Ethereum
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ETH-USD Ethereum | 50% | |
ETHE.SW CoinShares Physical Ethereum (ETH) | Blockchain | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Ethereum, 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
The earliest data available for this chart is Jan 19, 2022, corresponding to the inception date of ETHE.SW
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.78% | -0.38% | 11.47% | 18.82% | 12.44% | 10.64% |
| Ethereum | 46.94% | 0.62% | 54.76% | 83.05% | N/A | N/A |
| Portfolio components: | ||||||
ETH-USD Ethereum | 46.24% | -1.73% | 50.44% | 78.21% | 72.31% | N/A |
ETHE.SW CoinShares Physical Ethereum (ETH) | 47.63% | 3.05% | 59.27% | 87.98% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of Ethereum, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.61% | 47.41% | 6.90% | -16.48% | 25.45% | -9.35% | 46.94% | ||||||
| 2023 | 32.24% | 1.92% | 12.80% | 2.54% | -0.31% | 1.22% | -2.13% | -9.76% | -0.32% | 8.39% | 12.68% | 13.93% | 92.70% |
| 2022 | -15.90% | 4.98% | 20.14% | -20.42% | -29.90% | -45.01% | 61.46% | -7.72% | -13.08% | 14.90% | -17.78% | -7.27% | -63.09% |
Expense Ratio
Ethereum 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Ethereum is 69, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
ETH-USD Ethereum | 1.67 | 2.33 | 1.24 | 1.11 | 7.32 |
ETHE.SW CoinShares Physical Ethereum (ETH) | 2.08 | 2.78 | 1.35 | 1.36 | 8.86 |
Dividends
Dividend yield
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Ethereum. 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 Ethereum was 71.66%, occurring on Jun 18, 2022. Recovery took 626 trading sessions.
The current Ethereum drawdown is 16.08%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -71.66% | Apr 5, 2022 | 75 | Jun 18, 2022 | 626 | Mar 5, 2024 | 701 |
| -28.86% | Mar 12, 2024 | 64 | May 14, 2024 | — | — | — |
| -28.43% | Jan 21, 2022 | 4 | Jan 24, 2022 | 14 | Feb 7, 2022 | 18 |
| -21.72% | Feb 10, 2022 | 26 | Mar 7, 2022 | 21 | Mar 28, 2022 | 47 |
| -2.61% | Mar 30, 2022 | 2 | Mar 31, 2022 | 3 | Apr 3, 2022 | 5 |
Volatility
Volatility Chart
The current Ethereum volatility is 13.76%, 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.
Diversification
Asset Correlations Table
| ETH-USD | ETHE.SW | |
|---|---|---|
| ETH-USD | 1.00 | 0.38 |
| ETHE.SW | 0.38 | 1.00 |