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Layer 1s Crypto BTC ETH SOL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BTC-USD 33.33%ETH-USD 33.33%SOL-USD 33.33%CryptocurrencyCryptocurrency
PositionCategory/SectorWeight
BTC-USD
Bitcoin

33.33%

ETH-USD
Ethereum

33.33%

SOL-USD
Solana

33.33%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Layer 1s Crypto BTC ETH SOL, 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


-50.00%0.00%50.00%100.00%150.00%200.00%250.00%300.00%NovemberDecember2024FebruaryMarchApril
220.60%
17.59%
Layer 1s Crypto BTC ETH SOL
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 26, 2020, corresponding to the inception date of SOL-USD

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
Layer 1s Crypto BTC ETH SOL42.97%-8.51%220.60%255.17%N/AN/A
BTC-USD
Bitcoin
51.05%0.10%112.86%129.51%64.39%62.81%
ETH-USD
Ethereum
34.09%-8.23%83.91%63.23%78.24%N/A
SOL-USD
Solana
40.56%-18.17%391.38%554.01%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.20%40.07%27.27%
20234.65%39.79%29.84%43.12%

Expense Ratio

The Layer 1s Crypto BTC ETH SOL 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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

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.


Layer 1s Crypto BTC ETH SOL
Sharpe ratio
The chart of Sharpe ratio for Layer 1s Crypto BTC ETH SOL, currently valued at 7.28, compared to the broader market-1.000.001.002.003.004.007.28
Sortino ratio
The chart of Sortino ratio for Layer 1s Crypto BTC ETH SOL, currently valued at 5.04, compared to the broader market-2.000.002.004.006.005.04
Omega ratio
The chart of Omega ratio for Layer 1s Crypto BTC ETH SOL, currently valued at 1.54, compared to the broader market0.801.001.201.401.601.801.54
Calmar ratio
The chart of Calmar ratio for Layer 1s Crypto BTC ETH SOL, currently valued at 4.44, compared to the broader market0.002.004.006.008.004.44
Martin ratio
The chart of Martin ratio for Layer 1s Crypto BTC ETH SOL, currently valued at 48.58, compared to the broader market0.0010.0020.0030.0040.0048.58
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BTC-USD
Bitcoin
4.093.991.462.0029.69
ETH-USD
Ethereum
1.962.511.270.8010.79
SOL-USD
Solana
12.185.561.5510.4279.57

Sharpe Ratio

The current Layer 1s Crypto BTC ETH SOL Sharpe ratio is 7.28. A Sharpe ratio of 3.0 or higher is considered excellent.

-1.000.001.002.003.004.007.28

The Sharpe ratio of Layer 1s Crypto BTC ETH SOL is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.002.004.006.008.0010.0012.00NovemberDecember2024FebruaryMarchApril
7.28
1.66
Layer 1s Crypto BTC ETH SOL
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield


Layer 1s Crypto BTC ETH SOL doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-18.82%
-5.46%
Layer 1s Crypto BTC ETH SOL
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Layer 1s Crypto BTC ETH SOL. 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 Layer 1s Crypto BTC ETH SOL was 84.81%, occurring on Nov 21, 2022. Recovery took 468 trading sessions.

The current Layer 1s Crypto BTC ETH SOL drawdown is 18.82%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-84.81%Nov 9, 2021378Nov 21, 2022468Mar 3, 2024846
-50.04%May 12, 202170Jul 20, 202129Aug 18, 202199
-31.5%Sep 1, 202036Oct 6, 202046Nov 21, 202082
-28.52%Sep 9, 202113Sep 21, 202124Oct 15, 202137
-22.48%Apr 1, 202417Apr 17, 2024

Volatility

Volatility Chart

The current Layer 1s Crypto BTC ETH SOL volatility is 19.51%, 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.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
19.51%
3.15%
Layer 1s Crypto BTC ETH SOL
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

SOL-USDBTC-USDETH-USD
SOL-USD1.000.570.64
BTC-USD0.571.000.81
ETH-USD0.640.811.00