Крипта 2017
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
Cardano | 10% | |
Bitcoin Cash | 10% | |
Bitcoin | 10% | |
Dogecoin | 10% | |
Ethereum Classic | 10% | |
Litecoin | 10% | |
IOTA | 10% | |
NEM | 10% | |
Stellar | 10% | |
Ripple | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Крипта 2017, 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 9, 2017, corresponding to the inception date of XRP-USD
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
S&P 500 | 24.66% | 0.49% | 8.64% | 26.56% | 13.06% | 11.10% |
Крипта 2017 | 103.59% | 25.19% | 115.69% | 105.01% | 86.50% | N/A |
Portfolio components: | ||||||
Bitcoin | 130.66% | 3.34% | 52.10% | 122.23% | 67.02% | 76.52% |
Ripple | 265.71% | 104.02% | 359.94% | 260.45% | 62.79% | N/A |
Ethereum Classic | 22.41% | 5.70% | 13.95% | 29.87% | 44.89% | N/A |
Bitcoin Cash | 69.74% | -0.06% | 14.94% | 88.72% | 17.49% | N/A |
Cardano | 49.02% | 10.64% | 135.47% | 39.10% | 91.48% | N/A |
Litecoin | 36.93% | 19.57% | 34.50% | 40.55% | 18.84% | 42.51% |
IOTA | -3.57% | 79.79% | 73.21% | 5.69% | 12.44% | N/A |
NEM | -36.60% | 16.52% | 72.04% | -36.59% | -5.72% | N/A |
Dogecoin | 252.14% | -16.54% | 154.03% | 231.63% | 172.50% | 109.29% |
Stellar | 187.38% | 49.73% | 302.69% | 197.94% | 50.98% | N/A |
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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -9.80% | 25.73% | 34.58% | -28.92% | 6.57% | -18.26% | 7.46% | -14.26% | 7.23% | -0.79% | 154.23% | 103.59% | |
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 | -24.33% | 6.12% | 14.76% | -26.95% | -24.72% | -29.73% | 29.28% | -12.42% | 1.53% | 7.40% | -9.39% | -19.33% | -67.86% |
2021 | 117.86% | 62.29% | 9.96% | 106.97% | -5.07% | -21.33% | 3.60% | 29.72% | -16.84% | 23.83% | -8.57% | -21.06% | 500.29% |
2020 | 59.03% | -14.32% | -28.81% | 31.05% | 11.02% | -3.47% | 38.12% | 15.81% | -18.02% | 2.79% | 72.70% | -3.95% | 204.57% |
2019 | -17.78% | 12.77% | 22.06% | 14.93% | 51.66% | -5.22% | -18.76% | -17.67% | -10.39% | 8.63% | -15.96% | -11.92% | -9.89% |
2018 | -21.48% | -15.95% | -45.38% | 75.43% | -27.98% | -27.75% | 7.61% | -14.15% | 6.61% | -17.74% | -36.79% | -3.81% | -83.79% |
2017 | 86.06% | 278.45% | 604.13% |
Expense Ratio
Крипта 2017 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 Крипта 2017 is 20, meaning it’s performing worse than 80% of other 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 | |
---|---|---|---|---|---|
Bitcoin | 1.20 | 1.91 | 1.19 | 0.98 | 5.68 |
Ripple | 6.20 | 4.83 | 1.54 | 4.80 | 49.89 |
Ethereum Classic | -0.37 | -0.07 | 0.99 | 0.01 | -0.93 |
Bitcoin Cash | -0.48 | -0.31 | 0.97 | 0.00 | -1.39 |
Cardano | 0.96 | 1.80 | 1.18 | 0.42 | 3.47 |
Litecoin | 0.02 | 0.55 | 1.06 | 0.00 | 0.08 |
IOTA | -0.02 | 0.76 | 1.07 | 0.02 | -0.06 |
NEM | -0.62 | -0.59 | 0.94 | 0.23 | -1.27 |
Dogecoin | 1.05 | 2.00 | 1.19 | 0.58 | 3.77 |
Stellar | 3.01 | 4.39 | 1.47 | 2.68 | 20.77 |
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.
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 92.35%, occurring on Mar 12, 2020. Recovery took 332 trading sessions.
The current Крипта 2017 drawdown is 40.98%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-92.35% | Jan 8, 2018 | 795 | Mar 12, 2020 | 332 | Feb 7, 2021 | 1127 |
-86.04% | May 8, 2021 | 591 | Dec 19, 2022 | — | — | — |
-31.55% | Apr 17, 2021 | 9 | Apr 25, 2021 | 8 | May 3, 2021 | 17 |
-18.59% | Feb 14, 2021 | 10 | Feb 23, 2021 | 38 | Apr 2, 2021 | 48 |
-17.95% | Dec 22, 2017 | 1 | Dec 22, 2017 | 7 | Dec 29, 2017 | 8 |
Volatility
Volatility Chart
The current Крипта 2017 volatility is 31.21%, 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
DOGE-USD | XEM-USD | MIOTA-USD | XLM-USD | XRP-USD | BTC-USD | ETC-USD | BCH-USD | LTC-USD | ADA-USD | |
---|---|---|---|---|---|---|---|---|---|---|
DOGE-USD | 1.00 | 0.57 | 0.59 | 0.59 | 0.61 | 0.66 | 0.61 | 0.62 | 0.63 | 0.62 |
XEM-USD | 0.57 | 1.00 | 0.66 | 0.64 | 0.64 | 0.63 | 0.64 | 0.63 | 0.62 | 0.67 |
MIOTA-USD | 0.59 | 0.66 | 1.00 | 0.69 | 0.67 | 0.66 | 0.68 | 0.67 | 0.68 | 0.71 |
XLM-USD | 0.59 | 0.64 | 0.69 | 1.00 | 0.77 | 0.65 | 0.66 | 0.66 | 0.67 | 0.75 |
XRP-USD | 0.61 | 0.64 | 0.67 | 0.77 | 1.00 | 0.66 | 0.67 | 0.67 | 0.70 | 0.72 |
BTC-USD | 0.66 | 0.63 | 0.66 | 0.65 | 0.66 | 1.00 | 0.68 | 0.73 | 0.74 | 0.69 |
ETC-USD | 0.61 | 0.64 | 0.68 | 0.66 | 0.67 | 0.68 | 1.00 | 0.75 | 0.72 | 0.69 |
BCH-USD | 0.62 | 0.63 | 0.67 | 0.66 | 0.67 | 0.73 | 0.75 | 1.00 | 0.77 | 0.69 |
LTC-USD | 0.63 | 0.62 | 0.68 | 0.67 | 0.70 | 0.74 | 0.72 | 0.77 | 1.00 | 0.72 |
ADA-USD | 0.62 | 0.67 | 0.71 | 0.75 | 0.72 | 0.69 | 0.69 | 0.69 | 0.72 | 1.00 |