PortfoliosLab logo
PortfoliosLab logo
​
Tools
Performance Analysis
Portfolio Analysis
Risk Analysis
Optimization
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Screeners
Discussions
Top 15
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Top 15

Last updated Nov 12, 2024

Asset Allocation

BNB-USD 7.14%XRP-USD 7.14%SOL-USD 7.14%ADA-USD 7.14%DOGE-USD 7.14%TRX-USD 7.14%MATIC-USD 7.14%DOT-USD 7.14%ETC-USD 7.14%BCH-USD 7.14%SHIB-USD 7.14%AVAX-USD 7.14%LEO-USD 7.14%XLM-USD 7.14%CryptocurrencyCryptocurrency
PositionCategory/SectorWeight
ADA-USD
Cardano
7.14%
AVAX-USD
Avalanche
7.14%
BCH-USD
Bitcoin Cash
7.14%
BNB-USD
Binance Coin
7.14%
DOGE-USD
Dogecoin
7.14%
DOT-USD
Polkadot
7.14%
ETC-USD
Ethereum Classic
7.14%
LEO-USD
UNUS SED LEO
7.14%
MATIC-USD
MaticNetwork
7.14%
SHIB-USD
Shiba Inu
7.14%
SOL-USD
Solana
7.14%
TRX-USD
Tronix
7.14%
XLM-USD
Stellar
7.14%
XRP-USD
Ripple
7.14%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Top 15, 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

-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
27.21%
14.38%
Top 15
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 10, 2021, corresponding to the inception date of SHIB-USD

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		25.82%3.20%14.94%35.92%14.22%11.43%
Top 1555.00%44.78%27.21%116.58%N/AN/A
Portfolio components:
BNB-USD
Binance Coin		111.85%15.75%16.80%174.26%98.92%N/A
XRP-USD
Ripple		0.90%16.73%24.12%-7.60%17.84%N/A
SOL-USD
Solana		119.34%50.87%56.76%328.92%N/AN/A
ADA-USD
Cardano		3.30%76.36%43.39%71.26%69.79%N/A
DOGE-USD
Dogecoin		290.65%213.93%140.35%367.38%164.22%107.24%
TRX-USD
Tronix		55.88%3.21%33.86%56.64%52.86%N/A
MATIC-USD
MaticNetwork		-56.19%15.31%-34.50%-51.90%95.10%N/A
DOT-USD
Polkadot		-30.31%37.37%-11.86%6.38%N/AN/A
ETC-USD
Ethereum Classic		11.05%31.20%-3.94%21.38%37.99%N/A
BCH-USD
Bitcoin Cash		82.57%47.37%10.39%101.66%10.56%N/A
SHIB-USD
Shiba Inu		169.17%58.07%21.20%224.36%N/AN/A
AVAX-USD
Avalanche		-7.23%22.58%13.27%120.46%N/AN/A
LEO-USD
UNUS SED LEO		90.53%24.09%27.58%85.30%51.09%N/A
XLM-USD
Stellar		-11.25%26.71%12.37%-6.50%8.37%N/A

Monthly Returns

The table below presents the monthly returns of Top 15, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-9.20%26.85%41.60%-25.95%7.05%-11.82%0.58%-10.18%7.31%-0.44%55.00%
202344.10%-4.34%3.24%-3.27%-5.83%6.16%8.03%-15.80%0.71%15.98%20.14%36.54%139.83%
2022-26.63%11.85%12.94%-25.58%-21.44%-24.19%30.97%-10.94%-2.29%10.59%-17.38%-19.03%-65.35%
2021-25.10%-21.97%-0.66%62.98%2.93%84.12%-11.20%-17.14%31.95%

Expense Ratio

Top 15 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 Top 15 is 2, indicating that it is in the bottom 2% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of Top 15 is 22
Combined Rank
The Sharpe Ratio Rank of Top 15 is 22Sharpe Ratio Rank
The Sortino Ratio Rank of Top 15 is 22Sortino Ratio Rank
The Omega Ratio Rank of Top 15 is 22Omega Ratio Rank
The Calmar Ratio Rank of Top 15 is 11Calmar Ratio Rank
The Martin Ratio Rank of Top 15 is 22Martin 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.

