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Майнинговые компании

Last updated Oct 2, 2023

Asset Allocation


MARA 33.33%RIOT 33.33%BTBT 33.33%EquityEquity
PositionCategory/SectorWeight
MARA
Marathon Digital Holdings, Inc.
Financial Services33.33%
RIOT
Riot Blockchain, Inc.
Technology33.33%
BTBT
Bit Digital, Inc.
Financial Services33.33%

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


0.00%50.00%100.00%150.00%MayJuneJulyAugustSeptember
22.48%
4.57%
Майнинговые компании
Benchmark (^GSPC)
Portfolio components

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 month6 monthsYear-To-Date1 year5 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%
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%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202333.73%21.19%23.99%21.28%30.99%-37.47%

Sharpe Ratio

The current Майнинговые компании Sharpe ratio is 0.35. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.35

The Sharpe ratio of Майнинговые компании is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00MayJuneJulyAugustSeptember
0.35
0.89
Майнинговые компании
Benchmark (^GSPC)
Portfolio components

Dividend yield

Майнинговые компании granted a 0.00% dividend yield in the last twelve months.


TTM202220212020201920182017
Майнинговые компании 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%
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.


The portfolio doesn't hold funds that charge fees

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
MARA
Marathon Digital Holdings, Inc.
-0.18
RIOT
Riot Blockchain, Inc.
0.27
BTBT
Bit Digital, Inc.
0.68

Asset Correlations Table

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

BTBTMARARIOT
BTBT1.000.450.46
MARA0.451.000.77
RIOT0.460.771.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-80.00%-60.00%-40.00%-20.00%0.00%MayJuneJulyAugustSeptember
-82.56%
-10.60%
Майнинговые компании
Benchmark (^GSPC)
Portfolio components

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, 2021470Dec 28, 2022
-89.55%Jul 25, 2018415Mar 18, 202098Aug 6, 2020513
-47.41%Aug 7, 202033Sep 23, 202039Nov 17, 202072
-33.71%Jan 11, 202112Jan 27, 20218Feb 8, 202120
-29.45%May 18, 201837Jul 11, 20189Jul 24, 201846

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.


0.00%10.00%20.00%30.00%40.00%MayJuneJulyAugustSeptember
15.48%
3.17%
Майнинговые компании
Benchmark (^GSPC)
Portfolio components