BTC + old Altcoins - static
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BNB-USD Binance Coin | 2.50% | |
BTC-USD Bitcoin | 50% | |
ETH-USD Ethereum | 40% | |
FIL-USD FilecoinFutures | 2.50% | |
LINK-USD ChainLink | 2.50% | |
TRX-USD Tronix | 2.50% |
Performance
Performance Chart
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The earliest data available for this chart is Dec 13, 2017, corresponding to the inception date of FIL-USD
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| BTC + old Altcoins - static | -7.58% | 37.83% | 7.75% | 26.72% | 72.90% | N/A |
| Portfolio components: | ||||||
BTC-USD Bitcoin | 10.21% | 29.32% | 34.11% | 69.38% | 64.30% | 83.65% |
ETH-USD Ethereum | -29.62% | 54.05% | -25.09% | -19.39% | 66.03% | N/A |
LINK-USD ChainLink | -19.95% | 32.59% | 16.34% | 18.00% | 34.93% | N/A |
TRX-USD Tronix | 2.32% | 10.12% | 60.42% | 104.21% | 79.33% | N/A |
FIL-USD FilecoinFutures | -34.36% | 38.13% | -20.30% | -42.29% | -7.81% | N/A |
BNB-USD Binance Coin | -4.87% | 15.50% | 6.81% | 13.88% | 113.32% | N/A |
Monthly Returns
The table below presents the monthly returns of BTC + old Altcoins - static, 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 | 4.90% | -23.75% | -7.69% | 6.58% | 17.45% | -7.58% | |||||||
| 2024 | -0.33% | 44.00% | 13.43% | -16.56% | 16.39% | -7.81% | -1.12% | -13.30% | 5.84% | 4.03% | 42.13% | -5.64% | 84.49% |
| 2023 | 36.44% | 1.48% | 16.49% | 2.52% | -4.02% | 6.34% | -2.86% | -11.74% | 4.20% | 19.47% | 10.76% | 12.82% | 125.10% |
| 2022 | -21.73% | 9.62% | 8.68% | -17.87% | -20.47% | -39.24% | 35.39% | -11.59% | -8.03% | 10.57% | -16.28% | -6.85% | -64.87% |
| 2021 | 41.08% | 28.71% | 42.74% | 21.28% | -19.89% | -14.52% | 14.11% | 24.13% | -10.01% | 39.20% | -0.57% | -19.96% | 203.99% |
| 2020 | 35.01% | 5.88% | -32.48% | 43.60% | 10.49% | 0.33% | 35.82% | 18.74% | -12.70% | 18.24% | 45.70% | 32.32% | 393.05% |
| 2019 | -9.38% | 17.34% | 9.11% | 21.63% | 60.71% | 23.03% | -15.58% | -12.32% | -7.56% | 10.39% | -17.84% | -10.11% | 55.64% |
| 2018 | 6.60% | -13.58% | -42.34% | 52.67% | -18.12% | -18.15% | 8.62% | -18.24% | -9.48% | -7.05% | -38.22% | 3.03% | -74.15% |
| 2017 | 10.67% | 10.67% |
Expense Ratio
BTC + old Altcoins - static 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
The current rank of BTC + old Altcoins - static is 55, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
BTC-USD Bitcoin | 1.36 | 3.00 | 1.31 | 2.33 | 11.07 |
ETH-USD Ethereum | -0.26 | 0.37 | 1.04 | 0.03 | -0.30 |
LINK-USD ChainLink | 0.18 | 1.66 | 1.16 | 0.39 | 2.20 |
TRX-USD Tronix | 0.97 | 2.82 | 1.36 | 1.07 | 3.17 |
FIL-USD FilecoinFutures | -0.47 | 0.44 | 1.05 | 0.01 | -0.30 |
BNB-USD Binance Coin | 0.26 | 1.34 | 1.14 | 0.43 | 2.97 |
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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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the BTC + old Altcoins - static. 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 BTC + old Altcoins - static was 86.47%, occurring on Dec 15, 2018. Recovery took 710 trading sessions.
The current BTC + old Altcoins - static drawdown is 21.00%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -86.47% | Jan 8, 2018 | 342 | Dec 15, 2018 | 710 | Nov 24, 2020 | 1052 |
| -76.06% | Nov 9, 2021 | 378 | Nov 21, 2022 | 731 | Nov 21, 2024 | 1109 |
| -55.21% | May 12, 2021 | 70 | Jul 20, 2021 | 105 | Nov 2, 2021 | 175 |
| -44.94% | Dec 17, 2024 | 113 | Apr 8, 2025 | — | — | — |
| -24.92% | Feb 20, 2021 | 9 | Feb 28, 2021 | 13 | Mar 13, 2021 | 22 |
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 6 assets, with an effective number of assets of 2.42, 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
| ^GSPC | FIL-USD | TRX-USD | LINK-USD | BNB-USD | BTC-USD | ETH-USD | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.20 | 0.16 | 0.23 | 0.23 | 0.25 | 0.27 | 0.27 |
| FIL-USD | 0.20 | 1.00 | 0.40 | 0.47 | 0.44 | 0.50 | 0.52 | 0.57 |
| TRX-USD | 0.16 | 0.40 | 1.00 | 0.54 | 0.56 | 0.61 | 0.65 | 0.68 |
| LINK-USD | 0.23 | 0.47 | 0.54 | 1.00 | 0.56 | 0.60 | 0.68 | 0.71 |
| BNB-USD | 0.23 | 0.44 | 0.56 | 0.56 | 1.00 | 0.67 | 0.69 | 0.74 |
| BTC-USD | 0.25 | 0.50 | 0.61 | 0.60 | 0.67 | 1.00 | 0.81 | 0.93 |
| ETH-USD | 0.27 | 0.52 | 0.65 | 0.68 | 0.69 | 0.81 | 1.00 | 0.95 |
| Portfolio | 0.27 | 0.57 | 0.68 | 0.71 | 0.74 | 0.93 | 0.95 | 1.00 |