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Crypto
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


ETH-USD 6.67%BTC-USD 6.67%BNB-USD 6.67%SOL-USD 6.67%LINK-USD 6.67%AAVE-USD 6.67%THETA-USD 6.67%SNX-USD 6.67%SHIB-USD 6.67%DOGE-USD 6.67%HBAR-USD 6.67%AVAX-USD 6.67%ADA-USD 6.67%DOT-USD 6.67%BCH-USD 6.67%CryptocurrencyCryptocurrency
PositionCategory/SectorTarget 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 every 3 months.


-40.00%-20.00%0.00%20.00%40.00%NovemberDecember2025FebruaryMarchApril
-30.62%
31.92%
Crypto
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 10, 2021, corresponding to the inception date of SHIB-USD

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-6.06%-3.27%-4.87%9.44%14.30%10.11%
Crypto-24.72%2.86%9.44%-1.73%N/AN/A
ETH-USD
Ethereum
-46.89%-11.91%-27.34%-43.93%55.12%N/A
BTC-USD
Bitcoin
0.55%8.10%40.97%45.69%65.05%82.80%
BNB-USD
Binance Coin
-14.16%-2.61%4.78%-2.00%105.67%N/A
SOL-USD
Solana
-19.53%10.94%-7.56%5.12%N/AN/A
LINK-USD
ChainLink
-24.78%-1.41%35.61%3.05%32.26%N/A
AAVE-USD
Aave
-45.63%-5.47%21.75%83.19%N/AN/A
THETA-USD
THETA
-66.22%-25.29%-34.16%-69.75%46.23%N/A
SNX-USD
SynthetixNetworkToken
-60.11%-15.61%-45.23%-74.18%2.16%N/A
SHIB-USD
Shiba Inu
-34.81%-2.95%-16.66%-46.40%N/AN/A
DOGE-USD
Dogecoin
-42.20%-6.34%39.27%20.52%139.79%112.23%
HBAR-USD
HederaHashgraph
-29.85%-1.70%295.38%57.37%40.76%N/A
AVAX-USD
Avalanche
-37.36%1.41%-10.18%-37.17%N/AN/A
ADA-USD
Cardano
-14.45%-0.86%122.50%53.25%73.58%N/A
DOT-USD
Polkadot
-35.73%-9.15%6.95%-37.86%N/AN/A
BCH-USD
Bitcoin Cash
-17.83%6.54%2.41%-25.54%7.68%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20259.65%-31.40%-11.73%13.38%-24.72%
2024-8.12%34.44%41.69%-30.30%18.02%-13.63%3.23%-15.83%11.94%4.02%57.48%-10.60%77.13%
202354.58%-3.25%3.65%-0.39%-9.56%-1.62%3.31%-14.33%3.31%24.19%28.01%40.34%180.24%
2022-31.47%5.19%15.30%-30.61%-35.79%-31.76%28.62%-14.65%-4.32%9.81%-24.91%-19.06%-82.28%
2021-31.25%-20.78%6.65%57.59%1.34%37.09%0.91%-18.32%4.81%

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 36, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Crypto is 3636
Overall Rank
The Sharpe Ratio Rank of Crypto is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of Crypto is 6565
Sortino Ratio Rank
The Omega Ratio Rank of Crypto is 3838
Omega Ratio Rank
The Calmar Ratio Rank of Crypto is 1313
Calmar Ratio Rank
The Martin Ratio Rank of Crypto is 2525
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.


The chart of Sharpe ratio for Portfolio, currently valued at 0.51, compared to the broader market-4.00-2.000.002.00
Portfolio: 0.51
^GSPC: 0.46
The chart of Sortino ratio for Portfolio, currently valued at 1.14, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 1.14
^GSPC: 0.77
The chart of Omega ratio for Portfolio, currently valued at 1.12, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.12
^GSPC: 1.11
The chart of Calmar ratio for Portfolio, currently valued at 0.20, compared to the broader market0.002.004.006.00
Portfolio: 0.20
^GSPC: 0.47
The chart of Martin ratio for Portfolio, currently valued at 1.47, compared to the broader market0.005.0010.0015.0020.00
Portfolio: 1.47
^GSPC: 1.94

