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Крипта 2017

Last updated Sep 22, 2023

Asset Allocation


BTC-USD 10%XRP-USD 10%ETC-USD 10%BCH-USD 10%ADA-USD 10%LTC-USD 10%MIOTA-USD 10%XEM-USD 10%DOGE-USD 10%XLM-USD 10%CryptocurrencyCryptocurrency
PositionCategory/SectorWeight
BTC-USD
Bitcoin
10%
XRP-USD
Ripple
10%
ETC-USD
Ethereum Classic
10%
BCH-USD
Bitcoin Cash
10%
ADA-USD
Cardano
10%
LTC-USD
Litecoin
10%
MIOTA-USD
IOTA
10%
XEM-USD
NEM
10%
DOGE-USD
Dogecoin
10%
XLM-USD
Stellar
10%

Performance

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


-20.00%-10.00%0.00%10.00%20.00%30.00%AprilMayJuneJulyAugustSeptember
-4.87%
9.04%
Крипта 2017
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 22, 2023, the Крипта 2017 returned 25.09% Year-To-Date and 26.86% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.31%9.66%12.78%14.25%5.54%6.26%
Крипта 2017-0.24%-7.96%25.09%4.45%18.30%26.86%
BTC-USD
Bitcoin
2.06%-6.23%60.55%43.24%20.93%16.71%
XRP-USD
Ripple
-2.64%14.01%49.20%27.81%-1.62%10.47%
ETC-USD
Ethereum Classic
-1.81%-26.90%-3.05%-45.49%4.05%0.81%
BCH-USD
Bitcoin Cash
12.95%61.99%114.96%90.63%-11.06%-12.58%
ADA-USD
Cardano
-5.00%-34.03%-0.41%-44.36%16.11%27.06%
LTC-USD
Litecoin
-0.12%-30.96%-7.58%26.26%0.93%0.08%
MIOTA-USD
IOTA
2.79%-32.07%-12.93%-41.84%-17.73%-14.08%
XEM-USD
NEM
1.83%-36.74%-11.95%-35.41%-16.96%-22.57%
DOGE-USD
Dogecoin
-2.00%-20.75%-12.73%6.87%38.60%55.81%
XLM-USD
Stellar
-5.70%23.01%60.02%2.56%-9.75%13.11%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

DOGE-USDXEM-USDMIOTA-USDETC-USDBTC-USDXLM-USDXRP-USDBCH-USDADA-USDLTC-USD
DOGE-USD1.000.570.580.610.650.590.610.610.620.64
XEM-USD0.571.000.670.650.630.660.660.650.680.65
MIOTA-USD0.580.671.000.670.660.700.680.680.710.70
ETC-USD0.610.650.671.000.670.670.680.750.690.73
BTC-USD0.650.630.660.671.000.660.670.730.690.77
XLM-USD0.590.660.700.670.661.000.760.670.760.68
XRP-USD0.610.660.680.680.670.761.000.690.730.72
BCH-USD0.610.650.680.750.730.670.691.000.700.78
ADA-USD0.620.680.710.690.690.760.730.701.000.73
LTC-USD0.640.650.700.730.770.680.720.780.731.00

Sharpe Ratio

The current Крипта 2017 Sharpe ratio is 0.09. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.09

The Sharpe ratio of Крипта 2017 is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.000.501.001.50AprilMayJuneJulyAugustSeptember
0.09
0.79
Крипта 2017
Benchmark (^GSPC)
Portfolio components

Dividend yield


Крипта 2017 doesn't pay dividends

Expense Ratio

The 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.


The portfolio doesn't hold funds that charge fees

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BTC-USD
Bitcoin
1.10
XRP-USD
Ripple
0.39
ETC-USD
Ethereum Classic
-0.53
BCH-USD
Bitcoin Cash
1.01
ADA-USD
Cardano
-0.48
LTC-USD
Litecoin
-0.41
MIOTA-USD
IOTA
-0.51
XEM-USD
NEM
-0.33
DOGE-USD
Dogecoin
-0.44
XLM-USD
Stellar
0.50

Drawdowns Chart

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


-80.00%-60.00%-40.00%-20.00%0.00%AprilMayJuneJulyAugustSeptember
-82.35%
-9.73%
Крипта 2017
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Крипта 2017. 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 Крипта 2017 is 92.37%, recorded on Mar 12, 2020. It took 332 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-92.37%Jan 8, 2018795Mar 12, 2020332Feb 7, 20211127
-86.04%May 8, 2021591Dec 19, 2022
-31.62%Apr 17, 20219Apr 25, 20218May 3, 202117
-18.6%Feb 14, 202110Feb 23, 202138Apr 2, 202148
-17.95%Dec 22, 20171Dec 22, 20177Dec 29, 20178

Volatility Chart

The current Крипта 2017 volatility is 6.61%, 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%AprilMayJuneJulyAugustSeptember
6.61%
2.70%
Крипта 2017
Benchmark (^GSPC)
Portfolio components