Майнинг 2023
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BITF Bitfarms Ltd. | Financial Services | 25% |
ARB.L Argo Blockchain plc | Financial Services | 25% |
RIOT Riot Blockchain, Inc. | Technology | 25% |
CAN Canaan Inc. | Technology | 25% |
Performance
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
Returns
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 9.35% | N/A |
| Майнинг 2023 | -8.95% | -14.14% | 86.24% | -17.98% | 34.48% | N/A |
| Portfolio components: | ||||||
BITF Bitfarms Ltd. | -12.50% | 13.44% | 154.55% | -3.45% | 29.69% | N/A |
ARB.L Argo Blockchain plc | -9.61% | -41.62% | 33.63% | -74.17% | 7.93% | N/A |
RIOT Riot Blockchain, Inc. | -5.02% | 5.81% | 195.58% | 57.30% | 64.77% | N/A |
CAN Canaan Inc. | -10.84% | -35.13% | -12.14% | -41.42% | -33.61% | N/A |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| ARB.L | CAN | BITF | RIOT | |
|---|---|---|---|---|
| ARB.L | 1.00 | 0.34 | 0.38 | 0.41 |
| CAN | 0.34 | 1.00 | 0.47 | 0.55 |
| BITF | 0.38 | 0.47 | 1.00 | 0.68 |
| RIOT | 0.41 | 0.55 | 0.68 | 1.00 |
Dividend yield
Майнинг 2023 granted a 0.00% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|
| Майнинг 2023 | 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% |
ARB.L Argo Blockchain plc | 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% | 3.52% |
CAN Canaan Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The 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
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 | Ulcer Index | |
|---|---|---|---|---|---|
BITF Bitfarms Ltd. | -0.09 | ||||
ARB.L Argo Blockchain plc | -0.44 | ||||
RIOT Riot Blockchain, Inc. | 0.50 | ||||
CAN Canaan Inc. | -0.52 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Майнинг 2023. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Майнинг 2023 is 94.39%, recorded on Dec 27, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -94.39% | Mar 12, 2021 | 464 | Dec 27, 2022 | — | — | — |
| -60.21% | 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 |
| -34.95% | Aug 7, 2020 | 44 | Oct 7, 2020 | 21 | Nov 5, 2020 | 65 |
| -27% | Feb 22, 2021 | 5 | Feb 26, 2021 | 9 | Mar 11, 2021 | 14 |
Volatility Chart
The current Майнинг 2023 volatility is 17.59%, 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.