Top 15
Sharpe ratio
The chart of Sharpe ratio for Top 15, currently valued at 0.07, compared to the broader market0.002.004.006.000.07
Sortino ratio
The chart of Sortino ratio for Top 15, currently valued at 0.51, compared to the broader market-2.000.002.004.006.000.51
Omega ratio
The chart of Omega ratio for Top 15, currently valued at 1.05, compared to the broader market0.801.001.201.401.601.802.001.05
Calmar ratio
The chart of Calmar ratio for Top 15, currently valued at 0.01, compared to the broader market0.005.0010.0015.000.01
Martin ratio
The chart of Martin ratio for Top 15, currently valued at 0.14, compared to the broader market0.0010.0020.0030.0040.0050.0060.000.14
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.08, compared to the broader market0.002.004.006.003.08
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.10, compared to the broader market-2.000.002.004.006.004.10
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.58, compared to the broader market0.801.001.201.401.601.802.001.58
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.48, compared to the broader market0.005.0010.0015.004.48
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 20.05, compared to the broader market0.0010.0020.0030.0040.0050.0060.0020.05
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BNB-USD
Binance Coin		1.542.241.231.105.40
XRP-USD
Ripple		-0.100.341.040.00-0.27
SOL-USD
Solana		1.312.021.191.094.54
ADA-USD
Cardano		-0.37-0.090.990.00-0.62
DOGE-USD
Dogecoin		1.472.361.231.043.96
TRX-USD
Tronix		0.801.341.150.402.81
MATIC-USD
MaticNetwork		-0.98-2.000.810.01-1.36
DOT-USD
Polkadot		-0.75-1.000.900.01-1.11
ETC-USD
Ethereum Classic		-0.61-0.620.940.00-1.10
BCH-USD
Bitcoin Cash		0.010.661.060.000.02
SHIB-USD
Shiba Inu		-0.320.151.010.08-0.68
AVAX-USD
Avalanche		-0.260.241.020.02-0.48
LEO-USD
UNUS SED LEO		2.073.421.401.4216.99
XLM-USD
Stellar		-0.52-0.470.950.00-0.86

Sharpe Ratio

The current Top 15 Sharpe ratio is 0.07. 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 2.20 to 3.15, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Top 15 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 Ratio0.001.002.003.004.005.006.00JuneJulyAugustSeptemberOctoberNovember
0.07
3.08
Top 15
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Top 15 doesn't pay dividends

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.

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.28%
0
Top 15
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Top 15. 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 Top 15 was 75.70%, occurring on Dec 30, 2022. The portfolio has not yet recovered.

The current Top 15 drawdown is 9.28%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-75.7%Oct 30, 2021427Dec 30, 2022———
-59.06%May 19, 202163Jul 20, 202147Sep 5, 2021110
-19.45%Sep 7, 202115Sep 21, 202114Oct 5, 202129
-12.77%May 12, 20211May 12, 20214May 16, 20215
-6.19%May 17, 20211May 17, 20211May 18, 20212

Volatility

Volatility Chart

The current Top 15 volatility is 18.78%, 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%JuneJulyAugustSeptemberOctoberNovember
18.78%
3.89%
Top 15
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.
LEO-USDTRX-USDSHIB-USDSOL-USDBNB-USDAVAX-USDDOGE-USDMATIC-USDXRP-USDBCH-USDXLM-USDETC-USDDOT-USDADA-USD
LEO-USD1.000.120.060.150.120.150.100.100.140.100.150.100.140.13
TRX-USD0.121.000.520.520.570.510.540.570.600.570.600.600.610.61
SHIB-USD0.060.521.000.600.630.630.770.630.600.640.640.670.680.68
SOL-USD0.150.520.601.000.630.720.610.680.630.640.630.670.730.69
BNB-USD0.120.570.630.631.000.660.650.700.640.680.650.700.720.70
AVAX-USD0.150.510.630.720.661.000.650.690.640.640.660.680.740.71
DOGE-USD0.100.540.770.610.650.651.000.640.660.700.660.710.710.71
MATIC-USD0.100.570.630.680.700.690.641.000.670.660.670.710.740.76
XRP-USD0.140.600.600.630.640.640.660.671.000.690.820.700.700.73
BCH-USD0.100.570.640.640.680.640.700.660.691.000.730.780.710.71
XLM-USD0.150.600.640.630.650.660.660.670.820.731.000.720.730.76
ETC-USD0.100.600.670.670.700.680.710.710.700.780.721.000.750.75
DOT-USD0.140.610.680.730.720.740.710.740.700.710.730.751.000.79
ADA-USD0.130.610.680.690.700.710.710.760.730.710.760.750.791.00
The correlation results are calculated based on daily price changes starting from May 11, 2021