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Майнинговые компании
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


MARA 33.33%RIOT 33.33%BTBT 33.33%EquityEquity

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Майнинговые компании , 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 Every 3 months.


0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%December2025FebruaryMarchAprilMay
2,205.84%
127.47%
Майнинговые компании
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 25, 2020, corresponding to the inception date of BTBT

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-4.26%11.24%-5.02%8.55%14.02%10.31%
Майнинговые компании -25.09%18.29%-39.87%-17.90%52.31%N/A
MARA
Marathon Digital Holdings, Inc.
-20.51%26.71%-30.97%-33.65%71.81%-17.66%
RIOT
Riot Blockchain, Inc.
-23.21%19.88%-36.72%-24.25%33.64%7.19%
BTBT
Bit Digital, Inc.
-31.40%8.65%-51.45%-7.37%5.77%N/A
*Annualized

Monthly Returns

The table below presents the monthly returns of Майнинговые компании , with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202511.07%-22.62%-19.60%4.50%3.74%-25.09%
2024-30.52%26.33%-6.72%-25.34%12.86%9.92%9.93%-19.01%1.78%12.16%39.77%-31.08%-25.75%
2023112.48%-5.47%33.73%21.19%23.99%21.28%30.99%-37.28%-21.32%2.21%29.14%62.32%577.97%
2022-31.64%6.69%9.10%-46.65%-25.00%-37.06%74.96%-3.46%-8.95%2.95%-34.59%-35.57%-86.63%
202129.11%43.47%33.89%-19.09%-34.63%14.57%2.32%35.33%-33.33%54.50%-4.08%-37.88%27.73%
202019.42%82.02%7.29%20.80%93.26%40.08%-19.98%7.34%156.76%112.92%3,481.12%

Expense Ratio

Майнинговые компании 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.


The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Майнинговые компании is 6, meaning it’s performing worse than 94% 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.


The Risk-Adjusted Performance Rank of Майнинговые компании is 66
Overall Rank
The Sharpe Ratio Rank of Майнинговые компании is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of Майнинговые компании is 1010
Sortino Ratio Rank
The Omega Ratio Rank of Майнинговые компании is 99
Omega Ratio Rank
The Calmar Ratio Rank of Майнинговые компании is 33
Calmar Ratio Rank
The Martin Ratio Rank of Майнинговые компании is 44
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MARA
Marathon Digital Holdings, Inc.
-0.350.311.03-0.28-0.68
RIOT
Riot Blockchain, Inc.
-0.260.191.02-0.27-0.79
BTBT
Bit Digital, Inc.
-0.070.721.08-0.09-0.24

The current Майнинговые компании Sharpe ratio is -0.16. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.43 to 0.96, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Майнинговые компании with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
-0.20
0.44
Майнинговые компании
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Майнинговые компании provided a 0.00% dividend yield over the last twelve months.


TTM20242023202220212020201920182017
Portfolio0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.17%
MARA
Marathon Digital Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RIOT
Riot Blockchain, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%3.52%
BTBT
Bit Digital, Inc.
0.00%0.00%0.00%0.00%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.


-80.00%-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-79.55%
-8.35%
Майнинговые компании
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Майнинговые компании . 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 Майнинговые компании was 94.94%, occurring on Dec 28, 2022. The portfolio has not yet recovered.

The current Майнинговые компании drawdown is 79.55%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-94.94%Feb 18, 2021470Dec 28, 2022
-47.41%Aug 7, 202033Sep 23, 202039Nov 17, 202072
-33.71%Jan 11, 202112Jan 27, 20218Feb 8, 202120
-31.75%Apr 20, 202010May 1, 202023Jun 4, 202033
-27.51%Jun 11, 202013Jun 29, 202019Jul 27, 202032

Volatility

Volatility Chart

The current Майнинговые компании volatility is 23.96%, 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%December2025FebruaryMarchAprilMay
23.96%
11.43%
Майнинговые компании
Benchmark (^GSPC)
Portfolio components

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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

^GSPCBTBTMARARIOTPortfolio
^GSPC1.000.430.470.480.49
BTBT0.431.000.670.680.86
MARA0.470.671.000.850.92
RIOT0.480.680.851.000.91
Portfolio0.490.860.920.911.00
The correlation results are calculated based on daily price changes starting from Mar 26, 2020