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Mine
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Mine

Last updated Jul 25, 2024

Asset Allocation

BTCE.DE 11%ETH-USD 8%VUSA.DE 43%BRK-B 15%MSFT 12%AMD 6%BSP.DE 5%CryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
AMD
Advanced Micro Devices, Inc.		Technology

6%

BRK-B
Berkshire Hathaway Inc.		Financial Services

15%

BSP.DE
BAE Systems plc		Industrials

5%

BTCE.DE
ETC Group Physical Bitcoin		Blockchain

11%

ETH-USD
Ethereum

8%

MSFT
Microsoft Corporation		Technology

12%

VUSA.DE
Vanguard S&P 500 UCITS ETF		Large Cap Blend Equities

43%

S&P 500

Performance

Performance Chart

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

50.00%100.00%150.00%200.00%250.00%FebruaryMarchAprilMayJuneJuly
250.08%
73.31%
Mine
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 18, 2020, corresponding to the inception date of BTCE.DE

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		13.20%-1.28%10.32%18.23%12.31%10.58%
Mine20.79%-0.94%15.89%38.15%N/AN/A
Portfolio components:
VUSA.DE
Vanguard S&P 500 UCITS ETF		14.76%-0.22%11.94%20.42%14.63%N/A
BRK-B
Berkshire Hathaway Inc.		21.49%5.61%12.43%24.04%15.64%12.96%
MSFT
Microsoft Corporation		11.67%-7.47%3.96%27.50%25.49%27.36%
BSP.DE
BAE Systems plc		12.83%-4.39%9.19%36.45%N/AN/A
AMD
Advanced Micro Devices, Inc.		-6.17%-12.20%-21.96%24.50%32.47%43.62%
ETH-USD
Ethereum		39.14%-5.79%40.02%70.64%72.57%N/A
BTCE.DE
ETC Group Physical Bitcoin		49.18%5.36%53.19%116.78%N/AN/A

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.88%12.81%4.64%-7.04%6.30%0.86%20.79%
202310.99%-0.27%9.63%2.70%1.39%5.37%1.04%-2.06%-3.31%3.24%9.36%6.61%53.35%
2022-8.35%2.21%5.19%-10.03%-4.48%-13.86%14.51%-6.41%-8.62%5.68%2.32%-4.59%-26.29%
20219.40%6.80%10.36%7.74%-2.50%-0.29%5.47%8.20%-6.23%14.92%1.31%-2.49%64.10%
2020-1.14%13.79%11.15%-6.68%-0.48%20.48%11.69%56.27%

Expense Ratio

Mine has an expense ratio of 0.25%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

VUSA.DE
Vanguard S&P 500 UCITS ETF
Expense ratio chart for VUSA.DE: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
BTCE.DE
ETC Group Physical Bitcoin
Expense ratio chart for BTCE.DE: current value at 2.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%2.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of Mine is 92, placing it in the top 8% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of Mine is 9292
Mine
The Sharpe Ratio Rank of Mine is 9797Sharpe Ratio Rank
The Sortino Ratio Rank of Mine is 9797Sortino Ratio Rank
The Omega Ratio Rank of Mine is 9696Omega Ratio Rank
The Calmar Ratio Rank of Mine is 7777Calmar Ratio Rank
The Martin Ratio Rank of Mine is 9494Martin 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.

Mine
Sharpe ratio
The chart of Sharpe ratio for Mine, currently valued at 3.42, compared to the broader market-1.000.001.002.003.004.003.42
Sortino ratio
The chart of Sortino ratio for Mine, currently valued at 4.56, compared to the broader market-2.000.002.004.006.004.56
Omega ratio
The chart of Omega ratio for Mine, currently valued at 1.53, compared to the broader market0.801.001.201.401.601.801.53
Calmar ratio
The chart of Calmar ratio for Mine, currently valued at 2.20, compared to the broader market0.002.004.006.008.002.20
Martin ratio
The chart of Martin ratio for Mine, currently valued at 18.54, compared to the broader market0.0010.0020.0030.0040.0018.54
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.58, compared to the broader market-1.000.001.002.003.004.001.58
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.22, compared to the broader market-2.000.002.004.006.002.22
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.28
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.002.004.006.008.001.29
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 5.98, compared to the broader market0.0010.0020.0030.0040.005.98
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VUSA.DE
Vanguard S&P 500 UCITS ETF		3.424.821.652.2425.33
BRK-B
Berkshire Hathaway Inc.		2.563.611.431.7713.56
MSFT
Microsoft Corporation		0.911.301.170.425.92
BSP.DE
BAE Systems plc		1.461.971.250.947.59
AMD
Advanced Micro Devices, Inc.		0.481.001.130.191.38
ETH-USD
Ethereum		1.672.331.240.847.28
BTCE.DE
ETC Group Physical Bitcoin		2.513.201.361.3212.90

Sharpe Ratio

The current Mine Sharpe ratio is 3.64. 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 1.24 to 1.94, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Mine 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 Ratio1.002.003.004.005.006.00FebruaryMarchAprilMayJuneJuly
3.42
1.58
Mine
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Mine granted a 0.69% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Mine0.69%0.78%0.92%0.79%1.15%1.15%1.82%1.19%1.05%1.14%0.30%0.31%
Portfolio components:
VUSA.DE
Vanguard S&P 500 UCITS ETF		1.17%1.35%1.53%1.21%1.65%2.34%3.76%2.26%1.78%2.00%0.00%0.00%
BRK-B
Berkshire Hathaway Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFT
Microsoft Corporation		0.70%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
BSP.DE
BAE Systems plc		2.02%2.15%2.62%3.68%6.62%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AMD
Advanced Micro Devices, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ETH-USD
Ethereum		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BTCE.DE
ETC Group Physical Bitcoin		0.00%0.00%0.00%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.

-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-4.74%
-4.73%
Mine
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Mine. 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 Mine was 34.37%, occurring on Oct 12, 2022. Recovery took 407 trading sessions.

The current Mine drawdown is 3.46%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.37%Nov 9, 2021338Oct 12, 2022407Nov 23, 2023745
-11.64%May 10, 202171Jul 19, 202119Aug 7, 202190
-11.5%Sep 2, 202022Sep 23, 202044Nov 6, 202066
-9.18%Sep 7, 202122Sep 28, 202117Oct 15, 202139
-8.11%Mar 14, 202450May 2, 202425May 27, 202475

Volatility

Volatility Chart

The current Mine volatility is 4.02%, 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.

2.00%3.00%4.00%5.00%FebruaryMarchAprilMayJuneJuly
4.02%
3.80%
Mine
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.
BSP.DEETH-USDBRK-BBTCE.DEAMDMSFTVUSA.DE
BSP.DE1.000.100.160.110.020.070.26
ETH-USD0.101.000.160.460.240.220.19
BRK-B0.160.161.000.170.210.300.40
BTCE.DE0.110.460.171.000.180.200.32
AMD0.020.240.210.181.000.550.35
MSFT0.070.220.300.200.551.000.43
VUSA.DE0.260.190.400.320.350.431.00
The correlation results are calculated based on daily price changes starting from Jun 19, 2020