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
The chart shows the growth of an initial investment of $10,000 in Performance & Low Correlation & High Sharpe, 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 every 3 months.
The earliest data available for this chart is May 4, 2015, corresponding to the inception date of GBTC
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 2.66% | 1.61% | 15.23% | 22.15% | 12.59% | 11.41% |
| Performance & Low Correlation & High Sharpe | 5.04% | -0.57% | 50.74% | 71.94% | 47.01% | N/A |
| Portfolio components: | ||||||
GBTC Grayscale Bitcoin Trust (BTC) | 5.63% | 0.22% | 72.53% | 106.63% | 46.44% | N/A |
SMCI Super Micro Computer, Inc. | -4.33% | -12.51% | -52.73% | -56.04% | 59.78% | 22.96% |
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 | 7.73% | 5.04% | |||||||||||
| 2024 | 18.36% | 48.86% | 14.61% | -16.50% | 9.77% | -8.74% | -4.54% | -14.94% | 6.39% | 5.57% | 36.64% | -4.14% | 101.80% |
| 2023 | 38.80% | -1.61% | 37.94% | 0.24% | -3.86% | 32.80% | 5.18% | -5.25% | 2.03% | 30.01% | 13.17% | 13.17% | 308.13% |
| 2022 | -23.08% | 11.65% | 3.77% | -13.16% | -21.15% | -40.49% | 23.27% | -13.36% | -9.48% | 6.64% | -20.12% | -8.48% | -72.63% |
| 2021 | 8.25% | 24.27% | 15.88% | -6.36% | -35.14% | -1.31% | 16.37% | 8.53% | -10.22% | 45.97% | -6.72% | -25.46% | 7.51% |
| 2020 | 32.37% | -9.62% | -27.27% | 37.25% | 10.44% | -11.05% | 32.25% | 5.04% | -18.46% | 38.26% | 50.21% | 37.49% | 279.49% |
| 2019 | 1.08% | 12.60% | 7.38% | 36.23% | 63.21% | 35.89% | -9.76% | -13.72% | -9.37% | 5.08% | -13.47% | -13.52% | 104.90% |
| 2018 | -29.07% | 13.59% | -40.62% | 49.95% | -21.53% | -29.69% | 20.98% | -8.78% | -15.87% | -15.94% | -24.81% | -19.96% | -81.41% |
| 2017 | -9.56% | 4.02% | 0.13% | 13.35% | 201.48% | -18.12% | 7.79% | 127.72% | -29.68% | 16.81% | 81.24% | 31.79% | 1,169.47% |
| 2016 | -12.91% | 19.77% | 0.65% | 7.04% | 4.98% | 34.34% | -18.89% | -10.29% | 9.29% | 14.94% | -3.02% | 17.62% | 65.27% |
| 2015 | -4.65% | -10.41% | -5.67% | -4.72% | 2.92% | 10.88% | 8.10% | 22.53% | 16.07% |
Expense Ratio
Performance & Low Correlation & High Sharpe has an expense ratio of 0.00%, indicating no management fees are charged. 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 Performance & Low Correlation & High Sharpe is 5, meaning it’s performing worse than 95% 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) | 1.80 | 2.39 | 1.29 | 2.96 | 6.67 |
SMCI Super Micro Computer, Inc. | -0.43 | -0.04 | 1.00 | -0.59 | -0.98 |
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% | 0.11% |
| Portfolio components: | |||||||||
GBTC Grayscale Bitcoin Trust (BTC) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.23% |
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.
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 89.37%, occurring on Feb 6, 2019. Recovery took 482 trading sessions.
The current Performance & Low Correlation & High Sharpe drawdown is 39.97%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -89.37% | Dec 19, 2017 | 284 | Feb 6, 2019 | 482 | Jan 5, 2021 | 766 |
| -84.18% | Feb 22, 2021 | 468 | Dec 28, 2022 | 283 | Feb 14, 2024 | 751 |
| -46.86% | Sep 1, 2017 | 9 | Sep 14, 2017 | 50 | Nov 24, 2017 | 59 |
| -42.14% | Mar 14, 2024 | 122 | Sep 6, 2024 | 55 | Nov 22, 2024 | 177 |
| -39.63% | May 7, 2015 | 76 | Aug 24, 2015 | 77 | Dec 11, 2015 | 153 |
Volatility
Volatility Chart
The current Performance & Low Correlation & High Sharpe volatility is 12.33%, 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
| GBTC | SMCI | |
|---|---|---|
| GBTC | 1.00 | 0.13 |
| SMCI | 0.13 | 1.00 |