Mark's Crypto
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
Position | Category/Sector | Weight |
---|---|---|
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% |
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
The earliest data available for this chart is Apr 14, 2021, corresponding to the inception date of COIN
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 15.38% | 5.03% | 6.71% | 23.24% | 13.10% | 10.67% |
Mark's Crypto | 4.38% | -6.65% | -15.68% | 76.07% | N/A | N/A |
Portfolio components: | ||||||
COIN Coinbase Global, Inc. | -8.18% | -17.75% | -34.18% | 104.64% | N/A | N/A |
BLOK Amplify Transformational Data Sharing ETF | 12.70% | 2.97% | -2.41% | 58.36% | 16.74% | N/A |
MSTR MicroStrategy Incorporated | 89.31% | -12.67% | -8.02% | 240.95% | 53.75% | 23.72% |
MARA Marathon Digital Holdings, Inc. | -41.08% | -19.77% | -36.51% | 14.76% | 50.02% | -17.60% |
SQ Square, Inc. | -16.51% | 12.80% | -16.37% | 12.04% | 0.82% | N/A |
BITW Bitwise 10 Crypto Index Fund | 27.58% | -6.65% | -14.59% | 141.30% | N/A | N/A |
LEGR First Trust Indxx Innovative Transaction & Process ETF | 10.66% | 6.60% | 5.28% | 19.76% | 10.69% | N/A |
RIOT Riot Blockchain, Inc. | -56.76% | -20.45% | -44.11% | -40.48% | 26.88% | -5.95% |
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -16.51% | 38.27% | 19.98% | -18.84% | 10.31% | -1.91% | 4.22% | -10.87% | 4.38% | ||||
2023 | 60.75% | -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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Mark's Crypto is 28, 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.
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 | |
---|---|---|---|---|---|
COIN Coinbase Global, Inc. | 1.44 | 2.18 | 1.24 | 1.32 | 5.91 |
BLOK Amplify Transformational Data Sharing ETF | 1.53 | 2.21 | 1.25 | 0.87 | 6.54 |
MSTR MicroStrategy Incorporated | 2.53 | 2.96 | 1.36 | 3.80 | 12.22 |
MARA Marathon Digital Holdings, Inc. | 0.14 | 1.04 | 1.12 | 0.17 | 0.46 |
SQ Square, Inc. | 0.21 | 0.65 | 1.08 | 0.12 | 0.54 |
BITW Bitwise 10 Crypto Index Fund | 2.20 | 2.54 | 1.33 | 1.60 | 13.05 |
LEGR First Trust Indxx Innovative Transaction & Process ETF | 1.42 | 2.00 | 1.24 | 1.08 | 7.15 |
RIOT Riot Blockchain, Inc. | -0.44 | -0.17 | 0.98 | -0.45 | -1.08 |
Dividends
Dividend yield
Mark's Crypto granted a 0.43% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
---|---|---|---|---|---|---|---|---|
Mark's Crypto | 0.43% | 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 | 1.02% | 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 | 2.43% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 27.73%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-81.4% | Nov 10, 2021 | 285 | Dec 28, 2022 | — | — | — |
-33.55% | Apr 15, 2021 | 66 | Jul 19, 2021 | 75 | Nov 2, 2021 | 141 |
-1.87% | Nov 4, 2021 | 2 | Nov 5, 2021 | 1 | Nov 8, 2021 | 3 |
Volatility
Volatility Chart
The current Mark's Crypto volatility is 14.42%, 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
LEGR | BITW | SQ | COIN | MARA | MSTR | RIOT | BLOK | |
---|---|---|---|---|---|---|---|---|
LEGR | 1.00 | 0.37 | 0.62 | 0.49 | 0.48 | 0.50 | 0.49 | 0.65 |
BITW | 0.37 | 1.00 | 0.36 | 0.55 | 0.57 | 0.65 | 0.58 | 0.64 |
SQ | 0.62 | 0.36 | 1.00 | 0.57 | 0.52 | 0.55 | 0.52 | 0.67 |
COIN | 0.49 | 0.55 | 0.57 | 1.00 | 0.73 | 0.75 | 0.75 | 0.83 |
MARA | 0.48 | 0.57 | 0.52 | 0.73 | 1.00 | 0.75 | 0.89 | 0.87 |
MSTR | 0.50 | 0.65 | 0.55 | 0.75 | 0.75 | 1.00 | 0.77 | 0.85 |
RIOT | 0.49 | 0.58 | 0.52 | 0.75 | 0.89 | 0.77 | 1.00 | 0.87 |
BLOK | 0.65 | 0.64 | 0.67 | 0.83 | 0.87 | 0.85 | 0.87 | 1.00 |