Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BCCC Global X Bitcoin Covered Call ETF | Cryptocurrency, Derivative Income | 40% |
BLOX Nicholas Crypto Income ETF | Cryptocurrency | 60% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in BLOX, BCCC, YBTC vs SP500, 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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The earliest data available for this chart is Jun 17, 2025, corresponding to the inception date of BLOX
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -4.18% | -3.84% | -1.98% | 21.98% | 16.86% | 10.37% | 12.29% |
Portfolio BLOX, BCCC, YBTC vs SP500 | -1.09% | -11.52% | -19.15% | -38.11% | — | — | — | — |
| Portfolio components: | ||||||||
BCCC Global X Bitcoin Covered Call ETF | -0.52% | -2.70% | -18.55% | -33.91% | — | — | — | — |
BLOX Nicholas Crypto Income ETF | -1.46% | -16.82% | -19.64% | -40.84% | — | — | — | — |
Monthly Returns
Based on dividend-adjusted daily data since Jun 18, 2025, BLOX, BCCC, YBTC vs SP500's average daily return is -0.05%, while the average monthly return is -1.27%.
Historically, 45% of months were positive and 55% were negative. The best month was Sep 2025 with a return of +11.9%, while the worst month was Nov 2025 at -16.4%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 3 months.
On a daily basis, BLOX, BCCC, YBTC vs SP500 closed higher 52% of trading days. The best single day was Feb 6, 2026 with a return of +11.8%, while the worst single day was Feb 5, 2026 at -11.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.92% | -15.74% | -5.18% | -0.70% | -19.15% | ||||||||
| 2025 | 7.02% | 10.00% | -3.82% | 11.92% | 2.49% | -16.39% | -5.53% | 2.59% |
Benchmark Metrics
BLOX, BCCC, YBTC vs SP500 has an annualized alpha of -36.45%, beta of 2.50, and R² of 0.43 versus S&P 500 Index. Calculated based on daily prices since June 18, 2025.
- This portfolio participated in 309.69% of S&P 500 Index downside but only 57.21% of its upside — more exposed to losses than it benefited from rallies.
- R² of 0.43 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- -36.45%
- Beta
- 2.50
- R²
- 0.43
- Upside Capture
- 57.21%
- Downside Capture
- 309.69%
Expense Ratio
BLOX, BCCC, YBTC vs SP500 has an expense ratio of 0.92%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Return / Risk — by metrics
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
BCCC Global X Bitcoin Covered Call ETF | — | — | — | — | — | — |
BLOX Nicholas Crypto Income ETF | — | — | — | — | — | — |
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Dividends
Dividend yield
BLOX, BCCC, YBTC vs SP500 provided a 46.20% dividend yield over the last twelve months.
| TTM | 2025 | |
|---|---|---|
| Portfolio | 46.20% | 25.44% |
| Portfolio components: | ||
BCCC Global X Bitcoin Covered Call ETF | 51.51% | 29.55% |
BLOX Nicholas Crypto Income ETF | 42.66% | 22.69% |
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 BLOX, BCCC, YBTC vs SP500. 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 BLOX, BCCC, YBTC vs SP500 was 42.34%, occurring on Feb 5, 2026. The portfolio has not yet recovered.
The current BLOX, BCCC, YBTC vs SP500 drawdown is 40.40%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -42.34% | Oct 9, 2025 | 82 | Feb 5, 2026 | — | — | — |
| -6.93% | Aug 14, 2025 | 12 | Aug 29, 2025 | 9 | Sep 12, 2025 | 21 |
| -6.19% | Jul 25, 2025 | 6 | Aug 1, 2025 | 7 | Aug 12, 2025 | 13 |
| -5.62% | Sep 19, 2025 | 6 | Sep 26, 2025 | 3 | Oct 1, 2025 | 9 |
| -1.77% | Jul 7, 2025 | 1 | Jul 7, 2025 | 2 | Jul 9, 2025 | 3 |
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 1.92, 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
| Benchmark | BCCC | BLOX | Portfolio | |
|---|---|---|---|---|
| Benchmark | 1.00 | 0.47 | 0.61 | 0.60 |
| BCCC | 0.47 | 1.00 | 0.81 | 0.90 |
| BLOX | 0.61 | 0.81 | 1.00 | 0.98 |
| Portfolio | 0.60 | 0.90 | 0.98 | 1.00 |