Bitcoin Stocks
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
CLSK CleanSpark, Inc. | Technology | 33.33% |
MARA Marathon Digital Holdings, Inc. | Financial Services | 33.33% |
MSTR MicroStrategy Incorporated | Technology | 33.33% |
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
The earliest data available for this chart is Jan 29, 2016, corresponding to the inception date of CLSK
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.34% | 0.23% | 8.53% | 24.95% | 13.01% | 11.06% |
| Bitcoin Stocks | 109.90% | -19.84% | 27.37% | 97.75% | 99.27% | N/A |
| Portfolio components: | ||||||
MARA Marathon Digital Holdings, Inc. | -15.03% | -23.32% | 3.90% | -25.27% | 85.01% | -18.55% |
CLSK CleanSpark, Inc. | 1.00% | -26.23% | -35.57% | -6.31% | 16.44% | N/A |
MSTR MicroStrategy Incorporated | 476.61% | -13.67% | 145.46% | 488.14% | 91.09% | 36.42% |
Monthly Returns
The table below presents the monthly returns of Bitcoin Stocks, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -23.92% | 86.86% | 37.13% | -29.61% | 19.22% | -2.88% | 5.14% | -22.00% | 5.02% | 20.87% | 52.76% | 109.90% | |
| 2023 | 80.94% | -2.96% | 12.48% | 22.64% | 0.27% | 16.93% | 31.11% | -21.17% | -20.65% | 13.45% | 34.08% | 68.10% | 495.51% |
| 2022 | -30.08% | 28.46% | 12.40% | -39.65% | -23.26% | -38.97% | 71.79% | -8.88% | -13.15% | 19.32% | -37.63% | -27.41% | -79.05% |
| 2021 | 48.77% | 25.50% | 26.30% | -12.17% | -27.51% | 21.60% | -12.14% | 20.31% | -18.92% | 54.50% | -5.10% | -36.22% | 46.33% |
| 2020 | 3.65% | -22.83% | -35.55% | 11.62% | 27.81% | 24.72% | 97.24% | 27.88% | 3.73% | -5.83% | 125.46% | 61.56% | 723.24% |
| 2019 | 0.73% | 67.29% | -16.08% | 2.40% | -8.30% | 1.92% | -22.32% | -9.49% | 0.05% | -23.68% | 8.91% | -16.37% | -33.82% |
| 2018 | -5.35% | -23.28% | -13.77% | 27.98% | -4.28% | -11.28% | 14.96% | 2.18% | 27.99% | -29.22% | -4.79% | -14.37% | -40.96% |
| 2017 | -3.41% | 3.12% | -0.43% | -19.30% | -23.31% | 9.63% | -16.09% | 11.67% | -0.50% | -2.16% | 40.13% | -0.86% | -14.73% |
| 2016 | 5.16% | 2.34% | 7.08% | 7.13% | 2.07% | 0.74% | -0.61% | 0.74% | -1.59% | -6.81% | 0.36% | 16.98% |
Expense Ratio
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Bitcoin Stocks is 34, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
MARA Marathon Digital Holdings, Inc. | -0.09 | 0.71 | 1.08 | -0.12 | -0.26 |
CLSK CleanSpark, Inc. | 0.05 | 1.04 | 1.11 | 0.07 | 0.16 |
MSTR MicroStrategy Incorporated | 4.88 | 3.88 | 1.45 | 8.28 | 24.62 |
Dividends
Dividend yield
Bitcoin Stocks provided a 0.00% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
| Portfolio | 0.00% | 0.00% | 0.00% | 0.42% |
| Portfolio components: | ||||
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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 19.27%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -90.52% | Nov 9, 2021 | 286 | Dec 28, 2022 | 299 | Mar 8, 2024 | 585 |
| -86.77% | Jul 25, 2016 | 919 | Mar 18, 2020 | 174 | Nov 23, 2020 | 1093 |
| -50.03% | Feb 10, 2021 | 65 | May 13, 2021 | 120 | Nov 2, 2021 | 185 |
| -48.87% | Mar 28, 2024 | 112 | Sep 6, 2024 | 46 | Nov 11, 2024 | 158 |
| -25.58% | Jan 11, 2021 | 8 | Jan 21, 2021 | 11 | Feb 5, 2021 | 19 |
Volatility
Volatility Chart
The current Bitcoin Stocks volatility is 27.63%, 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.
Diversification
Asset Correlations Table
| CLSK | MARA | MSTR | |
|---|---|---|---|
| CLSK | 1.00 | 0.38 | 0.45 |
| MARA | 0.38 | 1.00 | 0.48 |
| MSTR | 0.45 | 0.48 | 1.00 |