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Mark's Crypto

Last updated Mar 2, 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
COIN
Coinbase Global, Inc.
Technology

12.50%

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

12.50%

MSTR
MicroStrategy Incorporated
Technology

12.50%

MARA
Marathon Digital Holdings, Inc.
Financial Services

12.50%

SQ
Square, Inc.
Technology

12.50%

BITW
Bitwise 10 Crypto Index Fund

12.50%

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

12.50%

RIOT
Riot Blockchain, Inc.
Technology

12.50%

S&P 500

Performance

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


-60.00%-40.00%-20.00%0.00%20.00%OctoberNovemberDecember2024FebruaryMarch
-11.41%
24.55%
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


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Mark's Crypto17.39%40.60%97.93%168.87%N/AN/A
COIN
Coinbase Global, Inc.
18.31%60.51%163.84%223.03%N/AN/A
BLOK
Amplify Transformational Data Sharing ETF
14.97%27.58%59.26%93.98%18.33%N/A
MSTR
MicroStrategy Incorporated
70.89%115.36%207.10%326.82%50.13%23.62%
MARA
Marathon Digital Holdings, Inc.
14.94%52.28%125.00%331.31%60.00%-6.36%
SQ
Square, Inc.
2.46%21.90%36.24%1.55%0.46%N/A
BITW
Bitwise 10 Crypto Index Fund
26.23%35.92%139.73%234.05%N/AN/A
LEGR
First Trust Indxx Innovative Transaction & Process ETF
3.02%4.04%10.89%17.13%9.97%N/A
RIOT
Riot Blockchain, Inc.
-6.66%32.48%30.80%133.66%34.70%-2.48%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-16.51%37.65%
2023-20.35%-12.46%10.02%30.69%31.77%

Sharpe Ratio

The current Mark's Crypto Sharpe ratio is 2.97. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.97

The Sharpe ratio of Mark's Crypto lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00OctoberNovemberDecember2024FebruaryMarch
2.97
2.44
Mark's Crypto
Benchmark (^GSPC)
Portfolio components

Dividend yield

Mark's Crypto granted a 0.44% dividend yield in the last twelve months.


TTM2023202220212020201920182017
Mark's Crypto0.44%0.46%0.33%2.01%0.35%0.51%0.33%0.44%
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
1.00%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
2.48%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%

Expense Ratio

The Mark's Crypto features an expense ratio of 0.17%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.71%
0.00%2.15%
0.65%
0.00%2.15%

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
^GSPC
S&P 500
2.44
Mark's Crypto
2.97
COIN
Coinbase Global, Inc.
2.72
BLOK
Amplify Transformational Data Sharing ETF
2.49
MSTR
MicroStrategy Incorporated
4.19
MARA
Marathon Digital Holdings, Inc.
2.73
SQ
Square, Inc.
0.07
BITW
Bitwise 10 Crypto Index Fund
3.78
LEGR
First Trust Indxx Innovative Transaction & Process ETF
1.26
RIOT
Riot Blockchain, Inc.
1.34

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BITWLEGRSQCOINMARAMSTRRIOTBLOK
BITW1.000.370.370.520.570.640.580.63
LEGR0.371.000.640.500.490.520.500.67
SQ0.370.641.000.590.530.570.530.68
COIN0.520.500.591.000.740.750.760.83
MARA0.570.490.530.741.000.790.890.87
MSTR0.640.520.570.750.791.000.800.86
RIOT0.580.500.530.760.890.801.000.88
BLOK0.630.670.680.830.870.860.881.00

Drawdowns Chart

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


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-18.72%
0
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 18.72%.


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 Chart

The current Mark's Crypto volatility is 17.53%, 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%OctoberNovemberDecember2024FebruaryMarch
17.53%
3.47%
Mark's Crypto
Benchmark (^GSPC)
Portfolio components
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