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美股+BTC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

美股+BTC

Last updated Nov 15, 2024

3倍多纳指+BTC=高波动版股+金

Asset Allocation

TQQQ 50%BITO 50%EquityEquity
PositionCategory/SectorWeight
BITO
ProShares Bitcoin Strategy ETF		Technology Equities, Actively Managed, Blockchain
50%
TQQQ
ProShares UltraPro QQQ		Leveraged Equities, Leveraged
50%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 美股+BTC, 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

-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
31.43%
12.31%
美股+BTC
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 19, 2021, corresponding to the inception date of BITO

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		24.72%2.30%12.31%32.12%13.81%11.31%
美股+BTC81.52%19.76%31.43%106.06%N/AN/A
Portfolio components:
TQQQ
ProShares UltraPro QQQ		59.60%9.43%27.81%88.74%34.59%35.45%
BITO
ProShares Bitcoin Strategy ETF		95.84%30.09%30.56%114.14%N/AN/A

Monthly Returns

The table below presents the monthly returns of 美股+BTC, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.99%29.52%8.10%-16.02%16.29%3.59%0.22%-5.44%7.35%2.67%81.52%
202336.36%-1.76%25.19%1.01%7.25%15.39%2.91%-8.41%-7.70%9.92%18.96%12.93%169.37%
2022-21.06%-2.34%9.26%-26.82%-14.19%-34.77%33.47%-16.64%-17.77%6.59%-1.36%-15.86%-72.08%
20212.46%-1.58%-8.25%-7.47%

Expense Ratio

美股+BTC has a high expense ratio of 0.95%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

TQQQ
ProShares UltraPro QQQ
Expense ratio chart for TQQQ: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
BITO
ProShares Bitcoin Strategy ETF
Expense ratio chart for BITO: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 美股+BTC is 46, 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.

The Risk-Adjusted Performance Rank of 美股+BTC is 4646
Combined Rank
The Sharpe Ratio Rank of 美股+BTC is 6666Sharpe Ratio Rank
The Sortino Ratio Rank of 美股+BTC is 4040Sortino Ratio Rank
The Omega Ratio Rank of 美股+BTC is 3838Omega Ratio Rank
The Calmar Ratio Rank of 美股+BTC is 3636Calmar Ratio Rank
The Martin Ratio Rank of 美股+BTC is 5252Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

美股+BTC
Sharpe ratio
The chart of Sharpe ratio for 美股+BTC, currently valued at 2.58, compared to the broader market0.002.004.006.002.58
Sortino ratio
The chart of Sortino ratio for 美股+BTC, currently valued at 2.97, compared to the broader market-2.000.002.004.006.002.97
Omega ratio
The chart of Omega ratio for 美股+BTC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.802.001.38
Calmar ratio
The chart of Calmar ratio for 美股+BTC, currently valued at 2.49, compared to the broader market0.005.0010.0015.002.49
Martin ratio
The chart of Martin ratio for 美股+BTC, currently valued at 14.12, compared to the broader market0.0010.0020.0030.0040.0050.0014.12
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.66, compared to the broader market0.002.004.006.002.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.56, compared to the broader market-2.000.002.004.006.003.56
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market0.801.001.201.401.601.802.001.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.81, compared to the broader market0.005.0010.0015.003.81
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.03, compared to the broader market0.0010.0020.0030.0040.0050.0017.03
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
TQQQ
ProShares UltraPro QQQ		1.742.171.291.757.20
BITO
ProShares Bitcoin Strategy ETF		2.232.801.332.589.58

Sharpe Ratio

The current 美股+BTC Sharpe ratio is 2.58. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.86 to 2.74, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of 美股+BTC with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.58
2.66
美股+BTC
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

美股+BTC provided a 26.45% dividend yield over the last twelve months.

TTM2023202220212020201920182017201620152014
Portfolio26.45%8.20%0.28%0.00%0.00%0.03%0.06%0.00%0.00%0.00%0.01%
Portfolio components:
TQQQ
ProShares UltraPro QQQ		1.19%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%0.03%
BITO
ProShares Bitcoin Strategy ETF		51.71%15.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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.

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.53%
-0.87%
美股+BTC
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 美股+BTC. 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 美股+BTC was 77.41%, occurring on Dec 28, 2022. Recovery took 461 trading sessions.

The current 美股+BTC drawdown is 2.53%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-77.41%Nov 9, 2021286Dec 28, 2022461Oct 29, 2024747
-8.09%Oct 30, 20244Nov 4, 20242Nov 6, 20246
-4.82%Oct 21, 20212Oct 22, 20215Oct 29, 20217
-2.53%Nov 13, 20242Nov 14, 2024———
-0.48%Nov 1, 20211Nov 1, 20211Nov 2, 20212

Volatility

Volatility Chart

The current 美股+BTC volatility is 14.52%, 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%JuneJulyAugustSeptemberOctoberNovember
14.52%
3.81%
美股+BTC
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.
BITOTQQQ
BITO1.000.41
TQQQ0.411.00
The correlation results are calculated based on daily price changes starting from Oct 20, 2021