Майнинговые компании
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
MARA Marathon Digital Holdings, Inc. | Financial Services | 33.33% |
RIOT Riot Blockchain, Inc. | Technology | 33.33% |
BTBT Bit Digital, Inc. | Financial Services | 33.33% |
Performance
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 Quarterly
Returns
As of Oct 2, 2023, the Майнинговые компании returned 221.61% Year-To-Date and 19.92% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -5.04% | 3.97% | 11.68% | 19.59% | 7.98% | 8.61% |
| Майнинговые компании | -17.19% | 22.41% | 221.61% | 39.53% | 28.75% | 19.92% |
| Portfolio components: | ||||||
MARA Marathon Digital Holdings, Inc. | -29.17% | 0.83% | 148.54% | -20.63% | 26.09% | 8.71% |
RIOT Riot Blockchain, Inc. | -15.49% | -3.52% | 175.22% | 33.10% | 22.24% | 2.78% |
BTBT Bit Digital, Inc. | -6.96% | 38.96% | 256.67% | 78.33% | -22.63% | -13.01% |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 33.73% | 21.19% | 23.99% | 21.28% | 30.99% | -37.47% |
Dividend yield
Майнинговые компании granted a 0.00% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|
| Майнинговые компании | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.17% |
| Portfolio components: | |||||||
MARA Marathon Digital Holdings, Inc. | 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% | 3.52% |
BTBT Bit Digital, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The Майнинговые компании 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
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 | Ulcer Index | |
|---|---|---|---|---|---|
MARA Marathon Digital Holdings, Inc. | -0.18 | ||||
RIOT Riot Blockchain, Inc. | 0.27 | ||||
BTBT Bit Digital, Inc. | 0.68 |
Asset Correlations Table
| BTBT | MARA | RIOT | |
|---|---|---|---|
| BTBT | 1.00 | 0.45 | 0.46 |
| MARA | 0.45 | 1.00 | 0.77 |
| RIOT | 0.46 | 0.77 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Майнинговые компании . A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Майнинговые компании is 94.95%, recorded on Dec 28, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -94.95% | Feb 18, 2021 | 470 | Dec 28, 2022 | — | — | — |
| -89.55% | Jul 25, 2018 | 415 | Mar 18, 2020 | 98 | Aug 6, 2020 | 513 |
| -47.41% | Aug 7, 2020 | 33 | Sep 23, 2020 | 39 | Nov 17, 2020 | 72 |
| -33.71% | Jan 11, 2021 | 12 | Jan 27, 2021 | 8 | Feb 8, 2021 | 20 |
| -29.45% | May 18, 2018 | 37 | Jul 11, 2018 | 9 | Jul 24, 2018 | 46 |
Volatility Chart
The current Майнинговые компании volatility is 15.48%, 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.