Крипта 2017
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ADA-USD Cardano | 10% | |
BCH-USD Bitcoin Cash | 10% | |
BTC-USD Bitcoin | 10% | |
DOGE-USD Dogecoin | 10% | |
ETC-USD Ethereum Classic | 10% | |
LTC-USD Litecoin | 10% | |
MIOTA-USD IOTA | 10% | |
XEM-USD NEM | 10% | |
XLM-USD Stellar | 10% | |
XRP-USD Ripple | 10% |
Performance
Performance Chart
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The earliest data available for this chart is Oct 2, 2017, corresponding to the inception date of ADA-USD
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.19% | 9.00% | -1.55% | 12.31% | 15.59% | 10.78% |
| Крипта 2017 | -3.86% | 33.06% | 38.30% | 72.34% | 74.82% | N/A |
| Portfolio components: | ||||||
BTC-USD Bitcoin | 11.50% | 23.22% | 15.00% | 69.24% | 62.03% | 83.83% |
XRP-USD Ripple | 24.35% | 21.62% | 274.71% | 417.43% | 67.04% | 82.48% |
ETC-USD Ethereum Classic | -17.25% | 35.96% | -6.28% | -18.27% | 26.08% | N/A |
BCH-USD Bitcoin Cash | -5.19% | 27.13% | -6.37% | -4.08% | 11.80% | N/A |
ADA-USD Cardano | -1.45% | 30.98% | 43.68% | 94.26% | 75.14% | N/A |
LTC-USD Litecoin | 0.48% | 34.36% | 37.26% | 31.54% | 19.31% | 53.22% |
MIOTA-USD IOTA | -14.49% | 48.42% | 71.22% | 19.58% | 3.86% | N/A |
XEM-USD NEM | -18.34% | 27.45% | 5.13% | -44.87% | -13.05% | 61.63% |
DOGE-USD Dogecoin | -23.59% | 52.18% | -39.62% | 65.88% | 149.28% | 114.91% |
XLM-USD Stellar | -5.11% | 31.20% | 153.15% | 209.01% | 36.10% | 61.72% |
Monthly Returns
The table below presents the monthly returns of Крипта 2017, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 13.07% | -24.71% | -12.17% | 9.44% | 17.49% | -3.86% | |||||||
| 2024 | -9.80% | 25.73% | 34.58% | -28.92% | 6.56% | -18.26% | 7.46% | -14.26% | 7.23% | -0.79% | 154.23% | -18.02% | 93.04% |
| 2023 | 35.68% | 0.34% | 3.82% | -5.14% | -3.55% | 15.88% | 4.69% | -19.53% | 2.37% | 11.98% | 11.61% | 18.35% | 91.16% |
| 2022 | -24.31% | 6.11% | 14.77% | -26.95% | -24.75% | -29.69% | 29.28% | -12.42% | 1.53% | 7.40% | -9.39% | -19.33% | -67.85% |
| 2021 | 117.09% | 63.02% | 10.38% | 106.00% | -4.50% | -21.49% | 3.76% | 29.41% | -16.81% | 23.98% | -8.73% | -21.03% | 502.34% |
| 2020 | 59.22% | -14.38% | -28.33% | 30.24% | 10.97% | -3.53% | 38.16% | 15.78% | -18.03% | 2.77% | 72.61% | -3.95% | 204.36% |
| 2019 | -17.70% | 12.79% | 21.91% | 14.88% | 51.91% | -5.07% | -19.51% | -17.04% | -10.48% | 8.51% | -15.98% | -11.84% | -9.93% |
| 2018 | -21.48% | -15.95% | -45.38% | 75.43% | -27.98% | -27.75% | 7.48% | -14.21% | 6.70% | -18.06% | -36.42% | -3.91% | -83.79% |
| 2017 | 13.45% | 131.16% | 282.37% | 902.78% |
Expense Ratio
Крипта 2017 has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 87, Крипта 2017 is among the top 13% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
BTC-USD Bitcoin | 1.36 | 3.16 | 1.33 | 2.56 | 11.96 |
XRP-USD Ripple | 4.26 | 4.86 | 1.54 | 7.61 | 37.97 |
ETC-USD Ethereum Classic | -0.24 | 0.96 | 1.10 | 0.07 | 0.59 |
BCH-USD Bitcoin Cash | -0.05 | 1.34 | 1.13 | 0.19 | 1.46 |
ADA-USD Cardano | 0.82 | 3.23 | 1.35 | 2.15 | 10.06 |
LTC-USD Litecoin | 0.40 | 1.78 | 1.19 | 0.54 | 4.21 |
MIOTA-USD IOTA | 0.18 | 2.26 | 1.22 | 0.91 | 3.79 |
XEM-USD NEM | -0.45 | 1.10 | 1.11 | 0.08 | 0.66 |
DOGE-USD Dogecoin | 0.66 | 2.88 | 1.30 | 2.00 | 6.83 |
XLM-USD Stellar | 1.83 | 4.22 | 1.44 | 4.02 | 14.28 |
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Dividends
Dividend yield
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Крипта 2017. 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 Крипта 2017 was 92.31%, occurring on Mar 12, 2020. Recovery took 332 trading sessions.
