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Crypto Portfolio
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Crypto Portfolio

Last updated Sep 7, 2024

Asset Allocation

BTC-USD 17%ETH-USD 13%XRP-USD 12%AAVE-USD 8%QDVE.DE 40.5%VUAA.L 8%IUSA.DE 1.2%CryptocurrencyCryptocurrencyCurrencyCurrencyEquityEquity
PositionCategory/SectorWeight
AAVE-USD
Aave
8%
BTC-USD
Bitcoin
17%
ETH-USD
Ethereum
13%
IUSA.DE
iShares Core S&P 500 UCITS ETF USD (Dist)		Large Cap Blend Equities
1.20%
PLNUSD=X
PLN/USD
0.30%
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF		Technology Equities
40.50%
VUAA.L
Vanguard S&P 500 UCITS ETF		Large Cap Growth Equities
8%
XRP-USD
Ripple
12%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Crypto Portfolio, 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

-10.00%-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
-8.62%
5.56%
Crypto Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 13, 2020, corresponding to the inception date of AAVE-USD

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		13.39%4.02%5.56%21.51%12.69%10.55%
Crypto Portfolio16.62%-3.96%-8.67%51.35%N/AN/A
Portfolio components:
BTC-USD
Bitcoin		27.64%-12.58%-21.24%108.25%38.88%60.51%
ETH-USD
Ethereum		-2.52%-17.12%-43.20%35.92%65.09%N/A
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF		18.16%0.55%4.43%30.99%23.15%N/A
XRP-USD
Ripple		-15.22%-15.58%-16.16%3.27%14.66%N/A
AAVE-USD
Aave		16.37%24.81%-3.08%124.79%N/AN/A
VUAA.L
Vanguard S&P 500 UCITS ETF		14.23%2.59%5.81%22.83%14.23%N/A
IUSA.DE
iShares Core S&P 500 UCITS ETF USD (Dist)		14.40%2.36%5.83%22.96%14.13%14.03%
PLNUSD=X
PLN/USD		2.01%2.57%1.69%11.87%0.47%-2.07%

Monthly Returns

The table below presents the monthly returns of Crypto Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.90%19.75%8.17%-12.13%10.18%2.15%3.03%-3.52%16.62%
202322.43%-1.10%14.40%-0.73%3.66%5.43%5.13%-9.06%-0.85%8.70%10.97%7.35%84.48%
2022-16.80%3.55%7.44%-15.49%-12.19%-20.69%23.52%-8.46%-3.68%6.79%-7.41%-7.56%-45.76%
202147.77%6.99%18.48%30.82%-14.79%-9.46%9.72%17.73%-11.58%18.97%-1.01%-7.04%136.39%
2020-5.54%50.90%1.96%45.34%

Expense Ratio

Crypto Portfolio has an expense ratio of 0.07%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF
Expense ratio chart for QDVE.DE: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
VUAA.L
Vanguard S&P 500 UCITS ETF
Expense ratio chart for VUAA.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
IUSA.DE
iShares Core S&P 500 UCITS ETF USD (Dist)
Expense ratio chart for IUSA.DE: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Crypto Portfolio is 9, indicating that it is in the bottom 9% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of Crypto Portfolio is 99
Crypto Portfolio
The Sharpe Ratio Rank of Crypto Portfolio is 1010Sharpe Ratio Rank
The Sortino Ratio Rank of Crypto Portfolio is 1010Sortino Ratio Rank
The Omega Ratio Rank of Crypto Portfolio is 88Omega Ratio Rank
The Calmar Ratio Rank of Crypto Portfolio is 77Calmar Ratio Rank
The Martin Ratio Rank of Crypto Portfolio is 1212Martin 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.

