Portfolio v1.0
- QQQ 35% - SPY 35% - URTH 20% - BTC 5% - ETH 5%
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BTC-USD Bitcoin | 5% | |
ETH-USD Ethereum | 5% | |
QQQ Invesco QQQ | Large Cap Blend Equities | 35% |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 35% |
URTH iShares MSCI World ETF | Large Cap Growth Equities | 20% |
Performance
Performance Chart
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The earliest data available for this chart is Aug 7, 2015, corresponding to the inception date of ETH-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% |
| Portfolio v1.0 | -2.96% | 11.65% | -2.57% | 12.59% | 23.69% | N/A |
| Portfolio components: | ||||||
QQQ Invesco QQQ | -4.41% | 9.37% | -4.80% | 11.06% | 17.30% | 17.24% |
SPY SPDR S&P 500 ETF | -3.42% | 7.58% | -5.06% | 9.73% | 15.73% | 12.35% |
BTC-USD Bitcoin | 10.21% | 29.32% | 34.11% | 69.38% | 64.34% | 83.65% |
ETH-USD Ethereum | -29.62% | 54.05% | -25.09% | -19.39% | 66.08% | N/A |
URTH iShares MSCI World ETF | 0.82% | 8.80% | -1.27% | 10.22% | 14.34% | 9.64% |
Monthly Returns
The table below presents the monthly returns of Portfolio v1.0, 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 | 2.80% | -3.96% | -6.28% | 0.95% | 3.89% | -2.96% | |||||||
| 2024 | 1.41% | 9.04% | 3.73% | -5.39% | 6.55% | 3.14% | 0.03% | 0.25% | 2.50% | -0.66% | 9.18% | -2.08% | 30.20% |
| 2023 | 10.96% | -1.39% | 7.47% | 1.39% | 2.34% | 6.42% | 2.73% | -2.60% | -4.15% | -0.13% | 9.90% | 5.84% | 44.66% |
| 2022 | -8.12% | -2.34% | 4.36% | -11.20% | -2.42% | -11.03% | 12.97% | -5.30% | -9.79% | 6.94% | 3.56% | -6.66% | -27.98% |
| 2021 | 4.11% | 4.00% | 7.89% | 6.98% | -1.63% | 1.92% | 3.73% | 5.72% | -5.76% | 10.71% | 0.10% | 0.02% | 43.51% |
| 2020 | 4.22% | -5.39% | -13.83% | 16.39% | 6.15% | 2.97% | 9.38% | 9.35% | -5.59% | -0.80% | 15.99% | 8.86% | 52.85% |
| 2019 | 6.23% | 4.32% | 2.78% | 6.34% | 1.03% | 10.25% | 0.10% | -2.65% | 1.16% | 3.48% | 1.39% | 2.14% | 42.52% |
| 2018 | 7.02% | -4.19% | -7.10% | 5.61% | 0.52% | -1.57% | 3.73% | 1.10% | -0.59% | -7.85% | -3.07% | -7.83% | -14.58% |
| 2017 | 4.71% | 7.42% | 20.03% | 5.77% | 20.28% | 5.74% | 1.91% | 7.31% | -1.02% | 5.48% | 8.65% | 8.53% | 144.49% |
| 2016 | 1.48% | 22.11% | 29.01% | -1.47% | 5.55% | 0.10% | 4.00% | 0.04% | 1.70% | -1.64% | 1.22% | 3.04% | 80.65% |
| 2015 | -8.21% | -3.23% | 11.24% | 1.27% | -0.18% | -0.11% |
Expense Ratio
Portfolio v1.0 has an expense ratio of 0.15%, which is considered low. 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 Portfolio v1.0 is 22, meaning it’s performing worse than 78% 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.
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 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 0.45 | 0.42 | 1.06 | 0.03 | 0.58 |
SPY SPDR S&P 500 ETF | 0.49 | 0.26 | 1.04 | 0.01 | 0.28 |
BTC-USD Bitcoin | 1.24 | 2.99 | 1.31 | 2.31 | 10.99 |
ETH-USD Ethereum | -0.31 | 0.35 | 1.04 | 0.03 | -0.32 |
URTH iShares MSCI World ETF | 0.58 | 0.39 | 1.06 | 0.03 | 0.77 |
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Dividends
Dividend yield
Portfolio v1.0 provided a 0.95% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.95% | 0.91% | 1.04% | 1.20% | 0.87% | 1.03% | 1.30% | 1.49% | 1.30% | 1.51% | 1.54% | 1.61% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.61% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
SPY SPDR S&P 500 ETF | 1.27% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
BTC-USD Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ETH-USD Ethereum | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
URTH iShares MSCI World ETF | 1.46% | 1.47% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.14% | 2.35% | 2.32% |
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 Portfolio v1.0. 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 Portfolio v1.0 was 33.51%, occurring on Mar 23, 2020. Recovery took 119 trading sessions.
The current Portfolio v1.0 drawdown is 8.06%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.51% | Feb 15, 2020 | 38 | Mar 23, 2020 | 119 | Jul 20, 2020 | 157 |
| -33.44% | Nov 9, 2021 | 341 | Oct 15, 2022 | 430 | Dec 19, 2023 | 771 |
| -26.61% | Jan 29, 2018 | 331 | Dec 25, 2018 | 174 | Jun 17, 2019 | 505 |
| -22.36% | Dec 17, 2024 | 113 | Apr 8, 2025 | — | — | — |
| -13.4% | Aug 8, 2015 | 53 | Sep 29, 2015 | 30 | Oct 29, 2015 | 83 |
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 5 assets, with an effective number of assets of 3.45, 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 | BTC-USD | ETH-USD | QQQ | URTH | SPY | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.19 | 0.21 | 0.91 | 0.96 | 1.00 | 0.84 |
| BTC-USD | 0.19 | 1.00 | 0.64 | 0.16 | 0.16 | 0.16 | 0.53 |
| ETH-USD | 0.21 | 0.64 | 1.00 | 0.16 | 0.17 | 0.17 | 0.61 |
| QQQ | 0.91 | 0.16 | 0.16 | 1.00 | 0.81 | 0.85 | 0.75 |
| URTH | 0.96 | 0.16 | 0.17 | 0.81 | 1.00 | 0.92 | 0.74 |
| SPY | 1.00 | 0.16 | 0.17 | 0.85 | 0.92 | 1.00 | 0.76 |
| Portfolio | 0.84 | 0.53 | 0.61 | 0.75 | 0.74 | 0.76 | 1.00 |