Asset Allocation
Find the right asset allocation for Layer 1s Crypto BTC ETH SOL
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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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 Every 3 months.
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Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -1.62% | -1.97% | 6.16% | 5.52% | 20.34% | 19.12% | 11.34% | 13.24% |
Portfolio Layer 1s Crypto BTC ETH SOL | -0.78% | -29.76% | -41.44% | -46.15% | -48.64% | 39.53% | 17.91% | — |
| Portfolio components: | ||||||||
BTC-USD Bitcoin | 0.13% | -24.42% | -29.41% | -32.89% | -44.00% | 33.54% | 10.59% | 57.02% |
ETH-USD Ethereum | -0.69% | -30.45% | -45.16% | -51.06% | -42.23% | -2.45% | -7.13% | 59.18% |
SOL-USD Solana | -1.96% | -34.62% | -48.85% | -53.30% | -61.46% | 59.93% | 12.04% | — |
Monthly Returns
Based on dividend-adjusted daily data since Apr 10, 2020, Layer 1s Crypto BTC ETH SOL's average daily return is +0.28%, while the average monthly return is +9.52%. At this rate, an investment would double in approximately 0.6 years.
Historically, 59% of months were positive and 41% were negative. The best month was Feb 2021 with a return of +111.3%, while the worst month was Jun 2022 at -37.3%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 5 months.
On a daily basis, Layer 1s Crypto BTC ETH SOL closed higher 52% of trading days. The best single day was Sep 9, 2020 with a return of +26.3%, while the worst single day was May 19, 2021 at -30.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -14.29% | -18.14% | 2.42% | 6.38% | -5.35% | -19.07% | -41.44% | ||||||
| 2025 | 10.48% | -28.78% | -11.27% | 10.31% | 18.26% | -0.13% | 22.61% | 10.73% | 0.32% | -7.16% | -22.64% | -3.43% | -14.07% |
| 2024 | -1.35% | 40.17% | 27.11% | -23.31% | 21.47% | -8.89% | 4.94% | -17.42% | 8.34% | 5.96% | 41.77% | -11.45% | 86.32% |
| 2023 | 71.06% | -3.67% | 8.59% | 4.27% | -5.10% | 1.88% | 6.10% | -13.56% | 4.62% | 39.69% | 30.09% | 43.18% | 350.40% |
| 2022 | -28.33% | 7.74% | 12.66% | -21.93% | -29.44% | -37.34% | 32.89% | -15.16% | -5.54% | 7.28% | -28.90% | -10.05% | -78.06% |
| 2021 | 91.07% | 111.30% | 44.58% | 54.65% | -19.34% | -4.44% | 10.83% | 78.54% | 11.52% | 42.11% | 1.35% | -19.46% | 1,681.01% |
Benchmark Metrics
Layer 1s Crypto BTC ETH SOL has an annualized alpha of 32.27%, beta of 1.57, and R2 of 0.15 versus S&P 500 Index. Calculated based on daily prices since April 10, 2020.
- This portfolio captured 265.07% of S&P 500 Index gains and 169.48% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- R2 of 0.15 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 32.27%
- Beta
- 1.57
- R²
- 0.15
- Upside Capture
- 265.07%
- Downside Capture
- 169.48%
Expense Ratio
Layer 1s Crypto BTC ETH SOL 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.
Return for Risk
Risk / Return Rank
Layer 1s Crypto BTC ETH SOL ranks 1 for risk / return — in the bottom 1% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Layer 1s Crypto BTC ETH SOL and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.84 | 1.67 | -2.50 |
| Sortino ratioReturn per unit of downside risk | -1.17 | 2.28 | -3.45 |
| Omega ratioGain probability vs. loss probability | 0.89 | 1.30 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.76 | 2.25 | -3.00 |
| Martin ratioReturn relative to average drawdown | -1.31 | 10.14 | -11.45 |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
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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.
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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 84.84%, occurring on Nov 21, 2022. Recovery took 468 trading sessions.
The current Layer 1s Crypto BTC ETH SOL drawdown is 63.51%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -84.84%Nov 2022 | 1y 12d | 1y 3mo | 2y 3moNov 2021 - Mar 2024 |
2026 bear market2026 | -64.39%Jun 2026 | 8mo 26d | — | 9mo 2dSep 2025 - now |
2021 bear market2021 | -49.97%Jul 2021 | 2mo 9d | 29d | 3mo 8dMay 2021 - Aug 2021 |
2025 selloff2025 | -49.00%Apr 2025 | 4mo | 3mo 15d | 7mo 15dDec 2024 - Jul 2025 |
2020 bear market2020 | -37.61%Sep 2020 | 7d | 3mo 9d | 3mo 16dSep 2020 - Dec 2020 |
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 3 assets, with an effective number of assets of 3.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | All Time | |
|---|---|---|---|---|
Diversification Ratio | 1.05 | 1.09 | 1.10 | 1.14 |
The portfolio has a diversification ratio of 1.14, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
Layer 1s Crypto BTC ETH SOL correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2020 | 0.35 |
Benchmark Correlations
Correlation vs. S&P 500 Index. ETH-USD has the highest benchmark correlation at 0.36, while SOL-USD has the lowest at 0.30.
Asset Correlations Table
Find what Layer 1s Crypto BTC ETH SOL is missing
See which holdings overlap, where Layer 1s Crypto BTC ETH SOL is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification