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Crypto Portfolio

Last updated Feb 24, 2024

Asset Allocation


BTC-USD 19%ETH-USD 13%XRP-USD 10%QDVE.DE 45%VUAA.L 13%CryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
BTC-USD
Bitcoin

19%

ETH-USD
Ethereum

13%

XRP-USD
Ripple

10%

QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF
Technology Equities

45%

VUAA.L
Vanguard S&P 500 UCITS ETF
Large Cap Growth Equities

13%

S&P 500

Performance

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


0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2024February
40.16%
76.92%
Crypto Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 16, 2019, corresponding to the inception date of VUAA.L

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.69%4.52%15.50%26.83%12.76%10.70%
Crypto Portfolio11.60%9.91%40.16%70.12%N/AN/A
BTC-USD
Bitcoin
20.03%21.32%94.45%118.90%42.96%36.86%
ETH-USD
Ethereum
28.06%28.87%76.27%83.19%52.76%N/A
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF
10.13%3.60%25.76%59.37%26.39%N/A
VUAA.L
Vanguard S&P 500 UCITS ETF
6.52%3.98%16.80%30.27%N/AN/A
XRP-USD
Ripple
-13.08%0.44%2.04%41.38%8.23%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.41%
20235.04%-7.50%-2.81%7.08%10.28%7.01%

Sharpe Ratio

The current Crypto Portfolio Sharpe ratio is 2.05. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.05

The Sharpe ratio of Crypto Portfolio lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2024February
2.05
2.23
Crypto Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield


Crypto Portfolio doesn't pay dividends

Expense Ratio

The Crypto Portfolio has an expense ratio of 0.08% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.15%
0.00%2.15%
0.07%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.23
Crypto Portfolio
2.05
BTC-USD
Bitcoin
2.76
ETH-USD
Ethereum
1.88
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF
1.52
VUAA.L
Vanguard S&P 500 UCITS ETF
1.72
XRP-USD
Ripple
0.15

Asset Correlations Table

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

VUAA.LQDVE.DEXRP-USDBTC-USDETH-USD
VUAA.L1.000.810.140.160.16
QDVE.DE0.811.000.140.180.17
XRP-USD0.140.141.000.670.72
BTC-USD0.160.180.671.000.81
ETH-USD0.160.170.720.811.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-0.38%
0
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 50.37%, occurring on Nov 9, 2022. Recovery took 460 trading sessions.

The current Crypto Portfolio drawdown is 0.38%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-50.37%Nov 9, 2021366Nov 9, 2022460Feb 12, 2024826
-42.27%Feb 15, 202033Mar 18, 2020133Jul 29, 2020166
-28.92%May 9, 202173Jul 20, 202145Sep 3, 2021118
-20.18%Jun 27, 2019174Dec 17, 201950Feb 5, 2020224
-17.38%Sep 7, 202115Sep 21, 202129Oct 20, 202144

Volatility Chart

The current Crypto Portfolio volatility is 4.36%, 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%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2024February
4.36%
3.90%
Crypto Portfolio
Benchmark (^GSPC)
Portfolio components
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