Bitcoin ETC
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BTCE.DE ETC Group Physical Bitcoin | Blockchain | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Bitcoin ETC, 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 Jun 18, 2020, corresponding to the inception date of BTCE.DE
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 26.78% | 5.56% | 14.46% | 31.61% | 14.25% | 11.32% |
| Bitcoin ETC | 121.86% | 37.95% | 37.00% | 129.37% | N/A | N/A |
| Portfolio components: | ||||||
BTCE.DE ETC Group Physical Bitcoin | 121.86% | 37.95% | 37.00% | 129.37% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of Bitcoin ETC, 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 | 0.55% | 44.14% | 13.51% | -14.75% | 10.88% | -9.64% | 9.03% | -12.55% | 9.31% | 10.72% | 39.29% | 121.86% | |
| 2023 | 40.03% | 0.71% | 21.81% | 1.49% | -7.08% | 11.08% | -2.95% | -7.39% | -1.03% | 27.98% | 8.90% | 13.98% | 154.21% |
| 2022 | -19.90% | 7.63% | 12.82% | -15.97% | -19.18% | -39.52% | 25.21% | -16.41% | -0.89% | 1.98% | -16.69% | -3.06% | -65.87% |
| 2021 | 34.58% | 27.26% | 23.12% | -3.79% | -35.08% | -7.52% | 13.74% | 21.25% | -8.84% | 43.72% | -7.38% | -18.06% | 67.02% |
| 2020 | -3.31% | 23.59% | 3.02% | -8.25% | 25.01% | 43.77% | 43.14% | 190.56% |
Expense Ratio
Bitcoin ETC has a high expense ratio of 2.00%, indicating higher-than-average management fees. 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 Bitcoin ETC is 32, 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 | |
|---|---|---|---|---|---|
BTCE.DE ETC Group Physical Bitcoin | 2.23 | 2.76 | 1.34 | 2.56 | 9.85 |
Dividends
Dividend yield
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 Bitcoin ETC. 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 Bitcoin ETC was 77.06%, occurring on Nov 21, 2022. Recovery took 332 trading sessions.
The current Bitcoin ETC drawdown is 1.92%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -77.06% | Nov 11, 2021 | 263 | Nov 21, 2022 | 332 | Mar 11, 2024 | 595 |
| -53.32% | Apr 14, 2021 | 69 | Jul 20, 2021 | 66 | Oct 20, 2021 | 135 |
| -26.24% | Mar 14, 2024 | 124 | Sep 6, 2024 | 43 | Nov 6, 2024 | 167 |
| -25.75% | Jan 11, 2021 | 1 | Jan 11, 2021 | 20 | Feb 8, 2021 | 21 |
| -17.68% | Aug 18, 2020 | 16 | Sep 8, 2020 | 31 | Oct 21, 2020 | 47 |
Volatility
Volatility Chart
The current Bitcoin ETC volatility is 15.67%, 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.