Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BLOX Nicholas Crypto Income ETF | Cryptocurrency | 50% |
BTCI NEOS Bitcoin High Income ETF | Cryptocurrency, Derivative Income | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 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 Every 3 months.
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The earliest data available for this chart is Jun 17, 2025, corresponding to the inception date of BLOX
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.62% | 0.64% | -0.30% | 1.33% | 25.06% | 18.43% | 10.57% | 12.82% |
Portfolio Crypto | 1.42% | 2.95% | -12.41% | -36.69% | — | — | — | — |
| Portfolio components: | ||||||||
BLOX Nicholas Crypto Income ETF | 1.70% | 1.68% | -9.17% | -37.21% | — | — | — | — |
BTCI NEOS Bitcoin High Income ETF | 1.11% | 4.18% | -15.75% | -36.20% | -7.80% | — | — | — |
Monthly Returns
Based on dividend-adjusted daily data since Jun 18, 2025, Crypto's average daily return is -0.03%, while the average monthly return is -0.89%.
Historically, 55% of months were positive and 45% were negative. The best month was Sep 2025 with a return of +11.5%, while the worst month was Nov 2025 at -17.5%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 2 months.
On a daily basis, Crypto closed higher 51% of trading days. The best single day was Feb 6, 2026 with a return of +11.5%, while the worst single day was Feb 5, 2026 at -11.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.28% | -17.26% | -3.99% | 8.86% | -12.41% | ||||||||
| 2025 | 6.57% | 9.80% | -5.03% | 11.47% | 2.16% | -17.47% | -6.20% | -2.05% |
Benchmark Metrics
Crypto has an annualized alpha of -39.24%, beta of 2.42, and R² of 0.41 versus S&P 500 Index. Calculated based on daily prices since June 18, 2025.
- This portfolio participated in 317.17% of S&P 500 Index downside but only 70.05% of its upside — more exposed to losses than it benefited from rallies.
- R² of 0.41 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- -39.24%
- Beta
- 2.42
- R²
- 0.41
- Upside Capture
- 70.05%
- Downside Capture
- 317.17%
Expense Ratio
Crypto has a high expense ratio of 1.01%, indicating above-average management fees. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Return / Risk — by metrics
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
BLOX Nicholas Crypto Income ETF | — | — | — | — | — | — |
BTCI NEOS Bitcoin High Income ETF | 6 | -0.20 | -0.02 | 1.00 | -0.08 | -0.17 |
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Dividends
Dividend yield
Crypto provided a 39.94% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | |
|---|---|---|---|
| Portfolio | 39.94% | 29.58% | 3.38% |
| Portfolio components: | |||
BLOX Nicholas Crypto Income ETF | 38.63% | 22.69% | 0.00% |
BTCI NEOS Bitcoin High Income ETF | 41.26% | 36.46% | 6.76% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the 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 Crypto was 44.33%, occurring on Mar 30, 2026. The portfolio has not yet recovered.
The current Crypto drawdown is 36.95%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -44.33% | Oct 9, 2025 | 118 | Mar 30, 2026 | — | — | — |
| -8.3% | Aug 14, 2025 | 12 | Aug 29, 2025 | 11 | Sep 16, 2025 | 23 |
| -6.51% | Jul 25, 2025 | 6 | Aug 1, 2025 | 8 | Aug 13, 2025 | 14 |
| -5.82% | Sep 19, 2025 | 6 | Sep 26, 2025 | 3 | Oct 1, 2025 | 9 |
| -1.77% | Jul 15, 2025 | 1 | Jul 15, 2025 | 1 | Jul 16, 2025 | 2 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 2.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | BTCI | BLOX | Portfolio | |
|---|---|---|---|---|
| Benchmark | 1.00 | 0.47 | 0.61 | 0.57 |
| BTCI | 0.47 | 1.00 | 0.83 | 0.94 |
| BLOX | 0.61 | 0.83 | 1.00 | 0.97 |
| Portfolio | 0.57 | 0.94 | 0.97 | 1.00 |