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Крипта 2017
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Крипта 2017

Last updated Nov 12, 2024

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
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

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
22.74%
14.38%
Крипта 2017
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 9, 2017, corresponding to the inception date of XRP-USD

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		25.82%3.20%14.94%35.92%14.22%11.43%
Крипта 201732.18%50.22%22.74%58.90%61.58%N/A
Portfolio components:
BTC-USD
Bitcoin		109.87%41.13%44.11%143.00%59.12%71.72%
XRP-USD
Ripple		0.90%16.73%24.12%-7.60%18.08%N/A
ETC-USD
Ethereum Classic		11.05%31.20%-3.94%21.38%38.47%N/A
BCH-USD
Bitcoin Cash		82.57%47.37%10.39%101.66%11.11%N/A
ADA-USD
Cardano		3.30%76.36%43.39%71.26%70.14%N/A
LTC-USD
Litecoin		10.06%23.72%1.76%12.07%6.16%34.98%
MIOTA-USD
IOTA		-52.85%16.42%-26.93%-22.36%-11.21%N/A
XEM-USD
NEM		-51.41%7.61%-46.17%-47.73%-13.95%N/A
DOGE-USD
Dogecoin		290.65%213.93%140.35%367.38%164.86%107.24%
XLM-USD
Stellar		-11.25%26.71%12.37%-6.50%8.90%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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-9.80%25.73%34.58%-28.92%6.57%-18.26%7.46%-14.26%7.23%-0.79%32.18%
202335.68%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%
2021117.86%62.29%9.96%106.97%-5.07%-21.33%3.60%29.72%-16.84%23.83%-8.57%-21.06%500.29%
202059.03%-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%
201786.06%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.

The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Крипта 2017 is 2, indicating that it is in the bottom 2% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of Крипта 2017 is 22
Combined Rank
The Sharpe Ratio Rank of Крипта 2017 is 22Sharpe Ratio Rank
The Sortino Ratio Rank of Крипта 2017 is 22Sortino Ratio Rank
The Omega Ratio Rank of Крипта 2017 is 22Omega Ratio Rank
The Calmar Ratio Rank of Крипта 2017 is 22Calmar Ratio Rank
The Martin Ratio Rank of Крипта 2017 is 22Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Крипта 2017
Sharpe ratio
The chart of Sharpe ratio for Крипта 2017, currently valued at -0.15, compared to the broader market0.002.004.006.00-0.15
Sortino ratio
The chart of Sortino ratio for Крипта 2017, currently valued at 0.23, compared to the broader market-2.000.002.004.006.000.23
Omega ratio
The chart of Omega ratio for Крипта 2017, currently valued at 1.02, compared to the broader market0.801.001.201.401.601.802.001.02
Calmar ratio
No data
Martin ratio
The chart of Martin ratio for Крипта 2017, currently valued at -0.30, compared to the broader market0.0010.0020.0030.0040.0050.0060.00-0.30
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.08, compared to the broader market0.002.004.006.003.08
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.10, compared to the broader market-2.000.002.004.006.004.10
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.58, compared to the broader market0.801.001.201.401.601.802.001.58
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.48, compared to the broader market0.005.0010.0015.004.48
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 20.05, compared to the broader market0.0010.0020.0030.0040.0050.0060.0020.05
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BTC-USD
Bitcoin		0.841.511.150.663.48
XRP-USD
Ripple		-0.100.341.040.00-0.27
ETC-USD
Ethereum Classic		-0.61-0.620.940.00-1.10
BCH-USD
Bitcoin Cash		0.010.661.060.000.02
ADA-USD
Cardano		-0.37-0.090.990.00-0.62
LTC-USD
Litecoin		-0.210.171.020.00-0.44
MIOTA-USD
IOTA		-0.88-1.480.860.00-1.23
XEM-USD
NEM		-0.77-1.220.870.23-1.27
DOGE-USD
Dogecoin		1.472.361.231.013.96
XLM-USD
Stellar		-0.52-0.470.950.00-0.86

Sharpe Ratio

The current Крипта 2017 Sharpe ratio is -0.15. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.20 to 3.15, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Крипта 2017 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.15
3.08
Крипта 2017
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Крипта 2017 doesn't pay dividends

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.

-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-64.35%
0
Крипта 2017
Benchmark (^GSPC)
Portfolio components

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 64.35%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-92.35%Jan 8, 2018795Mar 12, 2020332Feb 7, 20211127
-86.04%May 8, 2021591Dec 19, 2022———
-31.55%Apr 17, 20219Apr 25, 20218May 3, 202117
-18.59%Feb 14, 202110Feb 23, 202138Apr 2, 202148
-17.95%Dec 22, 20171Dec 22, 20177Dec 29, 20178

Volatility

Volatility Chart

The current Крипта 2017 volatility is 20.09%, 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%JuneJulyAugustSeptemberOctoberNovember
20.09%
3.89%
Крипта 2017
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
DOGE-USDXEM-USDMIOTA-USDETC-USDXLM-USDBTC-USDXRP-USDBCH-USDLTC-USDADA-USD
DOGE-USD1.000.570.590.620.600.660.610.620.640.63
XEM-USD0.571.000.660.650.650.630.650.630.630.67
MIOTA-USD0.590.661.000.680.700.660.670.670.680.71
ETC-USD0.620.650.681.000.670.690.670.750.720.69
XLM-USD0.600.650.700.671.000.660.770.670.680.76
BTC-USD0.660.630.660.690.661.000.670.730.740.70
XRP-USD0.610.650.670.670.770.671.000.680.700.72
BCH-USD0.620.630.670.750.670.730.681.000.770.69
LTC-USD0.640.630.680.720.680.740.700.771.000.72
ADA-USD0.630.670.710.690.760.700.720.690.721.00
The correlation results are calculated based on daily price changes starting from Nov 10, 2017