Cry2
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BTC-USD Bitcoin | 45% | |
ETH-USD Ethereum | 35% | |
QQQ Invesco QQQ | Large Cap Blend Equities | 10% |
USD=X USD Cash | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Cry2, 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 Aug 7, 2015, corresponding to the inception date of ETH-USD
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
| Cry2 | 31.48% | -9.49% | 0.20% | 86.64% | 56.11% | N/A |
| Portfolio components: | ||||||
BTC-USD Bitcoin | 48.65% | -7.95% | 10.06% | 140.67% | 45.86% | 61.86% |
ETH-USD Ethereum | 17.53% | -18.04% | -17.36% | 62.26% | 73.71% | N/A |
QQQ Invesco QQQ | 16.41% | 2.67% | 8.94% | 30.50% | 21.20% | 17.91% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Monthly Returns
The table below presents the monthly returns of Cry2, 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 | 0.54% | 36.41% | 11.23% | -13.36% | 14.05% | -5.58% | -0.81% | 31.48% | |||||
| 2023 | 30.37% | 0.42% | 16.63% | 2.36% | -2.44% | 7.02% | -2.86% | -9.12% | 1.66% | 15.69% | 9.58% | 10.24% | 104.68% |
| 2022 | -17.96% | 7.76% | 6.91% | -14.87% | -16.84% | -31.19% | 29.29% | -9.46% | -8.44% | 9.32% | -13.21% | -5.31% | -55.66% |
| 2021 | 33.35% | 17.65% | 28.44% | 15.85% | -14.37% | -10.11% | 12.74% | 19.28% | -8.94% | 34.11% | -0.22% | -16.51% | 145.81% |
| 2020 | 27.20% | 4.07% | -28.08% | 36.41% | 9.12% | -1.49% | 29.55% | 12.82% | -11.37% | 14.86% | 41.64% | 31.36% | 286.48% |
| 2019 | -9.33% | 14.12% | 4.94% | 18.97% | 50.74% | 18.57% | -11.27% | -8.41% | -5.13% | 6.24% | -13.83% | -6.79% | 51.89% |
| 2018 | 4.57% | -11.14% | -35.15% | 38.84% | -13.60% | -14.76% | 8.25% | -15.25% | -7.26% | -7.58% | -31.46% | 0.29% | -66.70% |
| 2017 | 12.75% | 28.67% | 104.59% | 31.64% | 108.22% | 19.13% | -3.19% | 56.17% | -10.94% | 23.29% | 45.52% | 41.61% | 3,215.69% |
| 2016 | 44.97% | 110.39% | 66.91% | -4.54% | 26.40% | 8.17% | -4.24% | -4.00% | 7.41% | 0.67% | -3.04% | 14.42% | 632.77% |
| 2015 | -26.37% | -7.32% | 24.41% | 7.54% | 9.38% | -0.14% |
Expense Ratio
Cry2 has an expense ratio of 0.02%, 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 Cry2 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.
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 | 1.40 | 2.07 | 1.21 | 0.85 | 6.95 |
ETH-USD Ethereum | 0.54 | 1.23 | 1.13 | 0.22 | 1.94 |
QQQ Invesco QQQ | 1.40 | 1.95 | 1.25 | 0.55 | 6.82 |
USD=X USD Cash | — | — | — | — | — |
Dividends
Dividend yield
Cry2 granted a 0.06% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Cry2 | 0.06% | 0.06% | 0.08% | 0.04% | 0.06% | 0.07% | 0.09% | 0.08% | 0.11% | 0.10% | 0.14% | 0.10% |
| 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% |
QQQ Invesco QQQ | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
USD=X USD Cash | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Cry2. 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 Cry2 was 78.61%, occurring on Dec 14, 2018. Recovery took 707 trading sessions.
The current Cry2 drawdown is 17.83%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -78.61% | Jan 14, 2018 | 335 | Dec 14, 2018 | 707 | Nov 20, 2020 | 1042 |
| -67.89% | Nov 9, 2021 | 366 | Nov 9, 2022 | 481 | Mar 4, 2024 | 847 |
| -45.73% | May 12, 2021 | 70 | Jul 20, 2021 | 91 | Oct 19, 2021 | 161 |
| -40.08% | Jun 13, 2017 | 34 | Jul 16, 2017 | 27 | Aug 12, 2017 | 61 |
| -37.72% | Aug 8, 2015 | 75 | Oct 21, 2015 | 51 | Dec 11, 2015 | 126 |
Volatility
Volatility Chart
The current Cry2 volatility is 16.77%, 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
| USD=X | QQQ | BTC-USD | ETH-USD | |
|---|---|---|---|---|
| USD=X | 0.00 | 0.00 | 0.00 | 0.00 |
| QQQ | 0.00 | 1.00 | 0.14 | 0.15 |
| BTC-USD | 0.00 | 0.14 | 1.00 | 0.63 |
| ETH-USD | 0.00 | 0.15 | 0.63 | 1.00 |