PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Bitcoin Stocks
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


MARA 33.33%CLSK 33.33%MSTR 33.33%EquityEquity
PositionCategory/SectorWeight
CLSK
CleanSpark, Inc.
Technology

33.33%

MARA
Marathon Digital Holdings, Inc.
Financial Services

33.33%

MSTR
MicroStrategy Incorporated
Technology

33.33%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Bitcoin Stocks, 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%100.00%200.00%300.00%NovemberDecember2024FebruaryMarchApril
255.87%
19.37%
Bitcoin Stocks
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 18, 2012, corresponding to the inception date of CLSK

Returns By Period

As of Apr 24, 2024, the Bitcoin Stocks returned 70.56% Year-To-Date and 27.66% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.30%-3.13%19.37%22.56%11.65%10.55%
Bitcoin Stocks70.56%-0.85%255.88%362.82%61.97%27.66%
MARA
Marathon Digital Holdings, Inc.
-17.24%-6.85%99.18%118.67%45.64%-9.93%
CLSK
CleanSpark, Inc.
87.94%6.20%341.06%454.28%-5.66%0.94%
MSTR
MicroStrategy Incorporated
111.94%-12.11%215.07%369.16%55.50%27.25%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-23.92%86.86%37.13%
2023-20.65%13.45%34.08%68.10%

Expense Ratio

The Bitcoin Stocks 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 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.


Bitcoin Stocks
Sharpe ratio
The chart of Sharpe ratio for Bitcoin Stocks, currently valued at 3.76, compared to the broader market-1.000.001.002.003.004.005.003.76
Sortino ratio
The chart of Sortino ratio for Bitcoin Stocks, currently valued at 3.65, compared to the broader market0.002.004.006.003.65
Omega ratio
The chart of Omega ratio for Bitcoin Stocks, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.801.42
Calmar ratio
The chart of Calmar ratio for Bitcoin Stocks, currently valued at 4.50, compared to the broader market0.002.004.006.008.004.50
Martin ratio
The chart of Martin ratio for Bitcoin Stocks, currently valued at 14.09, compared to the broader market0.0010.0020.0030.0040.0050.0014.09
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.007.64

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MARA
Marathon Digital Holdings, Inc.
1.072.031.241.243.42
CLSK
CleanSpark, Inc.
3.733.671.414.5715.05
MSTR
MicroStrategy Incorporated
4.093.721.474.5720.96

Sharpe Ratio

The current Bitcoin Stocks Sharpe ratio is 3.76. A Sharpe ratio of 3.0 or higher is considered excellent.

-1.000.001.002.003.004.005.003.76

The Sharpe ratio of Bitcoin Stocks 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.006.007.00NovemberDecember2024FebruaryMarchApril
3.76
1.92
Bitcoin Stocks
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Bitcoin Stocks granted a 0.00% dividend yield in the last twelve months.


TTM202320222021
Bitcoin Stocks0.00%0.00%0.00%0.42%
MARA
Marathon Digital Holdings, Inc.
0.00%0.00%0.00%0.00%
CLSK
CleanSpark, Inc.
0.00%0.00%0.00%1.26%
MSTR
MicroStrategy Incorporated
0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

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


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-17.49%
-3.50%
Bitcoin Stocks
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Bitcoin Stocks. 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 Bitcoin Stocks was 90.52%, occurring on Dec 28, 2022. Recovery took 299 trading sessions.

The current Bitcoin Stocks drawdown is 17.49%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-90.52%Nov 9, 2021286Dec 28, 2022299Mar 8, 2024585
-88.39%May 18, 20151218Mar 18, 2020174Nov 23, 20201392
-50.03%Feb 10, 202165May 13, 2021120Nov 2, 2021185
-35.75%Mar 28, 202414Apr 17, 2024
-33.3%Mar 4, 201549May 12, 20151May 13, 201550

Volatility

Volatility Chart

The current Bitcoin Stocks volatility is 27.41%, 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%10.00%20.00%30.00%40.00%NovemberDecember2024FebruaryMarchApril
27.41%
3.58%
Bitcoin Stocks
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.

CLSKMARAMSTR
CLSK1.000.300.36
MARA0.301.000.38
MSTR0.360.381.00