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Ethereum
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


ETH-USD 50%ETHE.SW 50%CryptocurrencyCryptocurrency
PositionCategory/SectorWeight
ETH-USD
Ethereum

50%

ETHE.SW
CoinShares Physical Ethereum (ETH)
Blockchain

50%

S&P 500

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


0.00%50.00%100.00%150.00%NovemberDecember2024FebruaryMarchApril
86.43%
17.60%
Ethereum
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 19, 2022, corresponding to the inception date of ETHE.SW

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%
Ethereum30.97%-9.90%86.43%58.90%N/AN/A
ETH-USD
Ethereum
34.09%-8.23%83.91%63.23%78.24%N/A
ETHE.SW
CoinShares Physical Ethereum (ETH)
27.85%-11.59%88.90%54.61%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.61%47.41%6.90%
2023-0.32%8.39%12.68%13.93%

Expense Ratio

The 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.


0.50%1.00%1.50%2.00%0.00%

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.


Ethereum
Sharpe ratio
The chart of Sharpe ratio for Ethereum, currently valued at 2.32, compared to the broader market-1.000.001.002.003.004.002.32
Sortino ratio
The chart of Sortino ratio for Ethereum, currently valued at 2.81, compared to the broader market-2.000.002.004.006.002.81
Omega ratio
The chart of Omega ratio for Ethereum, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for Ethereum, currently valued at 0.92, compared to the broader market0.002.004.006.008.000.92
Martin ratio
The chart of Martin ratio for Ethereum, currently valued at 10.84, compared to the broader market0.0010.0020.0030.0040.0010.84
^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
ETH-USD
Ethereum
1.962.511.270.9710.79
ETHE.SW
CoinShares Physical Ethereum (ETH)
2.122.631.350.8810.61

Sharpe Ratio

The current Ethereum Sharpe ratio is 2.32. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.32

The Sharpe ratio of Ethereum 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
2.32
1.66
Ethereum
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield


Ethereum doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-25.20%
-5.46%
Ethereum
Benchmark (^GSPC)
Portfolio components

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 25.20%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-71.66%Apr 5, 202275Jun 18, 2022626Mar 5, 2024701
-28.43%Jan 21, 20224Jan 24, 202214Feb 7, 202218
-26.52%Mar 12, 202437Apr 17, 2024
-21.72%Feb 10, 202226Mar 7, 202221Mar 28, 202247
-2.61%Mar 30, 20222Mar 31, 20223Apr 3, 20225

Volatility

Volatility Chart

The current Ethereum volatility is 16.81%, 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%NovemberDecember2024FebruaryMarchApril
16.81%
3.15%
Ethereum
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.

ETH-USDETHE.SW
ETH-USD1.000.38
ETHE.SW0.381.00