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1
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


USD=X 100.00%CryptocurrencyCryptocurrencyCurrencyCurrency
PositionCategory/SectorTarget Weight
USD=X
USD Cash
100%
BTC-USD
Bitcoin
0%

S&P 500 Index

Portfolio Optimizer

Find the right asset allocation for 1

Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 1, 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

As of Jun 13, 2026, the 1 returned 0.00% Year-To-Date and 0.00% of annualized return in the last 10 years.


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.50%-0.17%8.56%8.85%22.93%19.37%11.84%13.61%
Portfolio
1
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BTC-USD
Bitcoin
0.05%-19.79%-27.32%-29.56%-39.85%34.86%10.27%57.32%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 27, 2012, 1's average daily return is 0.00%, while the average monthly return is 0.00%.

Historically, 0% of months were positive and 100% were negative. The best month was Sep 2012 with a return of 0.0%, while the worst month was Sep 2012 at 0.0%. The longest winning streak lasted 0 consecutive months, and the longest losing streak was 0 months.

On a daily basis, 1 closed higher 0% of trading days. The best single day was Sep 27, 2012 with a return of 0.0%, while the worst single day was Sep 27, 2012 at 0.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.00%0.00%0.00%0.00%0.00%0.00%0.00%
20250.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
20240.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
20230.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
20220.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
20210.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Benchmark Metrics

0

Alpha
0.00%
Beta
0.00
Upside Capture
0.00%
Downside Capture
-0.00%

Expense Ratio

1 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.


The portfolio doesn't include any funds that charge management fees.

Return for Risk

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for 1 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.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

1.86

Sortino ratioReturn per unit of downside risk

2.53

Omega ratioGain probability vs. loss probability

1.34

Calmar ratioReturn relative to maximum drawdown

2.53

Martin ratioReturn relative to average drawdown

11.37


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BTC-USD
Bitcoin
37
-0.93-1.310.87-0.78-1.36
USD=X
USD Cash

Sharpe Ratio

There isn't enough data available to calculate the Sharpe ratio for 1. This metric is based on the past 12 months of trading data. Please check back later for updated information.


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Dividends

Dividend yield


1 doesn't pay dividends

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 1. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The portfolio has not yet recovered.


Related event

Drawdown

Fall

Recovery

Underwater

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 1.00, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.


Diversification Ratio

Not enough data to calculate this metric.

1 correlation to the S&P 500 Index

This section shows how 1 correlates to the S&P 500 Index, then compares each holding's correlation to the benchmark and the portfolio.


Benchmark Correlations

Correlation vs. S&P 500 Index. BTC-USD has the highest benchmark correlation at 0.16, while USD=X has the lowest at 0.00.

USD=X
0.00

Portfolio Correlations

Correlation vs. 1. BTC-USD has the highest portfolio correlation at 0.00, while USD=X has the lowest at 0.00.

USD=X
0.00

Asset Correlations Table

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

USD=XBTC-USD
USD=X0.000.00
BTC-USD0.001.00
The correlation results are calculated based on daily price changes starting from Sep 27, 2012
Diversification Analysis

Find what 1 is missing

See which holdings overlap, where 1 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification