Crypto

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Crypto

Currency in USD · Last updated Jun 2, 2025

Asset Allocation

Position	Category/Sector	Target 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%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Oct 5, 2020, corresponding to the inception date of AAVE-USD

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.51%	3.96%	-2.00%	12.02%	14.19%	10.85%
Crypto	-29.32%	5.74%	-36.72%	-1.47%	N/A	N/A
Portfolio components:
ETH-USD Ethereum	-24.11%	37.25%	-31.85%	-33.68%	59.24%	N/A
BTC-USD Bitcoin	12.00%	7.97%	7.56%	54.55%	59.40%	84.75%
BNB-USD Binance Coin	-6.06%	9.54%	0.39%	9.51%	105.62%	N/A
SOL-USD Solana	-17.24%	5.80%	-33.93%	-5.66%	206.67%	N/A
LINK-USD ChainLink	-30.12%	-4.67%	-26.01%	-24.10%	26.12%	N/A
AAVE-USD Aave	-19.88%	41.48%	18.35%	137.71%	N/A	N/A
THETA-USD THETA	-65.39%	-0.59%	-73.39%	-63.45%	24.79%	N/A
SNX-USD SynthetixNetworkToken	-63.86%	-4.04%	-72.60%	-76.09%	-2.27%	N/A
SHIB-USD Shiba Inu	-39.35%	-4.72%	-58.37%	-49.22%	N/A	N/A
DOGE-USD Dogecoin	-39.00%	6.06%	-56.23%	20.21%	135.71%	104.48%
HBAR-USD HederaHashgraph	-37.60%	-10.37%	-19.97%	67.68%	30.87%	N/A
AVAX-USD Avalanche	-41.72%	-2.11%	-53.87%	-41.83%	N/A	N/A
ADA-USD Cardano	-18.69%	-1.71%	-40.61%	52.47%	53.25%	N/A
DOT-USD Polkadot	-38.48%	-1.96%	-56.15%	-42.17%	N/A	N/A
BCH-USD Bitcoin Cash	-4.45%	8.26%	-22.18%	-10.49%	10.17%	N/A

*Annualized

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
2025	2.73%	-31.99%	-11.74%	5.55%	8.37%	0.20%							-29.32%
2024	-11.44%	38.80%	42.41%	-29.85%	13.88%	-15.91%	-4.26%	-13.06%	12.60%	-1.65%	93.96%	-6.92%	95.69%
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	-25.94%	1.16%	16.24%	-28.73%	-30.13%	-31.57%	29.43%	-13.41%	-5.11%	13.12%	-19.63%	-20.61%	-77.22%
2021	1,307.78%	-42.76%	263.74%	280.43%	203.79%	-5.37%	6.76%	53.73%	3.77%	79.09%	-12.05%	-22.40%	66,639.14%
2020										-5.42%	35.10%	22.56%	56.61%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Crypto has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Crypto is 24, meaning it’s performing worse than 76% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin 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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
ETH-USD Ethereum	-0.46	0.52	1.05	0.03	-0.09
BTC-USD Bitcoin	1.09	2.75	1.29	1.88	9.40
BNB-USD Binance Coin	0.18	0.86	1.09	0.16	1.33
SOL-USD Solana	-0.06	0.88	1.09	0.04	0.39
LINK-USD ChainLink	-0.25	1.33	1.13	0.17	1.11
AAVE-USD Aave	1.29	1.79	1.17	0.49	2.38
THETA-USD THETA	-0.61	-0.32	0.97	0.04	-1.14
SNX-USD SynthetixNetworkToken	-0.76	-0.79	0.93	0.02	-1.21
SHIB-USD Shiba Inu	-0.53	0.46	1.05	0.01	-0.38
DOGE-USD Dogecoin	0.20	2.15	1.22	0.87	3.27
HBAR-USD HederaHashgraph	0.53	3.85	1.36	3.22	11.76
AVAX-USD Avalanche	-0.44	0.15	1.01	0.02	-0.74
ADA-USD Cardano	0.45	2.59	1.27	1.04	5.27
DOT-USD Polkadot	-0.49	0.57	1.06	0.00	-0.17
BCH-USD Bitcoin Cash	-0.13	1.14	1.11	0.13	0.95

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Crypto Sharpe ratios as of Jun 2, 2025 (values are recalculated daily):

1-Year: -0.02
All Time: 1.60

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.59 to 1.12, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Crypto compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Crypto doesn't pay dividends

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 87.24%, occurring on Dec 30, 2022. The portfolio has not yet recovered.