Crypto Portfolio
Sharpe ratio
The chart of Sharpe ratio for Crypto Portfolio, currently valued at 0.77, compared to the broader market-1.000.001.002.003.000.77
Sortino ratio
The chart of Sortino ratio for Crypto Portfolio, currently valued at 1.21, compared to the broader market-2.000.002.004.001.21
Omega ratio
The chart of Omega ratio for Crypto Portfolio, currently valued at 1.13, compared to the broader market0.801.001.201.401.601.13
Calmar ratio
The chart of Calmar ratio for Crypto Portfolio, currently valued at 0.40, compared to the broader market0.002.004.006.000.40
Martin ratio
The chart of Martin ratio for Crypto Portfolio, currently valued at 3.46, compared to the broader market0.005.0010.0015.0020.0025.0030.003.46
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.28, compared to the broader market-2.000.002.004.002.28
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.30, compared to the broader market0.801.001.201.401.601.30
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.49, compared to the broader market0.002.004.006.001.49
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.96, compared to the broader market0.005.0010.0015.0020.0025.0030.007.96
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BTC-USD
Bitcoin		0.771.421.140.383.56
ETH-USD
Ethereum		-0.060.391.040.00-0.21
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF		1.251.751.220.575.91
XRP-USD
Ripple		-0.34-0.080.990.00-1.01
AAVE-USD
Aave		0.230.981.100.070.77
VUAA.L
Vanguard S&P 500 UCITS ETF		1.762.471.320.7710.35
IUSA.DE
iShares Core S&P 500 UCITS ETF USD (Dist)		1.852.521.340.7810.51
PLNUSD=X
PLN/USD		0.340.511.060.031.58

Sharpe Ratio

The current Crypto Portfolio Sharpe ratio is 0.77. 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 1.33 to 1.91, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Crypto Portfolio 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 Ratio0.501.001.502.002.503.003.504.00AprilMayJuneJulyAugustSeptember
0.77
1.66
Crypto Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Crypto Portfolio granted a 0.01% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Crypto Portfolio0.01%0.01%0.02%0.01%0.02%0.02%0.02%0.02%0.02%0.02%0.02%0.02%
Portfolio components:
BTC-USD
Bitcoin		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ETH-USD
Ethereum		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XRP-USD
Ripple		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AAVE-USD
Aave		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUAA.L
Vanguard S&P 500 UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IUSA.DE
iShares Core S&P 500 UCITS ETF USD (Dist)		1.12%1.25%1.46%0.99%1.40%1.48%1.71%1.84%1.36%1.85%1.67%1.43%
PLNUSD=X
PLN/USD		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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.

-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-11.69%
-4.57%
Crypto Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Crypto Portfolio. 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 Portfolio was 55.18%, occurring on Jun 18, 2022. Recovery took 620 trading sessions.

The current Crypto Portfolio drawdown is 11.69%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-55.18%Nov 9, 2021222Jun 18, 2022620Feb 28, 2024842
-33.69%May 9, 202145Jun 22, 202176Sep 6, 2021121
-20.3%Sep 7, 202122Sep 28, 202135Nov 2, 202157
-20.24%Feb 13, 202114Feb 26, 202138Apr 5, 202152
-17.72%Apr 16, 20219Apr 24, 20219May 3, 202118

Volatility

Volatility Chart

The current Crypto Portfolio volatility is 9.45%, 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.

2.00%4.00%6.00%8.00%10.00%12.00%14.00%AprilMayJuneJulyAugustSeptember
9.45%
4.88%
Crypto Portfolio
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
PLNUSD=XXRP-USDAAVE-USDVUAA.LQDVE.DEBTC-USDIUSA.DEETH-USD
PLNUSD=X1.000.140.160.280.280.160.350.19
XRP-USD0.141.000.600.170.180.650.170.67
AAVE-USD0.160.601.000.180.200.610.190.71
VUAA.L0.280.170.181.000.810.190.890.20
QDVE.DE0.280.180.200.811.000.210.850.22
BTC-USD0.160.650.610.190.211.000.200.81
IUSA.DE0.350.170.190.890.850.201.000.20
ETH-USD0.190.670.710.200.220.810.201.00
The correlation results are calculated based on daily price changes starting from Oct 14, 2020