PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
EMPOWER
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


FBTC 27.4%BRRR 23.1%CIFR 12.6%CLSK 12.4%WULF 10.8%IREN 10.7%MARA 3%CryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
BRRR
Valkyrie Bitcoin ETF
Blockchain

23.10%

CIFR
Cipher Mining Inc.
Financial Services

12.60%

CLSK
CleanSpark, Inc.
Technology

12.40%

FBTC
Fidelity Wise Origin Bitcoin Trust
Blockchain

27.40%

IREN
Iris Energy Limited
Financial Services

10.70%

MARA
Marathon Digital Holdings, Inc.
Financial Services

3%

WULF
TeraWulf Inc.
Financial Services

10.80%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in EMPOWER, 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


-20.00%0.00%20.00%40.00%60.00%Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25Mar 03Mar 10Mar 17Mar 24Mar 31Apr 07Apr 14
31.99%
3.91%
EMPOWER
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 11, 2024, corresponding to the inception date of FBTC

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
EMPOWERN/A-3.87%N/AN/AN/AN/A
CIFR
Cipher Mining Inc.
-7.02%-16.88%47.69%64.10%N/AN/A
FBTC
Fidelity Wise Origin Bitcoin Trust
N/A0.73%N/AN/AN/AN/A
BRRR
Valkyrie Bitcoin ETF
N/A0.66%N/AN/AN/AN/A
IREN
Iris Energy Limited
-30.77%-1.98%57.64%24.37%N/AN/A
CLSK
CleanSpark, Inc.
55.94%-11.89%338.78%341.03%-11.57%0.79%
MARA
Marathon Digital Holdings, Inc.
-29.76%-20.94%112.63%73.32%38.01%-11.00%
WULF
TeraWulf Inc.
-4.58%-6.91%108.18%60.14%-19.74%-20.57%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-13.67%44.20%22.09%

Expense Ratio

The EMPOWER features an expense ratio of 0.13%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.25%
0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

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.


EMPOWER
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
CIFR
Cipher Mining Inc.
0.491.611.170.661.65
FBTC
Fidelity Wise Origin Bitcoin Trust
BRRR
Valkyrie Bitcoin ETF
IREN
Iris Energy Limited
0.131.191.130.170.38
CLSK
CleanSpark, Inc.
2.443.091.353.009.88
MARA
Marathon Digital Holdings, Inc.
0.501.501.170.571.60
WULF
TeraWulf Inc.
0.471.621.170.581.19

Sharpe Ratio


Chart placeholderNot enough data

Dividends

Dividend yield

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


TTM202320222021
EMPOWER0.00%0.00%0.00%3.74%
CIFR
Cipher Mining Inc.
0.00%0.00%0.00%0.00%
FBTC
Fidelity Wise Origin Bitcoin Trust
0.00%0.00%0.00%0.00%
BRRR
Valkyrie Bitcoin ETF
0.00%0.00%0.00%0.00%
IREN
Iris Energy Limited
0.00%0.00%0.00%0.00%
CLSK
CleanSpark, Inc.
0.00%0.00%0.00%1.26%
MARA
Marathon Digital Holdings, Inc.
0.00%0.00%0.00%0.00%
WULF
TeraWulf Inc.
0.00%0.00%0.00%33.22%

Drawdowns

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25Mar 03Mar 10Mar 17Mar 24Mar 31Apr 07Apr 14
-14.35%
-5.46%
EMPOWER
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the EMPOWER. 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 EMPOWER was 22.44%, occurring on Jan 24, 2024. Recovery took 12 trading sessions.

The current EMPOWER drawdown is 14.35%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.44%Jan 12, 20248Jan 24, 202412Feb 9, 202420
-21.45%Mar 26, 202416Apr 17, 2024
-10.33%Feb 15, 20246Feb 23, 20241Feb 26, 20247
-8.84%Feb 28, 20245Mar 5, 20242Mar 7, 20247
-8.65%Mar 11, 20247Mar 19, 20241Mar 20, 20248

Volatility

Volatility Chart

The current EMPOWER volatility is 18.80%, 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.


5.00%10.00%15.00%20.00%25.00%Feb 18Feb 25Mar 03Mar 10Mar 17Mar 24Mar 31Apr 07Apr 14
18.80%
3.15%
EMPOWER
Benchmark (^GSPC)
Portfolio components

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.

FBTCBRRRIRENCIFRWULFMARACLSK
FBTC1.001.000.540.430.440.500.46
BRRR1.001.000.540.440.440.500.46
IREN0.540.541.000.600.590.600.68
CIFR0.430.440.601.000.710.730.72
WULF0.440.440.590.711.000.800.81
MARA0.500.500.600.730.801.000.80
CLSK0.460.460.680.720.810.801.00