The current Крипта 2017 drawdown is 49.77%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -92.31% | Jan 8, 2018 | 795 | Mar 12, 2020 | 332 | Feb 7, 2021 | 1127 |
| -85.99% | May 8, 2021 | 591 | Dec 19, 2022 | — | — | — |
| -30.48% | Apr 17, 2021 | 9 | Apr 25, 2021 | 8 | May 3, 2021 | 17 |
| -18.46% | Feb 14, 2021 | 10 | Feb 23, 2021 | 38 | Apr 2, 2021 | 48 |
| -17.23% | Dec 22, 2017 | 1 | Dec 22, 2017 | 7 | Dec 29, 2017 | 8 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 10 assets, with an effective number of assets of 10.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
| ^GSPC | DOGE-USD | XEM-USD | MIOTA-USD | BTC-USD | XLM-USD | XRP-USD | ETC-USD | BCH-USD | LTC-USD | ADA-USD | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.23 | 0.22 | 0.23 | 0.25 | 0.23 | 0.22 | 0.25 | 0.23 | 0.25 | 0.26 | 0.26 |
| DOGE-USD | 0.23 | 1.00 | 0.56 | 0.60 | 0.66 | 0.59 | 0.61 | 0.62 | 0.63 | 0.63 | 0.62 | 0.79 |
| XEM-USD | 0.22 | 0.56 | 1.00 | 0.65 | 0.60 | 0.62 | 0.62 | 0.64 | 0.61 | 0.61 | 0.65 | 0.76 |
| MIOTA-USD | 0.23 | 0.60 | 0.65 | 1.00 | 0.64 | 0.69 | 0.66 | 0.68 | 0.67 | 0.67 | 0.70 | 0.81 |
| BTC-USD | 0.25 | 0.66 | 0.60 | 0.64 | 1.00 | 0.64 | 0.66 | 0.67 | 0.72 | 0.72 | 0.69 | 0.78 |
| XLM-USD | 0.23 | 0.59 | 0.62 | 0.69 | 0.64 | 1.00 | 0.76 | 0.65 | 0.65 | 0.66 | 0.74 | 0.82 |
| XRP-USD | 0.22 | 0.61 | 0.62 | 0.66 | 0.66 | 0.76 | 1.00 | 0.66 | 0.66 | 0.69 | 0.71 | 0.80 |
| ETC-USD | 0.25 | 0.62 | 0.64 | 0.68 | 0.67 | 0.65 | 0.66 | 1.00 | 0.75 | 0.72 | 0.69 | 0.82 |
| BCH-USD | 0.23 | 0.63 | 0.61 | 0.67 | 0.72 | 0.65 | 0.66 | 0.75 | 1.00 | 0.75 | 0.68 | 0.82 |
| LTC-USD | 0.25 | 0.63 | 0.61 | 0.67 | 0.72 | 0.66 | 0.69 | 0.72 | 0.75 | 1.00 | 0.71 | 0.81 |
| ADA-USD | 0.26 | 0.62 | 0.65 | 0.70 | 0.69 | 0.74 | 0.71 | 0.69 | 0.68 | 0.71 | 1.00 | 0.83 |
| Portfolio | 0.26 | 0.79 | 0.76 | 0.81 | 0.78 | 0.82 | 0.80 | 0.82 | 0.82 | 0.81 | 0.83 | 1.00 |