Crypto
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAVE-USD Aave | 6.67% | |
ADA-USD Cardano | 6.67% | |
AVAX-USD Avalanche | 6.67% | |
BCH-USD Bitcoin Cash | 6.67% | |
BNB-USD Binance Coin | 6.67% | |
BTC-USD Bitcoin | 6.67% | |
DOGE-USD Dogecoin | 6.67% | |
DOT-USD Polkadot | 6.67% | |
ETH-USD Ethereum | 6.67% | |
HBAR-USD HederaHashgraph | 6.67% | |
LINK-USD ChainLink | 6.67% | |
SHIB-USD Shiba Inu | 6.67% | |
SNX-USD SynthetixNetworkToken | 6.67% | |
SOL-USD Solana | 6.67% | |
THETA-USD THETA | 6.67% |
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 Quarterly
The earliest data available for this chart is May 10, 2021, corresponding to the inception date of SHIB-USD
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| Crypto | 50.48% | 35.00% | 13.74% | 118.99% | N/A | N/A |
| Portfolio components: | ||||||
ETH-USD Ethereum | 39.94% | 21.44% | 5.12% | 61.32% | 77.63% | N/A |
BTC-USD Bitcoin | 114.32% | 37.15% | 36.69% | 154.90% | 60.55% | 72.52% |
BNB-USD Binance Coin | 98.76% | 5.45% | 6.69% | 156.33% | 98.18% | N/A |
SOL-USD Solana | 111.99% | 36.67% | 36.03% | 278.59% | N/A | N/A |
LINK-USD ChainLink | -9.84% | 19.63% | -2.97% | -3.52% | 34.68% | N/A |
AAVE-USD Aave | 58.65% | 6.32% | 100.96% | 90.82% | N/A | N/A |
THETA-USD THETA | 12.33% | 3.92% | -32.79% | 52.62% | 72.18% | N/A |
SNX-USD SynthetixNetworkToken | -60.58% | -1.78% | -40.73% | -41.55% | 13.74% | N/A |
SHIB-USD Shiba Inu | 149.91% | 38.08% | 2.31% | 209.51% | N/A | N/A |
DOGE-USD Dogecoin | 346.54% | 242.49% | 156.88% | 451.39% | 172.57% | 111.32% |
HBAR-USD HederaHashgraph | -30.76% | 11.37% | -46.40% | 1.69% | 12.83% | N/A |
AVAX-USD Avalanche | -14.04% | 14.01% | -4.46% | 93.87% | N/A | N/A |
ADA-USD Cardano | -2.60% | 59.05% | 27.77% | 61.73% | 67.44% | N/A |
DOT-USD Polkadot | -38.05% | 16.09% | -27.10% | -2.43% | N/A | N/A |
BCH-USD Bitcoin Cash | 69.43% | 19.36% | -5.35% | 89.62% | 10.66% | N/A |
Monthly Returns
The table below presents the monthly returns of 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 | -11.44% | 38.80% | 42.41% | -29.85% | 13.88% | -15.92% | -4.26% | -13.06% | 12.60% | -1.65% | 50.48% | ||
| 2023 | 53.91% | -1.37% | 1.24% | -2.30% | -9.63% | 5.10% | 4.27% | -15.38% | 4.67% | 18.55% | 27.37% | 35.40% | 169.30% |
| 2022 | -26.06% | 1.22% | 16.17% | -28.69% | -30.11% | -31.61% | 29.43% | -13.41% | -5.11% | 13.12% | -19.63% | -20.61% | -77.25% |
| 2021 | -31.25% | -20.87% | 6.75% | 54.38% | 3.33% | 79.14% | -11.99% | -22.38% | 13.37% |
Expense Ratio
Crypto 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
Risk-Adjusted Performance Rank
The current rank of Crypto is 2, indicating that it is in the bottom 2% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
ETH-USD Ethereum | -0.34 | -0.09 | 0.99 | 0.00 | -0.83 |
BTC-USD Bitcoin | 1.07 | 1.78 | 1.17 | 0.91 | 4.39 |
BNB-USD Binance Coin | 1.18 | 1.89 | 1.19 | 0.90 | 4.07 |
SOL-USD Solana | 1.26 | 1.98 | 1.19 | 1.03 | 4.35 |
LINK-USD ChainLink | -0.56 | -0.50 | 0.95 | 0.04 | -1.13 |
AAVE-USD Aave | 0.59 | 1.46 | 1.14 | 0.26 | 2.13 |
THETA-USD THETA | -0.67 | -0.85 | 0.92 | 0.00 | -1.24 |
SNX-USD SynthetixNetworkToken | -0.84 | -1.62 | 0.86 | 0.02 | -1.33 |
SHIB-USD Shiba Inu | -0.32 | 0.15 | 1.01 | 0.08 | -0.68 |
DOGE-USD Dogecoin | 2.72 | 3.13 | 1.30 | 2.20 | 7.24 |
HBAR-USD HederaHashgraph | -0.55 | -0.79 | 0.93 | 0.01 | -1.28 |
AVAX-USD Avalanche | -0.31 | 0.14 | 1.01 | 0.02 | -0.56 |
ADA-USD Cardano | -0.39 | -0.13 | 0.99 | 0.00 | -0.64 |
DOT-USD Polkadot | -0.90 | -1.49 | 0.86 | 0.01 | -1.31 |
BCH-USD Bitcoin Cash | 0.10 | 0.79 | 1.07 | 0.02 | 0.21 |
Dividends
Dividend yield
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 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 85.17%, occurring on Dec 30, 2022. The portfolio has not yet recovered.
