ETH/BTC 50
Asset Allocation
Performance
Performance Chart
Loading data...
The earliest data available for this chart is Aug 7, 2015, corresponding to the inception date of ETH-USD
Returns By Period
Monthly Returns
The table below presents the monthly returns of ETH/BTC 50, 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 | 4.33% | -24.45% | -9.00% | 6.22% | 24.18% | -5.38% | |||||||
| 2024 | 0.40% | 45.05% | 12.88% | -16.22% | 18.02% | -7.93% | -1.36% | -15.14% | 5.85% | 3.71% | 42.02% | -6.55% | 82.52% |
| 2023 | 36.20% | 0.61% | 18.34% | 2.89% | -3.57% | 7.45% | -4.04% | -11.31% | 2.75% | 18.62% | 10.71% | 11.62% | 121.63% |
| 2022 | -21.97% | 10.52% | 8.66% | -16.99% | -22.30% | -41.17% | 37.62% | -10.40% | -9.80% | 11.96% | -16.96% | -5.73% | -65.34% |
| 2021 | 45.82% | 19.03% | 33.00% | 21.74% | -15.23% | -14.20% | 15.01% | 24.41% | -10.12% | 41.44% | 0.56% | -19.73% | 200.10% |
| 2020 | 34.47% | 7.43% | -33.38% | 44.96% | 10.34% | -2.65% | 38.28% | 15.70% | -13.47% | 17.56% | 50.03% | 34.09% | 390.71% |
| 2019 | -13.62% | 18.97% | 5.00% | 22.48% | 62.62% | 17.77% | -15.79% | -11.95% | -6.43% | 6.53% | -17.41% | -9.92% | 39.20% |
| 2018 | 9.32% | -15.04% | -45.31% | 50.68% | -16.04% | -18.42% | 8.32% | -20.72% | -10.16% | -9.94% | -39.36% | 4.17% | -76.99% |
| 2017 | 17.43% | 36.22% | 136.12% | 41.15% | 135.10% | 21.45% | -7.45% | 72.64% | -13.33% | 25.37% | 53.36% | 49.90% | 5,975.37% |
| 2016 | 66.91% | 135.03% | 72.90% | -7.17% | 35.23% | 7.78% | -6.00% | -4.85% | 9.67% | -0.98% | -5.53% | 15.90% | 875.90% |
| 2015 | -34.36% | -12.61% | 28.34% | 7.41% | 10.96% | -12.27% |
Expense Ratio
ETH/BTC 50 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 ETH/BTC 50 is 46, 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.
Loading data...
Dividends
Dividend yield
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.
Loading data...
Worst Drawdowns
The table below displays the maximum drawdowns of the ETH/BTC 50. 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 ETH/BTC 50 was 87.90%, occurring on Dec 15, 2018. Recovery took 743 trading sessions.
The current ETH/BTC 50 drawdown is 21.95%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -87.9% | Jan 14, 2018 | 336 | Dec 15, 2018 | 743 | Dec 27, 2020 | 1079 |
| -76.38% | Nov 9, 2021 | 366 | Nov 9, 2022 | 743 | Nov 21, 2024 | 1109 |
| -54.19% | May 12, 2021 | 70 | Jul 20, 2021 | 92 | Oct 20, 2021 | 162 |
| -51.28% | Aug 8, 2015 | 74 | Oct 20, 2015 | 89 | Jan 17, 2016 | 163 |
| -48.51% | Jun 13, 2017 | 34 | Jul 16, 2017 | 27 | Aug 12, 2017 | 61 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading data...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 2.00, 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 | BTC-USD | ETH-USD | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.19 | 0.21 | 0.21 |
| BTC-USD | 0.19 | 1.00 | 0.64 | 0.83 |
| ETH-USD | 0.21 | 0.64 | 1.00 | 0.93 |
| Portfolio | 0.21 | 0.83 | 0.93 | 1.00 |