Майнинг 2023
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ARB.L Argo Blockchain plc | Financial Services | 25% |
BITF Bitfarms Ltd. | Financial Services | 25% |
CAN Canaan Inc. | Technology | 25% |
RIOT Riot Blockchain, Inc. | Technology | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Майнинг 2023, 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 Nov 21, 2019, corresponding to the inception date of CAN
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| Майнинг 2023 | -37.67% | 19.01% | 21.75% | 31.77% | N/A | N/A |
| Portfolio components: | ||||||
BITF Bitfarms Ltd. | -22.68% | -0.00% | 25.70% | 108.33% | 31.26% | N/A |
ARB.L Argo Blockchain plc | -61.22% | 14.73% | -1.19% | 23.59% | 7.12% | N/A |
RIOT Riot Blockchain, Inc. | -29.73% | 38.65% | 7.52% | 13.11% | 47.62% | 0.78% |
CAN Canaan Inc. | -43.72% | 22.64% | 48.57% | -35.64% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of Майнинг 2023, 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 | -33.22% | 17.28% | -14.10% | -23.91% | 6.36% | -2.65% | 14.12% | -17.08% | -0.54% | -37.67% | |||
| 2023 | 103.61% | -6.60% | 14.01% | 8.20% | -11.60% | 11.80% | 33.00% | -31.32% | -15.61% | 5.81% | 8.07% | 99.75% | 308.14% |
| 2022 | -24.00% | 7.41% | 6.19% | -29.17% | -20.14% | -33.21% | 33.97% | -3.97% | -12.16% | -24.42% | -27.25% | -20.82% | -83.89% |
| 2021 | 44.87% | 154.99% | 12.44% | -18.48% | -24.95% | -2.09% | -2.82% | 23.30% | -27.10% | 17.46% | 24.09% | -36.44% | 101.36% |
| 2020 | 16.92% | -16.54% | -33.66% | 56.31% | -7.29% | -7.84% | 31.35% | 7.21% | -22.04% | 32.79% | 106.76% | 139.10% | 523.16% |
| 2019 | 5.24% | -19.56% | -15.34% |
Expense Ratio
Майнинг 2023 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 Майнинг 2023 is 3, indicating that it is in the bottom 3% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
BITF Bitfarms Ltd. | 0.95 | 1.99 | 1.22 | 1.07 | 2.73 |
ARB.L Argo Blockchain plc | 0.26 | 1.27 | 1.15 | 0.30 | 0.50 |
RIOT Riot Blockchain, Inc. | -0.01 | 0.64 | 1.07 | -0.01 | -0.03 |
CAN Canaan Inc. | -0.26 | 0.43 | 1.05 | -0.31 | -0.53 |
Dividends
Dividend yield
Майнинг 2023 provided a 0.00% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
| Майнинг 2023 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.88% |
| Portfolio components: | ||||||||
BITF Bitfarms Ltd. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ARB.L Argo Blockchain plc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RIOT Riot Blockchain, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 3.52% |
CAN Canaan Inc. | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Майнинг 2023. 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 Майнинг 2023 was 94.38%, occurring on Dec 27, 2022. The portfolio has not yet recovered.
The current Майнинг 2023 drawdown is 84.06%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -94.38% | Mar 12, 2021 | 464 | Dec 27, 2022 | — | — | — |
| -60.22% | Feb 13, 2020 | 23 | Mar 16, 2020 | 101 | Aug 6, 2020 | 124 |
| -38.1% | Jan 15, 2021 | 9 | Jan 27, 2021 | 8 | Feb 8, 2021 | 17 |
| -34.96% | Aug 7, 2020 | 44 | Oct 7, 2020 | 21 | Nov 5, 2020 | 65 |
| -27.01% | Feb 22, 2021 | 5 | Feb 26, 2021 | 9 | Mar 11, 2021 | 14 |
Volatility
Volatility Chart
The current Майнинг 2023 volatility is 19.70%, 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
| ARB.L | CAN | BITF | RIOT | |
|---|---|---|---|---|
| ARB.L | 1.00 | 0.35 | 0.37 | 0.40 |
| CAN | 0.35 | 1.00 | 0.47 | 0.56 |
| BITF | 0.37 | 0.47 | 1.00 | 0.70 |
| RIOT | 0.40 | 0.56 | 0.70 | 1.00 |