The current Crypto drawdown is 39.28%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -85.17% | Oct 30, 2021 | 427 | Dec 30, 2022 | — | — | — |
| -61.27% | May 15, 2021 | 67 | Jul 20, 2021 | 58 | Sep 16, 2021 | 125 |
| -22.05% | Sep 17, 2021 | 5 | Sep 21, 2021 | 14 | Oct 5, 2021 | 19 |
| -10.09% | May 12, 2021 | 1 | May 12, 2021 | 2 | May 14, 2021 | 3 |
| -4.97% | Oct 7, 2021 | 4 | Oct 10, 2021 | 4 | Oct 14, 2021 | 8 |
Volatility
Volatility Chart
The current Crypto volatility is 21.62%, 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
| SHIB-USD | SOL-USD | SNX-USD | DOGE-USD | HBAR-USD | AAVE-USD | BNB-USD | AVAX-USD | BCH-USD | THETA-USD | LINK-USD | ADA-USD | BTC-USD | DOT-USD | ETH-USD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SHIB-USD | 1.00 | 0.60 | 0.60 | 0.77 | 0.63 | 0.62 | 0.63 | 0.63 | 0.64 | 0.66 | 0.63 | 0.68 | 0.69 | 0.68 | 0.69 |
| SOL-USD | 0.60 | 1.00 | 0.63 | 0.61 | 0.65 | 0.64 | 0.63 | 0.72 | 0.64 | 0.66 | 0.67 | 0.69 | 0.69 | 0.73 | 0.72 |
| SNX-USD | 0.60 | 0.63 | 1.00 | 0.60 | 0.65 | 0.71 | 0.64 | 0.68 | 0.65 | 0.66 | 0.69 | 0.68 | 0.66 | 0.71 | 0.72 |
| DOGE-USD | 0.77 | 0.61 | 0.60 | 1.00 | 0.63 | 0.61 | 0.65 | 0.64 | 0.69 | 0.66 | 0.64 | 0.71 | 0.72 | 0.70 | 0.70 |
| HBAR-USD | 0.63 | 0.65 | 0.65 | 0.63 | 1.00 | 0.65 | 0.66 | 0.65 | 0.64 | 0.70 | 0.67 | 0.70 | 0.69 | 0.71 | 0.70 |
| AAVE-USD | 0.62 | 0.64 | 0.71 | 0.61 | 0.65 | 1.00 | 0.66 | 0.66 | 0.66 | 0.66 | 0.68 | 0.68 | 0.67 | 0.73 | 0.75 |
| BNB-USD | 0.63 | 0.63 | 0.64 | 0.65 | 0.66 | 0.66 | 1.00 | 0.66 | 0.68 | 0.68 | 0.67 | 0.70 | 0.73 | 0.72 | 0.75 |
| AVAX-USD | 0.63 | 0.72 | 0.68 | 0.64 | 0.65 | 0.66 | 0.66 | 1.00 | 0.64 | 0.69 | 0.68 | 0.71 | 0.68 | 0.74 | 0.70 |
| BCH-USD | 0.64 | 0.64 | 0.65 | 0.69 | 0.64 | 0.66 | 0.68 | 0.64 | 1.00 | 0.67 | 0.70 | 0.71 | 0.75 | 0.71 | 0.75 |
| THETA-USD | 0.66 | 0.66 | 0.66 | 0.66 | 0.70 | 0.66 | 0.68 | 0.69 | 0.67 | 1.00 | 0.71 | 0.72 | 0.71 | 0.75 | 0.71 |
| LINK-USD | 0.63 | 0.67 | 0.69 | 0.64 | 0.67 | 0.68 | 0.67 | 0.68 | 0.70 | 0.71 | 1.00 | 0.74 | 0.70 | 0.77 | 0.76 |
| ADA-USD | 0.68 | 0.69 | 0.68 | 0.71 | 0.70 | 0.68 | 0.70 | 0.71 | 0.71 | 0.72 | 0.74 | 1.00 | 0.74 | 0.79 | 0.75 |
| BTC-USD | 0.69 | 0.69 | 0.66 | 0.72 | 0.69 | 0.67 | 0.73 | 0.68 | 0.75 | 0.71 | 0.70 | 0.74 | 1.00 | 0.74 | 0.83 |
| DOT-USD | 0.68 | 0.73 | 0.71 | 0.70 | 0.71 | 0.73 | 0.72 | 0.74 | 0.71 | 0.75 | 0.77 | 0.79 | 0.74 | 1.00 | 0.78 |
| ETH-USD | 0.69 | 0.72 | 0.72 | 0.70 | 0.70 | 0.75 | 0.75 | 0.70 | 0.75 | 0.71 | 0.76 | 0.75 | 0.83 | 0.78 | 1.00 |