Performance & Low Correlation & High Sharpe
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
GBTC Grayscale Bitcoin Trust (BTC) | Financial Services | 50% |
SMCI Super Micro Computer, Inc. | Technology | 50% |
Performance
Performance Chart
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The earliest data available for this chart is May 4, 2015, corresponding to the inception date of GBTC
Returns By Period
As of May 28, 2025, the Performance & Low Correlation & High Sharpe returned 27.30% Year-To-Date and 76.07% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.68% | 7.17% | -1.66% | 11.63% | 14.34% | 10.88% |
| Performance & Low Correlation & High Sharpe | 27.30% | 14.53% | 23.94% | -0.63% | 87.46% | 76.07% |
| Portfolio components: | ||||||
GBTC Grayscale Bitcoin Trust (BTC) | 17.09% | 15.04% | 20.09% | 57.96% | 54.95% | 74.96% |
SMCI Super Micro Computer, Inc. | 36.38% | 13.98% | 20.74% | -52.97% | 75.00% | 28.65% |
Monthly Returns
The table below presents the monthly returns of Performance & Low Correlation & High Sharpe, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.09% | 11.81% | -11.42% | 3.43% | 22.94% | 27.30% | |||||||
| 2024 | 47.65% | 56.84% | 16.62% | -15.95% | 3.02% | -4.49% | -1.99% | -21.83% | 4.22% | -10.26% | 28.16% | -4.86% | 95.14% |
| 2023 | 17.85% | 9.84% | 26.78% | -0.34% | 47.95% | 17.75% | 16.70% | -10.74% | 0.95% | 13.29% | 13.48% | 10.09% | 324.09% |
| 2022 | -15.53% | 3.73% | 0.31% | -1.46% | 1.00% | -28.00% | 28.51% | 4.11% | -13.05% | 15.79% | 5.08% | -8.22% | -18.17% |
| 2021 | 2.99% | 15.07% | 17.85% | -5.79% | -20.41% | -0.15% | 12.25% | 2.52% | -5.56% | 22.48% | 2.22% | -11.85% | 25.41% |
| 2020 | 24.63% | -9.44% | -22.23% | 23.05% | 11.66% | -2.37% | 20.13% | -1.15% | -12.77% | 13.26% | 40.73% | 31.33% | 155.31% |
| 2019 | 5.12% | 19.67% | 9.45% | 22.56% | 32.39% | 24.58% | -7.70% | -5.57% | -3.05% | 6.31% | -5.66% | -0.17% | 135.46% |
| 2018 | -10.67% | -6.60% | -24.06% | 26.51% | 2.75% | -14.69% | 7.49% | -8.10% | -8.82% | -25.88% | -8.77% | -13.69% | -63.07% |
| 2017 | -8.28% | 2.08% | -0.77% | 7.63% | 141.56% | -14.76% | 8.32% | 67.29% | -25.80% | 3.83% | 51.60% | 19.54% | 420.94% |
| 2016 | -4.94% | 16.59% | 1.57% | 5.09% | 4.59% | 32.32% | -16.91% | -6.36% | 8.73% | 10.60% | 2.41% | 12.58% | 76.61% |
| 2015 | -4.65% | -10.20% | -4.80% | -6.14% | 3.79% | 11.98% | 10.93% | 25.29% | 23.60% |
Expense Ratio
Performance & Low Correlation & High Sharpe has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Performance & Low Correlation & High Sharpe is 6, meaning it’s performing worse than 94% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
GBTC Grayscale Bitcoin Trust (BTC) | 1.11 | 1.71 | 1.20 | 2.00 | 4.44 |
SMCI Super Micro Computer, Inc. | -0.47 | -0.12 | 0.99 | -0.62 | -1.00 |
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Dividends
Dividend yield
Performance & Low Correlation & High Sharpe provided a 0.00% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.13% |
| Portfolio components: | |||||||||
GBTC Grayscale Bitcoin Trust (BTC) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.26% |
SMCI Super Micro Computer, Inc. | 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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Performance & Low Correlation & High Sharpe. 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 Performance & Low Correlation & High Sharpe was 76.40%, occurring on Dec 31, 2018. Recovery took 475 trading sessions.
The current Performance & Low Correlation & High Sharpe drawdown is 17.90%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -76.4% | Dec 19, 2017 | 259 | Dec 31, 2018 | 475 | Nov 17, 2020 | 734 |
| -51.03% | Nov 10, 2021 | 161 | Jul 1, 2022 | 179 | Mar 20, 2023 | 340 |
| -50.54% | Mar 14, 2024 | 163 | Nov 4, 2024 | — | — | — |
| -39.86% | May 7, 2015 | 78 | Aug 26, 2015 | 49 | Nov 4, 2015 | 127 |
| -36.09% | Apr 14, 2021 | 68 | Jul 20, 2021 | 75 | Nov 3, 2021 | 143 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 2.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | SMCI | GBTC | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.46 | 0.24 | 0.38 |
| SMCI | 0.46 | 1.00 | 0.13 | 0.58 |
| GBTC | 0.24 | 0.13 | 1.00 | 0.83 |
| Portfolio | 0.38 | 0.58 | 0.83 | 1.00 |