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Mine
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

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


0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2024FebruaryMarchApril
36.69%
17.59%
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
4.14%-4.93%17.59%20.28%11.33%10.22%
Mine14.13%-4.42%36.69%42.78%N/AN/A
VUSA.DE
Vanguard S&P 500 UCITS ETF
4.81%-4.58%18.56%22.46%14.35%N/A
BRK-B
Berkshire Hathaway Inc.
13.58%-1.58%20.61%24.90%14.05%12.31%
MSFT
Microsoft Corporation
6.33%-6.91%22.65%40.82%27.75%28.03%
BSP.DE
BAE Systems plc
14.44%-5.05%25.77%30.60%N/AN/A
AMD
Advanced Micro Devices, Inc.
-0.52%-18.37%44.03%65.83%39.62%42.40%
ETH-USD
Ethereum
34.09%-8.23%83.91%63.23%78.24%N/A
BTCE.DE
ETC Group Physical Bitcoin
49.56%1.93%115.66%124.91%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20243.88%12.81%4.64%
2023-3.31%3.24%9.36%6.61%

Expense Ratio

The Mine has a high expense ratio of 0.25%, indicating higher-than-average management fees. 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%0.07%
0.50%1.00%1.50%2.00%2.00%

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.


Mine
Sharpe ratio
The chart of Sharpe ratio for Mine, currently valued at 3.58, compared to the broader market-1.000.001.002.003.004.003.58
Sortino ratio
The chart of Sortino ratio for Mine, currently valued at 4.76, compared to the broader market-2.000.002.004.006.004.76
Omega ratio
The chart of Omega ratio for Mine, currently valued at 1.55, compared to the broader market0.801.001.201.401.601.801.55
Calmar ratio
The chart of Calmar ratio for Mine, currently valued at 1.50, compared to the broader market0.002.004.006.008.001.50
Martin ratio
The chart of Martin ratio for Mine, currently valued at 20.70, compared to the broader market0.0010.0020.0030.0040.0020.70
^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
VUSA.DE
Vanguard S&P 500 UCITS ETF
1.812.681.320.467.88
BRK-B
Berkshire Hathaway Inc.
1.642.321.270.505.17
MSFT
Microsoft Corporation
1.972.641.331.0414.57
BSP.DE
BAE Systems plc
1.842.501.321.4912.78
AMD
Advanced Micro Devices, Inc.
1.191.891.230.556.51
ETH-USD
Ethereum
1.962.511.270.8010.79
BTCE.DE
ETC Group Physical Bitcoin
4.224.441.551.9428.89

Sharpe Ratio

The current Mine Sharpe ratio is 3.58. A Sharpe ratio of 3.0 or higher is considered excellent.

-1.000.001.002.003.004.003.58

The Sharpe ratio of Mine 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00NovemberDecember2024FebruaryMarchApril
3.58
1.66
Mine
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Mine granted a 0.73% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Mine0.73%0.78%0.92%0.79%1.15%1.15%1.82%1.19%1.05%1.14%0.30%0.31%
VUSA.DE
Vanguard S&P 500 UCITS ETF
1.26%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
0.72%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
1.96%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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-7.67%
-5.46%
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 7.67%.


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
-8.08%Feb 20, 20219Feb 28, 202111Mar 11, 202120

Volatility

Volatility Chart

The current Mine volatility is 4.76%, 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%NovemberDecember2024FebruaryMarchApril
4.76%
3.15%
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.DE1.000.100.150.120.010.050.24
ETH-USD0.101.000.170.450.250.230.20
BRK-B0.150.171.000.160.220.320.41
BTCE.DE0.120.450.161.000.180.210.32
AMD0.010.250.220.181.000.560.35
MSFT0.050.230.320.210.561.000.43
VUSA.DE0.240.200.410.320.350.431.00