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BE
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Risk-Adjusted Performance
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BE

Last updated Nov 13, 2024

Asset Allocation

BTC-USD 10%ETH-USD 10%SOL-USD 10%BNB-USD 10%ADA-USD 10%NEAR-USD 10%XRP-USD 10%DOT-USD 10%NEO-USD 10%FIL-USD 10%CryptocurrencyCryptocurrency
PositionCategory/SectorWeight
ADA-USD
Cardano
10%
BNB-USD
Binance Coin
10%
BTC-USD
Bitcoin
10%
DOT-USD
Polkadot
10%
ETH-USD
Ethereum
10%
FIL-USD
FilecoinFutures
10%
NEAR-USD
NEAR Protocol
10%
NEO-USD
NEO
10%
SOL-USD
Solana
10%
XRP-USD
Ripple
10%

Performance

Performance Chart

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
10.32%
14.05%
BE
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 15, 2020, corresponding to the inception date of NEAR-USD

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		25.45%2.91%14.05%35.64%14.13%11.39%
BE29.54%22.90%2.63%95.92%N/AN/A
Portfolio components:
BTC-USD
Bitcoin		108.10%33.17%32.73%147.50%58.81%72.54%
ETH-USD
Ethereum		42.29%23.48%6.89%64.03%77.16%N/A
SOL-USD
Solana		109.08%34.80%34.17%273.40%N/AN/A
BNB-USD
Binance Coin		100.68%6.47%7.72%158.81%96.75%N/A
ADA-USD
Cardano		-3.41%57.72%26.70%60.37%67.82%N/A
NEAR-USD
NEAR Protocol		46.83%6.79%-33.36%248.97%N/AN/A
XRP-USD
Ripple		15.08%29.14%36.36%12.39%21.22%N/A
DOT-USD
Polkadot		-34.90%21.98%-23.40%2.53%N/AN/A
NEO-USD
NEO		-17.21%6.92%-25.17%0.83%-1.93%N/A
FIL-USD
FilecoinFutures		-38.79%9.93%-26.72%-11.43%-3.34%N/A

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-13.66%36.08%28.53%-21.76%8.09%-12.78%1.32%-14.41%9.59%-5.75%29.54%
202355.71%3.24%4.97%-2.21%-6.79%-8.36%6.71%-17.38%1.66%22.62%22.29%47.12%178.72%
2022-27.06%4.93%14.32%-27.01%-29.08%-32.97%32.04%-16.12%-0.94%1.23%-22.40%-17.70%-78.47%
202166.59%118.14%48.35%51.72%-29.56%-19.53%7.57%70.86%-2.34%29.02%-5.65%-12.87%782.74%
202013.23%13.23%

Expense Ratio

BE 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

Risk-Adjusted Performance Rank

The current rank of BE is 2, indicating that it is in the bottom 2% 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 BE is 22
Combined Rank
The Sharpe Ratio Rank of BE is 22Sharpe Ratio Rank
The Sortino Ratio Rank of BE is 22Sortino Ratio Rank
The Omega Ratio Rank of BE is 22Omega Ratio Rank
The Calmar Ratio Rank of BE is 11Calmar Ratio Rank
The Martin Ratio Rank of BE is 22Martin 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.

BE
Sharpe ratio
The chart of Sharpe ratio for BE, currently valued at 0.09, compared to the broader market0.002.004.006.000.09
Sortino ratio
The chart of Sortino ratio for BE, currently valued at 0.60, compared to the broader market-2.000.002.004.006.000.60
Omega ratio
The chart of Omega ratio for BE, currently valued at 1.06, compared to the broader market0.801.001.201.401.601.802.001.06
Calmar ratio
The chart of Calmar ratio for BE, currently valued at 0.01, compared to the broader market0.005.0010.0015.000.01
Martin ratio
The chart of Martin ratio for BE, currently valued at 0.19, compared to the broader market0.0010.0020.0030.0040.0050.0060.000.19
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market0.002.004.006.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.87, compared to the broader market-2.000.002.004.006.003.87
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market0.801.001.201.401.601.802.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.19, compared to the broader market0.005.0010.0015.004.19
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.72, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.72
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BTC-USD
Bitcoin		1.101.801.180.944.49
ETH-USD
Ethereum		-0.180.211.020.00-0.45
SOL-USD
Solana		1.352.051.201.134.67
BNB-USD
Binance Coin		1.572.271.231.275.49
ADA-USD
Cardano		-0.320.011.000.00-0.52
NEAR-USD
NEAR Protocol		0.331.441.130.171.02
XRP-USD
Ripple		0.431.111.120.121.19
DOT-USD
Polkadot		-0.75-1.020.900.01-1.12
NEO-USD
NEO		-0.40-0.090.990.00-0.90
FIL-USD
FilecoinFutures		-0.77-1.150.890.01-1.15

Sharpe Ratio

The current BE Sharpe ratio is 0.09. 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 2.07 to 2.97, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of BE 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 Ratio0.002.004.006.008.00JuneJulyAugustSeptemberOctoberNovember
0.09
2.90
BE
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

BE doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-44.05%
-0.29%
BE
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the BE. 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 BE was 84.50%, occurring on Dec 31, 2022. The portfolio has not yet recovered.

The current BE drawdown is 44.05%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-84.5%Nov 9, 2021418Dec 31, 2022———
-60.95%May 10, 202172Jul 20, 202144Sep 2, 2021116
-26.14%Sep 9, 202120Sep 28, 202122Oct 20, 202142
-18.68%Dec 20, 20204Dec 23, 20206Dec 29, 202010
-15.92%Apr 16, 20219Apr 24, 20216Apr 30, 202115

Volatility

Volatility Chart

The current BE volatility is 18.55%, 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%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
18.55%
3.86%
BE
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.
SOL-USDNEAR-USDXRP-USDFIL-USDBNB-USDNEO-USDADA-USDBTC-USDDOT-USDETH-USD
SOL-USD1.000.580.570.560.580.610.630.610.640.65
NEAR-USD0.581.000.540.600.590.630.640.620.670.64
XRP-USD0.570.541.000.580.600.660.670.650.650.67
FIL-USD0.560.600.581.000.610.680.660.650.700.66
BNB-USD0.580.590.600.611.000.670.680.710.680.73
NEO-USD0.610.630.660.680.671.000.710.700.720.73
ADA-USD0.630.640.670.660.680.711.000.700.760.72
BTC-USD0.610.620.650.650.710.700.701.000.720.82
DOT-USD0.640.670.650.700.680.720.760.721.000.76
ETH-USD0.650.640.670.660.730.730.720.820.761.00
The correlation results are calculated based on daily price changes starting from Dec 16, 2020