Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Only crypto BTC & ETH, 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.
Loading graphics...
The earliest data available for this chart is Aug 7, 2015, corresponding to the inception date of ETH-USD
Returns By Period
As of Apr 10, 2026, the Only crypto BTC & ETH returned -19.83% Year-To-Date and 81.41% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.62% | 0.64% | -0.30% | 1.33% | 25.06% | 18.43% | 10.57% | 12.82% |
Portfolio Only crypto BTC & ETH | 0.98% | 3.97% | -19.83% | -43.14% | -1.13% | 28.75% | 5.45% | 81.41% |
| Portfolio components: | ||||||||
BTC-USD Bitcoin | 1.25% | 2.88% | -17.74% | -40.87% | -12.86% | 34.38% | 3.78% | 67.10% |
ETH-USD Ethereum | 0.16% | 7.71% | -26.05% | -49.81% | 31.43% | 4.70% | 0.56% | 73.86% |
Monthly Returns
Based on dividend-adjusted daily data since Aug 8, 2015, Only crypto BTC & ETH's average daily return is +0.26%, while the average monthly return is +8.53%. At this rate, your investment would double in approximately 0.7 years.
Historically, 60% of months were positive and 40% were negative. The best month was Feb 2016 with a return of +101.2%, while the worst month was Mar 2018 at -39.7%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.
On a daily basis, Only crypto BTC & ETH closed higher 53% of trading days. The best single day was Jul 20, 2017 with a return of +25.0%, while the worst single day was Mar 12, 2020 at -40.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -11.96% | -16.02% | 3.08% | 5.19% | -19.83% | ||||||||
| 2025 | 7.08% | -21.01% | -5.27% | 10.18% | 17.82% | 1.30% | 18.24% | 1.48% | 1.46% | -4.77% | -18.64% | -2.62% | -3.22% |
| 2024 | 0.47% | 44.45% | 14.68% | -15.58% | 14.64% | -7.52% | 0.88% | -11.86% | 6.65% | 7.30% | 39.69% | -4.92% | 101.33% |
| 2023 | 38.10% | 0.36% | 20.71% | 2.70% | -5.15% | 9.65% | -4.05% | -11.30% | 3.34% | 23.57% | 9.81% | 11.83% | 138.51% |
| 2022 | -19.25% | 11.40% | 6.95% | -17.23% | -18.90% | -38.89% | 26.54% | -11.99% | -6.77% | 8.70% | -16.61% | -4.78% | -64.63% |
| 2021 | 29.98% | 26.98% | 31.24% | 10.24% | -24.34% | -11.23% | 16.49% | 19.05% | -8.57% | 40.73% | -3.26% | -19.44% | 123.05% |
Benchmark Metrics
Only crypto BTC & ETH has an annualized alpha of 86.18%, beta of 0.91, and R² of 0.06 versus S&P 500 Index. Calculated based on daily prices since August 08, 2015.
- This portfolio captured 248.60% of S&P 500 Index gains but only 8.61% of its losses — a favorable profile for investors.
- R² of 0.06 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
- 86.18%
- Beta
- 0.91
- R²
- 0.06
- Upside Capture
- 248.60%
- Downside Capture
- 8.61%
Expense Ratio
Only crypto BTC & ETH 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
Only crypto BTC & ETH ranks 2 for risk / return — in the bottom 2% 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
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.02 | 1.84 | -1.86 |
Sortino ratioReturn per unit of downside risk | 0.32 | 2.53 | -2.21 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.35 | -0.31 |
Calmar ratioReturn relative to maximum drawdown | -0.94 | 3.83 | -4.77 |
Martin ratioReturn relative to average drawdown | -1.62 | 16.98 | -18.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
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.
Loading graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the Only crypto BTC & ETH. 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 Only crypto BTC & ETH was 84.75%, occurring on Dec 15, 2018. Recovery took 716 trading sessions.
The current Only crypto BTC & ETH drawdown is 45.14%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -84.75% | Dec 17, 2017 | 364 | Dec 15, 2018 | 716 | Nov 30, 2020 | 1080 |
| -76.43% | Nov 9, 2021 | 378 | Nov 21, 2022 | 476 | Mar 11, 2024 | 854 |
| -52.67% | Oct 7, 2025 | 122 | Feb 5, 2026 | — | — | — |
| -51.75% | May 12, 2021 | 70 | Jul 20, 2021 | 87 | Oct 15, 2021 | 157 |
| -40.9% | Jun 13, 2017 | 34 | Jul 16, 2017 | 22 | Aug 7, 2017 | 56 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 1.60, 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 | ETH-USD | BTC-USD | Portfolio | |
|---|---|---|---|---|
| Benchmark | 1.00 | 0.22 | 0.20 | 0.21 |
| ETH-USD | 0.22 | 1.00 | 0.65 | 0.85 |
| BTC-USD | 0.20 | 0.65 | 1.00 | 0.92 |
| Portfolio | 0.21 | 0.85 | 0.92 | 1.00 |