The current Crypto drawdown is 52.44%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-87.24%	May 11, 2021	599	Dec 30, 2022	—	—	—
-55.11%	Apr 20, 2021	8	Apr 27, 2021	11	May 8, 2021	19
-55.09%	Feb 1, 2021	1	Feb 1, 2021	31	Mar 4, 2021	32
-48.98%	Mar 16, 2021	10	Mar 25, 2021	20	Apr 14, 2021	30
-24.82%	Mar 5, 2021	1	Mar 5, 2021	9	Mar 14, 2021	10

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 15 assets, with an effective number of assets of 15.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

	^GSPC	SHIB-USD	SOL-USD	DOGE-USD	HBAR-USD	AAVE-USD	BNB-USD	THETA-USD	SNX-USD	BCH-USD	AVAX-USD	BTC-USD	LINK-USD	ADA-USD	DOT-USD	ETH-USD	Portfolio
^GSPC	1.00	0.20	0.30	0.30	0.30	0.32	0.29	0.29	0.31	0.30	0.30	0.34	0.31	0.34	0.32	0.35	0.32
SHIB-USD	0.20	1.00	0.47	0.61	0.49	0.47	0.48	0.52	0.46	0.50	0.50	0.54	0.51	0.52	0.52	0.52	0.75
SOL-USD	0.30	0.47	1.00	0.55	0.59	0.60	0.59	0.58	0.59	0.56	0.67	0.61	0.61	0.63	0.65	0.65	0.71
DOGE-USD	0.30	0.61	0.55	1.00	0.58	0.55	0.59	0.60	0.56	0.65	0.62	0.68	0.62	0.65	0.63	0.65	0.74
HBAR-USD	0.30	0.49	0.59	0.58	1.00	0.59	0.62	0.67	0.61	0.61	0.63	0.65	0.65	0.68	0.67	0.65	0.72
AAVE-USD	0.32	0.47	0.60	0.55	0.59	1.00	0.60	0.59	0.71	0.60	0.64	0.61	0.67	0.64	0.68	0.72	0.71
BNB-USD	0.29	0.48	0.59	0.59	0.62	0.60	1.00	0.60	0.61	0.65	0.64	0.69	0.64	0.67	0.68	0.72	0.70
THETA-USD	0.29	0.52	0.58	0.60	0.67	0.59	0.60	1.00	0.63	0.65	0.63	0.66	0.67	0.66	0.71	0.66	0.72
SNX-USD	0.31	0.46	0.59	0.56	0.61	0.71	0.61	0.63	1.00	0.63	0.67	0.61	0.69	0.66	0.69	0.70	0.72
BCH-USD	0.30	0.50	0.56	0.65	0.61	0.60	0.65	0.65	0.63	1.00	0.62	0.74	0.70	0.68	0.69	0.74	0.71
AVAX-USD	0.30	0.50	0.67	0.62	0.63	0.64	0.64	0.63	0.67	0.62	1.00	0.64	0.68	0.71	0.71	0.68	0.75
BTC-USD	0.34	0.54	0.61	0.68	0.65	0.61	0.69	0.66	0.61	0.74	0.64	1.00	0.68	0.70	0.71	0.80	0.74
LINK-USD	0.31	0.51	0.61	0.62	0.65	0.67	0.64	0.67	0.69	0.70	0.68	0.68	1.00	0.72	0.75	0.75	0.75
ADA-USD	0.34	0.52	0.63	0.65	0.68	0.64	0.67	0.66	0.66	0.68	0.71	0.70	0.72	1.00	0.76	0.73	0.76
DOT-USD	0.32	0.52	0.65	0.63	0.67	0.68	0.68	0.71	0.69	0.69	0.71	0.71	0.75	0.76	1.00	0.76	0.76
ETH-USD	0.35	0.52	0.65	0.65	0.65	0.72	0.72	0.66	0.70	0.74	0.68	0.80	0.75	0.73	0.76	1.00	0.77
Portfolio	0.32	0.75	0.71	0.74	0.72	0.71	0.70	0.72	0.72	0.71	0.75	0.74	0.75	0.76	0.76	0.77	1.00

The correlation results are calculated based on daily price changes starting from Oct 6, 2020

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

Crypto

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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