PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios

BTC + old Altcoins - static

Last updated Oct 3, 2023

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
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


-15.00%-10.00%-5.00%0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
-7.15%
4.84%
BTC + old Altcoins - static
Benchmark (^GSPC)
Portfolio components

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 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-5.04%4.58%11.69%16.58%5.55%5.83%
BTC + old Altcoins - static4.97%-6.32%51.68%30.46%32.02%16.29%
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%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202316.49%2.52%-4.02%6.34%-2.86%-11.74%4.20%

Sharpe Ratio

The current BTC + old Altcoins - static Sharpe ratio is 0.29. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.29

The Sharpe ratio of BTC + old Altcoins - static is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00MayJuneJulyAugustSeptemberOctober
0.29
0.62
BTC + old Altcoins - static
Benchmark (^GSPC)
Portfolio components

Dividend yield


BTC + old Altcoins - static doesn't pay dividends

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.


The portfolio doesn't hold funds that charge fees

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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

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-USD1.000.420.400.410.470.47
LINK-USD0.421.000.570.560.590.67
TRX-USD0.400.571.000.600.650.70
BNB-USD0.410.560.601.000.680.70
BTC-USD0.470.590.650.681.000.81
ETH-USD0.470.670.700.700.811.00

Drawdowns Chart

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


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%MayJuneJulyAugustSeptemberOctober
-61.92%
-10.59%
BTC + old Altcoins - static
Benchmark (^GSPC)
Portfolio components

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, 2018342Dec 15, 2018710Nov 24, 20201052
-76.09%Nov 9, 2021378Nov 21, 2022
-55.33%May 12, 202170Jul 20, 2021105Nov 2, 2021175
-25.03%Feb 20, 20219Feb 28, 202113Mar 13, 202122
-19.45%Dec 19, 20174Dec 22, 201711Jan 2, 201815

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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%MayJuneJulyAugustSeptemberOctober
6.65%
2.96%
BTC + old Altcoins - static
Benchmark (^GSPC)
Portfolio components