Crypto Portfolio
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
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% |
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
The earliest data available for this chart is Oct 13, 2020, corresponding to the inception date of AAVE-USD
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
Crypto Portfolio | 26.60% | 2.48% | 27.05% | 45.90% | N/A | N/A |
Portfolio components: | ||||||
BTC-USD Bitcoin | 55.63% | 8.17% | 57.30% | 125.18% | 47.39% | 60.34% |
ETH-USD Ethereum | 39.14% | -5.79% | 40.02% | 70.64% | 72.57% | N/A |
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 24.09% | -3.45% | 16.73% | 33.59% | 24.78% | N/A |
XRP-USD Ripple | -2.46% | 27.73% | 12.71% | -15.95% | 14.07% | N/A |
AAVE-USD Aave | -14.80% | -1.61% | 1.68% | 28.39% | N/A | N/A |
VUAA.L Vanguard S&P 500 UCITS ETF | 14.57% | -0.12% | 11.84% | 20.16% | 14.04% | N/A |
IUSA.DE iShares Core S&P 500 UCITS ETF USD (Dist) | 14.74% | -0.23% | 11.92% | 20.43% | 14.60% | 14.98% |
PLNUSD=X PLN/USD | -0.00% | 2.63% | 2.30% | 2.42% | -0.58% | -2.92% |
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -1.90% | 19.75% | 8.17% | -12.13% | 10.18% | 2.15% | 26.60% | ||||||
2023 | 22.43% | -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 | -16.82% | 3.57% | 7.44% | -15.47% | -12.19% | -20.71% | 23.52% | -8.46% | -3.68% | 6.79% | -7.41% | -7.56% | -45.78% |
2021 | 47.73% | 7.00% | 18.46% | 30.89% | -14.80% | -9.44% | 9.74% | 17.73% | -11.61% | 18.97% | -1.03% | -7.03% | 136.41% |
2020 | -5.53% | 50.96% | 1.85% | 45.25% |
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Crypto Portfolio is 71, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
---|---|---|---|---|---|
BTC-USD Bitcoin | 2.56 | 2.98 | 1.31 | 1.53 | 14.15 |
ETH-USD Ethereum | 1.67 | 2.33 | 1.24 | 0.83 | 7.24 |
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 2.40 | 3.19 | 1.42 | 1.87 | 17.25 |
XRP-USD Ripple | -0.05 | 0.37 | 1.04 | 0.00 | -0.15 |
AAVE-USD Aave | 0.09 | 0.73 | 1.07 | 0.01 | 0.27 |
VUAA.L Vanguard S&P 500 UCITS ETF | 3.17 | 4.58 | 1.61 | 2.14 | 24.20 |
IUSA.DE iShares Core S&P 500 UCITS ETF USD (Dist) | 3.31 | 4.72 | 1.65 | 2.13 | 24.22 |
PLNUSD=X PLN/USD | 0.32 | 0.49 | 1.05 | 0.03 | 1.27 |
Dividends
Dividend yield
Crypto Portfolio granted a 0.01% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Crypto Portfolio | 0.01% | 0.02% | 0.02% | 0.01% | 0.02% | 0.02% | 0.02% | 0.03% | 0.02% | 0.02% | 0.03% | 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) | 1.18% | 1.35% | 1.54% | 1.16% | 1.62% | 1.66% | 2.00% | 2.09% | 1.50% | 2.05% | 2.22% | 1.90% |
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.
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 2.91%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-55.18% | Nov 9, 2021 | 222 | Jun 18, 2022 | 620 | Feb 28, 2024 | 842 |
-33.7% | May 9, 2021 | 45 | Jun 22, 2021 | 76 | Sep 6, 2021 | 121 |
-20.4% | Feb 13, 2021 | 14 | Feb 26, 2021 | 38 | Apr 5, 2021 | 52 |
-20.28% | Sep 7, 2021 | 22 | Sep 28, 2021 | 35 | Nov 2, 2021 | 57 |
-17.7% | Apr 16, 2021 | 9 | Apr 24, 2021 | 9 | May 3, 2021 | 18 |
Volatility
Volatility Chart
The current Crypto Portfolio volatility is 7.48%, 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
PLNUSD=X | XRP-USD | AAVE-USD | VUAA.L | QDVE.DE | BTC-USD | IUSA.DE | ETH-USD | |
---|---|---|---|---|---|---|---|---|
PLNUSD=X | 1.00 | 0.14 | 0.16 | 0.29 | 0.28 | 0.16 | 0.35 | 0.19 |
XRP-USD | 0.14 | 1.00 | 0.60 | 0.16 | 0.17 | 0.64 | 0.16 | 0.67 |
AAVE-USD | 0.16 | 0.60 | 1.00 | 0.18 | 0.20 | 0.61 | 0.19 | 0.72 |
VUAA.L | 0.29 | 0.16 | 0.18 | 1.00 | 0.80 | 0.19 | 0.89 | 0.20 |
QDVE.DE | 0.28 | 0.17 | 0.20 | 0.80 | 1.00 | 0.20 | 0.84 | 0.23 |
BTC-USD | 0.16 | 0.64 | 0.61 | 0.19 | 0.20 | 1.00 | 0.19 | 0.80 |
IUSA.DE | 0.35 | 0.16 | 0.19 | 0.89 | 0.84 | 0.19 | 1.00 | 0.20 |
ETH-USD | 0.19 | 0.67 | 0.72 | 0.20 | 0.23 | 0.80 | 0.20 | 1.00 |