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BTC + old Altcoins - static
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BTC-USD 50%ETH-USD 40%LINK-USD 2.5%TRX-USD 2.5%FIL-USD 2.5%BNB-USD 2.5%CryptocurrencyCryptocurrency
PositionCategory/SectorWeight
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%

S&P 500

Performance

Performance Chart

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


0.00%200.00%400.00%600.00%800.00%FebruaryMarchAprilMayJuneJuly
694.35%
108.64%
BTC + old Altcoins - static
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 13, 2017, corresponding to the inception date of FIL-USD

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
16.48%1.67%14.21%21.98%13.13%10.91%
BTC + old Altcoins - static50.56%3.50%57.90%106.57%63.99%N/A
BTC-USD
Bitcoin
55.99%4.35%65.46%125.96%46.09%60.10%
ETH-USD
Ethereum
52.62%1.85%55.40%88.22%73.79%N/A
LINK-USD
ChainLink
-6.87%5.64%-2.49%83.37%42.37%N/A
TRX-USD
Tronix
25.16%13.10%25.76%65.39%42.33%N/A
FIL-USD
FilecoinFutures
-35.80%3.80%-9.04%-1.51%-0.20%N/A
BNB-USD
Binance Coin
86.31%0.85%95.07%143.61%82.18%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.33%44.00%13.43%-16.56%16.39%-7.81%50.56%
202336.44%1.48%16.49%2.52%-4.02%6.34%-2.86%-11.74%4.20%19.47%10.76%12.82%125.10%
2022-21.78%9.66%8.66%-17.81%-20.47%-39.31%35.39%-11.59%-8.03%10.57%-16.28%-6.85%-64.90%
202140.97%28.73%42.69%21.47%-19.93%-14.45%14.17%24.11%-10.07%39.20%-0.62%-19.91%204.17%
202034.84%5.79%-32.40%43.55%10.44%0.62%35.49%18.68%-12.70%18.37%45.83%32.04%392.19%
2019-9.45%17.41%9.58%21.25%60.62%23.05%-15.62%-12.25%-7.59%10.52%-17.89%-10.06%55.90%
20186.60%-13.58%-42.34%52.67%-18.12%-18.10%8.57%-18.33%-9.30%-6.26%-38.79%3.03%-74.15%
201710.67%10.67%

Expense Ratio

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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BTC + old Altcoins - static is 65, 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.


The Risk-Adjusted Performance Rank of BTC + old Altcoins - static is 6565
BTC + old Altcoins - static
The Sharpe Ratio Rank of BTC + old Altcoins - static is 8585Sharpe Ratio Rank
The Sortino Ratio Rank of BTC + old Altcoins - static is 7272Sortino Ratio Rank
The Omega Ratio Rank of BTC + old Altcoins - static is 5151Omega Ratio Rank
The Calmar Ratio Rank of BTC + old Altcoins - static is 3939Calmar Ratio Rank
The Martin Ratio Rank of BTC + old Altcoins - static is 8080Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


BTC + old Altcoins - static
Sharpe ratio
The chart of Sharpe ratio for BTC + old Altcoins - static, currently valued at 2.47, compared to the broader market-1.000.001.002.003.004.002.47
Sortino ratio
The chart of Sortino ratio for BTC + old Altcoins - static, currently valued at 2.85, compared to the broader market-2.000.002.004.006.002.85
Omega ratio
The chart of Omega ratio for BTC + old Altcoins - static, currently valued at 1.30, compared to the broader market0.801.001.201.401.601.801.30
Calmar ratio
The chart of Calmar ratio for BTC + old Altcoins - static, currently valued at 1.31, compared to the broader market0.002.004.006.008.001.31
Martin ratio
The chart of Martin ratio for BTC + old Altcoins - static, currently valued at 11.53, compared to the broader market0.0010.0020.0030.0040.0011.53
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.99, compared to the broader market-1.000.001.002.003.004.001.99
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.81, compared to the broader market-2.000.002.004.006.002.81
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.801.001.201.401.601.801.35
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.59, compared to the broader market0.002.004.006.008.001.59
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.44, compared to the broader market0.0010.0020.0030.0040.007.44

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BTC-USD
Bitcoin
2.733.101.331.7015.39
ETH-USD
Ethereum
2.102.671.281.129.20
LINK-USD
ChainLink
-0.010.571.050.04-0.02
TRX-USD
Tronix
1.421.891.220.344.14
FIL-USD
FilecoinFutures
-0.100.561.060.00-0.27
BNB-USD
Binance Coin
4.113.971.432.4624.74

Sharpe Ratio

The current BTC + old Altcoins - static Sharpe ratio is 2.23. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.31 to 2.06, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of BTC + old Altcoins - static with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.002.003.004.005.006.00FebruaryMarchAprilMayJuneJuly
2.47
1.99
BTC + old Altcoins - static
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield


BTC + old Altcoins - static doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%FebruaryMarchAprilMayJuneJuly
-14.85%
-1.97%
BTC + old Altcoins - static
Benchmark (^GSPC)
Portfolio components

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 13.94%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-86.47%Jan 8, 2018342Dec 15, 2018710Nov 24, 20201052
-76.07%Nov 9, 2021378Nov 21, 2022
-55.26%May 12, 202170Jul 20, 2021105Nov 2, 2021175
-24.96%Feb 20, 20219Feb 28, 202113Mar 13, 202122
-19.45%Dec 19, 20174Dec 22, 201711Jan 2, 201815

Volatility

Volatility Chart

The current BTC + old Altcoins - static volatility is 14.29%, 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.


0.00%5.00%10.00%15.00%20.00%FebruaryMarchAprilMayJuneJuly
14.29%
2.94%
BTC + old Altcoins - static
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

FIL-USDLINK-USDTRX-USDBNB-USDBTC-USDETH-USD
FIL-USD1.000.430.400.420.480.49
LINK-USD0.431.000.550.550.590.67
TRX-USD0.400.551.000.580.630.68
BNB-USD0.420.550.581.000.670.69
BTC-USD0.480.590.630.671.000.80
ETH-USD0.490.670.680.690.801.00
The correlation results are calculated based on daily price changes starting from Dec 14, 2017