CRYPTO
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BTC-USD Bitcoin | 22.50% | |
ETH-USD Ethereum | 32.50% | |
MSTR MicroStrategy Incorporated | Technology | 40% |
SOL-USD Solana | 5% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in CRYPTO, 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.
The earliest data available for this chart is Aug 26, 2020, corresponding to the inception date of SOL-USD
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.71% | -9.92% | 6.35% | 13.40% | 9.65% |
| CRYPTO | -10.92% | 1.36% | 15.70% | 49.96% | N/A | N/A |
| Portfolio components: | ||||||
BTC-USD Bitcoin | -9.61% | 0.34% | 23.53% | 32.28% | 65.16% | 80.21% |
ETH-USD Ethereum | -52.32% | -19.84% | -40.01% | -48.06% | 55.98% | N/A |
MSTR MicroStrategy Incorporated | 9.52% | 5.01% | 46.95% | 170.16% | 90.74% | 33.61% |
SOL-USD Solana | -29.16% | 5.16% | -16.01% | -6.03% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of CRYPTO, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 13.00% | -26.70% | 1.48% | 5.97% | -10.92% | ||||||||
| 2024 | -7.00% | 56.24% | 39.72% | -29.72% | 30.46% | -9.48% | 8.78% | -18.68% | 15.85% | 23.18% | 51.01% | -19.70% | 157.92% |
| 2023 | 51.40% | 0.59% | 12.65% | 5.76% | -4.27% | 6.14% | 7.01% | -14.12% | -0.48% | 24.71% | 19.31% | 26.61% | 217.64% |
| 2022 | -31.24% | 9.01% | 13.44% | -22.46% | -30.31% | -39.10% | 47.28% | -14.60% | -8.30% | 14.52% | -25.67% | -14.24% | -76.44% |
| 2021 | 54.12% | 23.06% | 13.61% | 19.75% | -18.87% | 3.37% | 5.15% | 40.09% | -4.13% | 38.28% | 3.22% | -20.48% | 246.89% |
| 2020 | 5.83% | -8.64% | 11.10% | 73.87% | 21.74% | 127.38% |
Expense Ratio
CRYPTO 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of CRYPTO is 71, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
BTC-USD Bitcoin | 1.20 | 1.85 | 1.19 | 0.90 | 5.47 |
ETH-USD Ethereum | -0.71 | -0.87 | 0.91 | 0.03 | -1.84 |
MSTR MicroStrategy Incorporated | 2.29 | 2.85 | 1.33 | 3.08 | 9.87 |
SOL-USD Solana | -0.22 | 0.29 | 1.03 | 0.04 | -0.74 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the CRYPTO. 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 CRYPTO was 83.61%, occurring on Nov 21, 2022. Recovery took 477 trading sessions.
The current CRYPTO drawdown is 36.41%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -83.61% | Nov 9, 2021 | 378 | Nov 21, 2022 | 477 | Mar 12, 2024 | 855 |
| -48.2% | Nov 21, 2024 | 139 | Apr 8, 2025 | — | — | — |
| -44.47% | May 12, 2021 | 70 | Jul 20, 2021 | 38 | Aug 27, 2021 | 108 |
| -36% | Mar 27, 2024 | 164 | Sep 6, 2024 | 48 | Oct 24, 2024 | 212 |
| -31.21% | Feb 10, 2021 | 24 | Mar 5, 2021 | 57 | May 1, 2021 | 81 |
Volatility
Volatility Chart
The current CRYPTO volatility is 29.00%, 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
| MSTR | SOL-USD | ETH-USD | BTC-USD | |
|---|---|---|---|---|
| MSTR | 1.00 | 0.41 | 0.50 | 0.57 |
| SOL-USD | 0.41 | 1.00 | 0.65 | 0.60 |
| ETH-USD | 0.50 | 0.65 | 1.00 | 0.80 |
| BTC-USD | 0.57 | 0.60 | 0.80 | 1.00 |