Крипта 2017
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
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
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 month | 6 months | Year-To-Date | 1 year | 5 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% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| DOGE-USD | XEM-USD | MIOTA-USD | ETC-USD | BTC-USD | XLM-USD | XRP-USD | BCH-USD | ADA-USD | LTC-USD | |
|---|---|---|---|---|---|---|---|---|---|---|
| DOGE-USD | 1.00 | 0.57 | 0.58 | 0.61 | 0.65 | 0.59 | 0.61 | 0.61 | 0.62 | 0.64 |
| XEM-USD | 0.57 | 1.00 | 0.67 | 0.65 | 0.63 | 0.66 | 0.66 | 0.65 | 0.68 | 0.65 |
| MIOTA-USD | 0.58 | 0.67 | 1.00 | 0.67 | 0.66 | 0.70 | 0.68 | 0.68 | 0.71 | 0.70 |
| ETC-USD | 0.61 | 0.65 | 0.67 | 1.00 | 0.67 | 0.67 | 0.68 | 0.75 | 0.69 | 0.73 |
| BTC-USD | 0.65 | 0.63 | 0.66 | 0.67 | 1.00 | 0.66 | 0.67 | 0.73 | 0.69 | 0.77 |
| XLM-USD | 0.59 | 0.66 | 0.70 | 0.67 | 0.66 | 1.00 | 0.76 | 0.67 | 0.76 | 0.68 |
| XRP-USD | 0.61 | 0.66 | 0.68 | 0.68 | 0.67 | 0.76 | 1.00 | 0.69 | 0.73 | 0.72 |
| BCH-USD | 0.61 | 0.65 | 0.68 | 0.75 | 0.73 | 0.67 | 0.69 | 1.00 | 0.70 | 0.78 |
| ADA-USD | 0.62 | 0.68 | 0.71 | 0.69 | 0.69 | 0.76 | 0.73 | 0.70 | 1.00 | 0.73 |
| LTC-USD | 0.64 | 0.65 | 0.70 | 0.73 | 0.77 | 0.68 | 0.72 | 0.78 | 0.73 | 1.00 |
Dividend yield
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.
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 | |
|---|---|---|---|---|---|
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.
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, 2018 | 795 | Mar 12, 2020 | 332 | Feb 7, 2021 | 1127 |
| -86.04% | May 8, 2021 | 591 | Dec 19, 2022 | — | — | — |
| -31.62% | Apr 17, 2021 | 9 | Apr 25, 2021 | 8 | May 3, 2021 | 17 |
| -18.6% | 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 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.