| -76.09% | Nov 9, 2021 | 378 | Nov 21, 2022 | — | — | — |
| -55.33% | May 12, 2021 | 70 | Jul 20, 2021 | 105 | Nov 2, 2021 | 175 |
| -25.03% | Feb 20, 2021 | 9 | Feb 28, 2021 | 13 | Mar 13, 2021 | 22 |
| -19.45% | Dec 19, 2017 | 4 | Dec 22, 2017 | 11 | Jan 2, 2018 | 15 |
Volatility Chart
The current BTC + old Altcoins - static volatility is 6.65%, 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.