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ETH-USD
Ethereum
-0.59-0.560.940.03-1.45
BTC-USD
Bitcoin
1.902.521.261.688.51
BNB-USD
Binance Coin
0.460.991.100.221.88
SOL-USD
Solana
0.150.901.090.050.49
LINK-USD
ChainLink
0.731.701.170.432.52
AAVE-USD
Aave
0.671.731.160.432.49
THETA-USD
THETA
-0.43-0.070.990.04-1.07
SNX-USD
SynthetixNetworkToken
-0.54-0.380.960.02-1.15
SHIB-USD
Shiba Inu
0.060.831.080.010.16
DOGE-USD
Dogecoin
1.332.131.220.893.81
HBAR-USD
HederaHashgraph
3.734.211.404.4117.85
AVAX-USD
Avalanche
0.140.921.090.040.37
ADA-USD
Cardano
1.612.831.301.437.72
DOT-USD
Polkadot
-0.010.651.070.00-0.03
BCH-USD
Bitcoin Cash
0.100.741.070.020.25

The current Crypto Sharpe ratio is 0.51. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.39 to 0.88, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of Crypto with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.51
0.46
Crypto
Benchmark (^GSPC)
Portfolio components

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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-52.12%
-10.07%
Crypto
Benchmark (^GSPC)
Portfolio components

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 87.20%, occurring on Dec 30, 2022. The portfolio has not yet recovered.

The current Crypto drawdown is 52.12%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-87.2%Nov 9, 2021417Dec 30, 2022
-61.47%May 15, 202167Jul 20, 202148Sep 6, 2021115
-23.18%Sep 16, 20216Sep 21, 202129Oct 20, 202135
-10.98%Sep 7, 20211Sep 7, 20218Sep 15, 20219
-10.09%May 12, 20211May 12, 20212May 14, 20213

Volatility

Volatility Chart

The current Crypto volatility is 22.93%, 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%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
22.93%
14.23%
Crypto
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets
2.004.006.008.0010.0012.0014.00
Effective Assets: 15.00

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.

^GSPCSHIB-USDHBAR-USDBNB-USDSOL-USDSNX-USDAAVE-USDDOGE-USDBCH-USDTHETA-USDAVAX-USDLINK-USDBTC-USDADA-USDDOT-USDETH-USDPortfolio
^GSPC1.000.280.310.310.320.330.360.340.330.310.330.330.360.370.350.370.38
SHIB-USD0.281.000.630.630.600.610.620.780.640.660.640.640.690.680.690.690.77
HBAR-USD0.310.631.000.650.650.650.640.630.650.700.660.680.680.710.710.680.80
BNB-USD0.310.630.651.000.620.630.640.650.670.670.650.650.720.690.710.740.78
SOL-USD0.320.600.650.621.000.630.630.620.640.660.720.670.700.690.710.710.88
SNX-USD0.330.610.650.630.631.000.720.610.660.670.690.700.660.680.710.730.78
AAVE-USD0.360.620.640.640.630.721.000.610.650.660.670.700.670.680.720.760.78
DOGE-USD0.340.780.630.650.620.610.611.000.700.670.660.650.730.710.700.700.79
BCH-USD0.330.640.650.670.640.660.650.701.000.680.660.700.750.710.720.750.79
THETA-USD0.310.660.700.670.660.670.660.670.681.000.700.710.700.720.760.710.80
AVAX-USD0.330.640.660.650.720.690.670.660.660.701.000.700.690.720.740.710.86
LINK-USD0.330.640.680.650.670.700.700.650.700.710.701.000.700.740.770.760.82
BTC-USD0.360.690.680.720.700.660.670.730.750.700.690.701.000.730.730.820.84
ADA-USD0.370.680.710.690.690.680.680.710.710.720.720.740.731.000.780.750.84
DOT-USD0.350.690.710.710.710.710.720.700.720.760.740.770.730.781.000.770.86
ETH-USD0.370.690.680.740.710.730.760.700.750.710.710.760.820.750.771.000.85
Portfolio0.380.770.800.780.880.780.780.790.790.800.860.820.840.840.860.851.00
The correlation results are calculated based on daily price changes starting from May 11, 2021