Bitcoin Stocks
Asset Allocation
| Position | Category/Sector | Target 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
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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 | -1.44% | 8.08% | -3.32% | 10.99% | 15.15% | 10.61% |
| Bitcoin Stocks | 11.52% | 29.13% | -1.29% | 34.29% | 110.09% | N/A |
| Portfolio components: | ||||||
MARA Marathon Digital Holdings, Inc. | -6.02% | 25.98% | -18.13% | -8.16% | 91.49% | -15.75% |
CLSK CleanSpark, Inc. | -0.11% | 22.67% | -32.20% | -40.91% | 34.83% | N/A |
MSTR MicroStrategy Incorporated | 43.65% | 38.69% | 53.85% | 252.42% | 103.77% | 37.04% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 12.76% | -23.75% | -7.04% | 23.45% | 13.03% | 11.52% | |||||||
| 2024 | -23.92% | 86.86% | 37.13% | -29.61% | 19.22% | -2.88% | 5.14% | -22.00% | 5.02% | 20.87% | 52.76% | -32.15% | 71.44% |
| 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%, meaning no management fees are charged. 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 Bitcoin Stocks is 29, 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. | -0.20 | 0.34 | 1.04 | -0.26 | -0.62 |
CLSK CleanSpark, Inc. | -0.44 | -0.15 | 0.98 | -0.49 | -1.03 |
MSTR MicroStrategy Incorporated | 2.31 | 2.87 | 1.33 | 4.64 | 9.65 |
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Dividends
Dividend yield
Bitcoin Stocks provided a 0.00% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|
| Portfolio | 0.00% | 0.00% | 0.00% | 0.00% | 0.42% |
| Portfolio components: | |||||
MARA Marathon Digital Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CLSK CleanSpark, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 1.26% |
MSTR MicroStrategy Incorporated | 0.00% | 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.
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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 26.98%.
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 |
| -52.25% | Nov 25, 2024 | 91 | Apr 8, 2025 | — | — | — |
| -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 |
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 3 assets, with an effective number of assets of 3.00, 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 | CLSK | MARA | MSTR | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.29 | 0.35 | 0.49 | 0.39 |
| CLSK | 0.29 | 1.00 | 0.40 | 0.46 | 0.74 |
| MARA | 0.35 | 0.40 | 1.00 | 0.49 | 0.81 |
| MSTR | 0.49 | 0.46 | 0.49 | 1.00 | 0.68 |
| Portfolio | 0.39 | 0.74 | 0.81 | 0.68 | 1.00 |