[S01] Crypto TT
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in [S01] Crypto TT, 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
The earliest data available for this chart is Aug 7, 2015, corresponding to the inception date of ETH-USD
Returns By Period
Monthly Returns
The table below presents the monthly returns of [S01] Crypto TT, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.47% | 44.79% | 13.62% | -15.98% | 16.67% | -7.77% | 54.95% | ||||||
| 2023 | 36.93% | 0.49% | 19.30% | 2.87% | -4.26% | 8.34% | -4.05% | -11.31% | 2.99% | 20.61% | 10.30% | 11.71% | 128.16% |
| 2022 | -21.02% | 10.93% | 7.95% | -16.97% | -20.98% | -40.53% | 33.67% | -11.05% | -8.65% | 10.66% | -16.83% | -5.32% | -65.07% |
| 2021 | 39.30% | 21.90% | 32.44% | 17.30% | -18.60% | -13.23% | 15.81% | 22.18% | -9.65% | 41.15% | -1.01% | -19.49% | 167.94% |
| 2020 | 33.37% | 4.31% | -31.87% | 42.81% | 10.08% | -2.44% | 35.00% | 13.32% | -12.50% | 19.76% | 48.56% | 36.53% | 372.70% |
| 2019 | -12.51% | 17.47% | 5.86% | 23.58% | 62.02% | 19.54% | -14.03% | -10.25% | -8.15% | 7.55% | -17.53% | -8.86% | 49.18% |
| 2018 | 1.79% | -12.63% | -43.23% | 47.03% | -16.55% | -17.69% | 10.88% | -18.40% | -8.91% | -7.94% | -39.43% | 1.80% | -76.15% |
| 2017 | 14.05% | 33.61% | 113.74% | 37.97% | 122.76% | 19.61% | -2.77% | 70.48% | -12.07% | 30.12% | 54.47% | 47.13% | 5,060.60% |
| 2016 | 50.75% | 121.89% | 68.92% | -4.16% | 31.41% | 11.60% | -6.25% | -5.46% | 8.93% | 2.21% | -2.86% | 19.08% | 806.35% |
| 2015 | -31.03% | -8.56% | 29.24% | 9.90% | 11.65% | 0.02% |
Expense Ratio
[S01] Crypto TT 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 [S01] Crypto TT is 70, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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.
Dividends
Dividend yield
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the [S01] Crypto TT. 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 [S01] Crypto TT was 86.27%, occurring on Dec 14, 2018. Recovery took 734 trading sessions.
The current [S01] Crypto TT drawdown is 10.42%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -86.27% | Jan 14, 2018 | 335 | Dec 14, 2018 | 734 | Dec 17, 2020 | 1069 |
| -76.35% | Nov 9, 2021 | 378 | Nov 21, 2022 | — | — | — |
| -53.37% | May 12, 2021 | 70 | Jul 20, 2021 | 91 | Oct 19, 2021 | 161 |
| -45.5% | Jun 14, 2017 | 33 | Jul 16, 2017 | 26 | Aug 11, 2017 | 59 |
| -42.95% | Aug 8, 2015 | 75 | Oct 21, 2015 | 51 | Dec 11, 2015 | 126 |
Volatility
Volatility Chart
The current [S01] Crypto TT volatility is 14.29%, 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
| BTC-USD | ETH-USD | |
|---|---|---|
| BTC-USD | 1.00 | 0.63 |
| ETH-USD | 0.63 | 1.00 |