PortfoliosLab logo
​
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Screeners
Discussions
Mark's Crypto
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Mark's Crypto

Last updated Jul 25, 2024

Crypto is on the verge of exploding in 2024 with the halving of bitcoin and with an array of Etf's on the potential final approval list. With the potential of delation, we might begin to see an outflow out of stocks and back into the crypto market. Time will tell. Time to pick the best "axes and picks" of crypto market.

Asset Allocation

COIN 12.5%BLOK 12.5%MSTR 12.5%MARA 12.5%SQ 12.5%BITW 12.5%LEGR 12.5%RIOT 12.5%EquityEquity
PositionCategory/SectorWeight
BITW
Bitwise 10 Crypto Index Fund

12.50%

BLOK
Amplify Transformational Data Sharing ETF		Technology Equities, Actively Managed, Blockchain

12.50%

COIN
Coinbase Global, Inc.		Technology

12.50%

LEGR
First Trust Indxx Innovative Transaction & Process ETF		Large Cap Blend Equities, Blockchain

12.50%

MARA
Marathon Digital Holdings, Inc.		Financial Services

12.50%

MSTR
MicroStrategy Incorporated		Technology

12.50%

RIOT
Riot Blockchain, Inc.		Technology

12.50%

SQ
Square, Inc.		Technology

12.50%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Mark's Crypto, 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

-40.00%-20.00%0.00%20.00%40.00%FebruaryMarchAprilMayJuneJuly
-0.56%
31.58%
Mark's Crypto
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 14, 2021, corresponding to the inception date of COIN

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		13.78%-0.38%11.47%18.82%12.44%10.64%
Mark's Crypto31.77%10.46%67.51%77.60%N/AN/A
Portfolio components:
COIN
Coinbase Global, Inc.		40.90%15.43%101.96%150.88%N/AN/A
BLOK
Amplify Transformational Data Sharing ETF		24.69%7.42%42.28%48.05%18.57%N/A
MSTR
MicroStrategy Incorporated		164.83%21.90%270.89%282.92%68.73%28.34%
MARA
Marathon Digital Holdings, Inc.		-12.01%10.59%32.08%27.75%57.92%-14.26%
SQ
Square, Inc.		-20.22%-4.18%-1.37%-19.72%-5.50%N/A
BITW
Bitwise 10 Crypto Index Fund		57.67%10.01%86.22%178.10%N/AN/A
LEGR
First Trust Indxx Innovative Transaction & Process ETF		7.95%0.82%8.46%13.08%9.53%N/A
RIOT
Riot Blockchain, Inc.		-26.83%22.91%12.41%-36.94%42.02%-1.94%

Monthly Returns

The table below presents the monthly returns of Mark's Crypto, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-16.51%38.27%19.98%-18.84%10.31%-1.91%31.77%
202360.75%-0.90%16.55%2.39%-0.31%13.63%24.73%-20.35%-12.46%10.02%30.69%31.77%254.88%
2022-21.64%3.71%6.24%-29.82%-21.25%-30.77%51.34%-6.82%-8.81%9.02%-20.77%-18.44%-70.07%
2021-8.72%-18.86%8.65%-4.57%14.89%-15.18%23.96%0.96%-24.12%-28.94%

Expense Ratio

Mark's Crypto has an expense ratio of 0.17%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

BLOK
Amplify Transformational Data Sharing ETF
Expense ratio chart for BLOK: current value at 0.71% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.71%
LEGR
First Trust Indxx Innovative Transaction & Process ETF
Expense ratio chart for LEGR: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Mark's Crypto is 44, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of Mark's Crypto is 4444
Mark's Crypto
The Sharpe Ratio Rank of Mark's Crypto is 4545Sharpe Ratio Rank
The Sortino Ratio Rank of Mark's Crypto is 5252Sortino Ratio Rank
The Omega Ratio Rank of Mark's Crypto is 4040Omega Ratio Rank
The Calmar Ratio Rank of Mark's Crypto is 4343Calmar Ratio Rank
The Martin Ratio Rank of Mark's Crypto is 3939Martin 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.

Mark's Crypto
Sharpe ratio
The chart of Sharpe ratio for Mark's Crypto, currently valued at 1.46, compared to the broader market-1.000.001.002.003.004.001.46
Sortino ratio
The chart of Sortino ratio for Mark's Crypto, currently valued at 2.21, compared to the broader market-2.000.002.004.006.002.21
Omega ratio
The chart of Omega ratio for Mark's Crypto, currently valued at 1.24, compared to the broader market0.801.001.201.401.601.24
Calmar ratio
The chart of Calmar ratio for Mark's Crypto, currently valued at 1.20, compared to the broader market0.002.004.006.008.001.20
Martin ratio
The chart of Martin ratio for Mark's Crypto, currently valued at 4.73, compared to the broader market0.0010.0020.0030.0040.004.73
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.33, compared to the broader market-2.000.002.004.006.002.33
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.002.004.006.008.001.35
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.32, compared to the broader market0.0010.0020.0030.0040.006.32
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
COIN
Coinbase Global, Inc.		2.032.681.301.848.04
BLOK
Amplify Transformational Data Sharing ETF		1.362.091.230.743.83
MSTR
MicroStrategy Incorporated		3.083.281.404.5214.26
MARA
Marathon Digital Holdings, Inc.		0.241.211.140.290.72
SQ
Square, Inc.		-0.40-0.280.97-0.23-0.80
BITW
Bitwise 10 Crypto Index Fund		2.813.031.402.0517.29
LEGR
First Trust Indxx Innovative Transaction & Process ETF		1.021.461.170.753.60
RIOT
Riot Blockchain, Inc.		-0.39-0.050.99-0.42-0.90

Sharpe Ratio

The current Mark's Crypto Sharpe ratio is 1.46. 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 1.23 to 1.94, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Mark's Crypto 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 Ratio1.001.502.002.503.003.504.004.50FebruaryMarchAprilMayJuneJuly
1.46
1.66
Mark's Crypto
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Mark's Crypto granted a 0.43% dividend yield in the last twelve months.

TTM2023202220212020201920182017
Mark's Crypto0.43%0.46%0.33%2.01%0.35%0.51%0.33%0.44%
Portfolio components:
COIN
Coinbase Global, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BLOK
Amplify Transformational Data Sharing ETF		0.92%1.15%0.00%14.31%1.88%2.06%1.30%0.00%
MSTR
MicroStrategy Incorporated		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MARA
Marathon Digital Holdings, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SQ
Square, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BITW
Bitwise 10 Crypto Index Fund		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LEGR
First Trust Indxx Innovative Transaction & Process ETF		2.49%2.56%2.64%1.80%0.95%2.04%1.30%0.00%
RIOT
Riot Blockchain, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%3.52%

Drawdowns

Drawdowns Chart

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

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%FebruaryMarchAprilMayJuneJuly
-8.77%
-4.24%
Mark's Crypto
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Mark's Crypto. 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 Mark's Crypto was 81.40%, occurring on Dec 28, 2022. The portfolio has not yet recovered.

The current Mark's Crypto drawdown is 8.77%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-81.4%Nov 10, 2021285Dec 28, 2022———
-33.55%Apr 15, 202166Jul 19, 202175Nov 2, 2021141
-1.87%Nov 4, 20212Nov 5, 20211Nov 8, 20213

Volatility

Volatility Chart

The current Mark's Crypto volatility is 15.73%, 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%FebruaryMarchAprilMayJuneJuly
15.73%
3.80%
Mark's Crypto
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.
LEGRBITWSQCOINMARAMSTRRIOTBLOK
LEGR1.000.360.620.480.470.500.480.64
BITW0.361.000.360.540.560.650.580.64
SQ0.620.361.000.580.520.550.530.67
COIN0.480.540.581.000.730.740.750.83
MARA0.470.560.520.731.000.750.890.87
MSTR0.500.650.550.740.751.000.770.85
RIOT0.480.580.530.750.890.771.000.87
BLOK0.640.640.670.830.870.850.871.00
The correlation results are calculated based on daily price changes starting from Apr 15, 2021