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Top 15
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

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


0.00%50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
143.22%
40.20%
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


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
23.11%-0.36%7.02%23.15%12.80%11.01%
Top 15121.82%25.11%98.16%136.96%N/AN/A
BNB-USD
Binance Coin
120.08%11.63%17.12%164.36%119.25%N/A
XRP-USD
Ripple
274.56%109.02%371.30%273.12%63.80%N/A
SOL-USD
Solana
103.32%-13.32%54.62%151.10%N/AN/A
ADA-USD
Cardano
62.98%30.93%152.03%64.33%95.39%N/A
DOGE-USD
Dogecoin
300.17%-8.51%187.77%291.66%180.75%112.20%
TRX-USD
Tronix
139.60%29.07%121.05%151.20%80.50%N/A
MATIC-USD
MaticNetwork
-46.77%19.34%-9.89%-33.34%101.51%N/A
DOT-USD
Polkadot
-6.16%32.45%36.32%10.75%N/AN/A
ETC-USD
Ethereum Classic
34.12%12.32%22.19%45.70%48.54%N/A
BCH-USD
Bitcoin Cash
85.39%7.51%23.29%109.38%20.63%N/A
SHIB-USD
Shiba Inu
132.31%-3.08%33.20%134.76%N/AN/A
AVAX-USD
Avalanche
11.05%24.89%55.40%-1.43%N/AN/A
LEO-USD
UNUS SED LEO
129.10%14.34%59.65%133.36%60.38%N/A
XLM-USD
Stellar
206.95%70.61%321.49%225.14%53.62%N/A
*Annualized

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%118.19%121.82%
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 18, meaning it’s performing worse than 82% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Top 15 is 1818
Overall Rank
The Sharpe Ratio Rank of Top 15 is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of Top 15 is 2727
Sortino Ratio Rank
The Omega Ratio Rank of Top 15 is 1919
Omega Ratio Rank
The Calmar Ratio Rank of Top 15 is 1313
Calmar Ratio Rank
The Martin Ratio Rank of Top 15 is 1111
Martin 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.


Sharpe ratio
The chart of Sharpe ratio for Top 15, currently valued at 1.19, compared to the broader market-6.00-4.00-2.000.002.004.001.191.90
The chart of Sortino ratio for Top 15, currently valued at 1.83, compared to the broader market-6.00-4.00-2.000.002.004.006.001.832.54
The chart of Omega ratio for Top 15, currently valued at 1.19, compared to the broader market0.400.600.801.001.201.401.601.801.191.35
The chart of Calmar ratio for Top 15, currently valued at 0.74, compared to the broader market0.002.004.006.008.0010.0012.000.742.81
The chart of Martin ratio for Top 15, currently valued at 3.30, compared to the broader market0.0010.0020.0030.0040.0050.003.3012.39
Top 15
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BNB-USD
Binance Coin
0.360.891.090.151.10
XRP-USD
Ripple
6.314.861.555.8240.03
SOL-USD
Solana
0.361.081.100.171.58
ADA-USD
Cardano
1.272.071.210.603.45
DOGE-USD
Dogecoin
1.382.291.210.854.06
TRX-USD
Tronix
1.653.931.583.1621.15
MATIC-USD
MaticNetwork
-0.63-0.720.930.01-1.26
DOT-USD
Polkadot
-0.140.411.040.01-0.35
ETC-USD
Ethereum Classic
-0.230.201.020.01-0.52
BCH-USD
Bitcoin Cash
-0.41-0.150.990.00-0.91
SHIB-USD
Shiba Inu
-0.210.371.030.02-0.61
AVAX-USD
Avalanche
-0.140.481.040.01-0.37
LEO-USD
UNUS SED LEO
1.923.181.361.3521.91
XLM-USD
Stellar
3.444.651.513.2017.30

The current Top 15 Sharpe ratio is 1.19. 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 1.26 to 2.05, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.19
1.90
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%JulyAugustSeptemberOctoberNovemberDecember
-18.88%
-3.58%
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. Recovery took 687 trading sessions.

The current Top 15 drawdown is 18.88%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-75.7%Oct 30, 2021427Dec 30, 2022687Nov 16, 20241114
-59.06%May 19, 202163Jul 20, 202147Sep 5, 2021110
-19.45%Sep 7, 202115Sep 21, 202114Oct 5, 202129
-18.88%Dec 8, 202411Dec 18, 2024
-12.77%May 12, 20211May 12, 20214May 16, 20215

Volatility

Volatility Chart

The current Top 15 volatility is 27.51%, 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%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
27.51%
3.64%
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-USDDOGE-USDAVAX-USDXRP-USDMATIC-USDBCH-USDXLM-USDETC-USDADA-USDDOT-USD
LEO-USD1.000.120.070.150.120.100.150.140.110.110.140.100.130.14
TRX-USD0.121.000.510.510.560.530.510.590.570.570.590.600.610.60
SHIB-USD0.070.511.000.590.630.770.630.590.620.630.620.670.680.68
SOL-USD0.150.510.591.000.630.610.710.610.670.630.620.660.680.72
BNB-USD0.120.560.630.631.000.640.650.620.690.670.640.690.690.71
DOGE-USD0.100.530.770.610.641.000.640.640.630.690.650.690.700.70
AVAX-USD0.150.510.630.710.650.641.000.630.690.640.640.680.710.74
XRP-USD0.140.590.590.610.620.640.631.000.660.670.820.680.720.69
MATIC-USD0.110.570.620.670.690.630.690.661.000.660.660.720.750.75
BCH-USD0.110.570.630.630.670.690.640.670.661.000.710.780.710.72
XLM-USD0.140.590.620.620.640.650.640.820.660.711.000.700.750.72
ETC-USD0.100.600.670.660.690.690.680.680.720.780.701.000.740.75
ADA-USD0.130.610.680.680.690.700.710.720.750.710.750.741.000.78
DOT-USD0.140.600.680.720.710.700.740.690.750.720.720.750.781.00
The correlation results are calculated based on daily price changes starting from May 11, 2021
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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