Crypto Portfolio
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BNB-USD Binance Coin | 25% | |
BTC-USD Bitcoin | 20% | |
ETH-USD Ethereum | 30% | |
SOL-USD Solana | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Crypto Portfolio, 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 26, 2020, corresponding to the inception date of SOL-USD
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| Crypto Portfolio | 62.17% | 5.57% | 10.89% | 196.42% | N/A | N/A |
| Portfolio components: | ||||||
BTC-USD Bitcoin | 72.06% | 10.79% | 19.93% | 110.77% | 51.21% | 71.74% |
ETH-USD Ethereum | 15.63% | -0.80% | -12.43% | 45.74% | 70.34% | N/A |
SOL-USD Solana | 76.70% | 13.07% | 41.27% | 413.01% | N/A | N/A |
BNB-USD Binance Coin | 93.85% | 1.55% | 4.70% | 165.31% | 97.81% | N/A |
Monthly Returns
The table below presents the monthly returns of Crypto Portfolio, 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 | -1.90% | 38.51% | 32.67% | -18.88% | 16.71% | -7.20% | 3.04% | -15.72% | 7.76% | 62.17% | |||
| 2023 | 59.73% | -3.60% | 7.29% | 5.05% | -5.98% | -4.19% | 4.57% | -12.72% | 3.17% | 30.35% | 24.34% | 42.10% | 239.04% |
| 2022 | -28.51% | 6.82% | 12.04% | -19.25% | -26.37% | -36.27% | 34.61% | -11.54% | -4.27% | 9.94% | -23.38% | -12.70% | -72.83% |
| 2021 | 75.71% | 151.83% | 45.41% | 69.52% | -25.20% | -7.10% | 10.07% | 70.95% | 4.99% | 40.58% | 6.35% | -18.96% | 1,714.08% |
| 2020 | 14.20% | -12.66% | -4.44% | 37.69% | 21.70% | 59.72% |
Expense Ratio
Crypto Portfolio 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 Crypto Portfolio is 5, indicating that it is in the bottom 5% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
BTC-USD Bitcoin | 1.12 | 1.81 | 1.18 | 0.98 | 4.65 |
ETH-USD Ethereum | -0.27 | 0.03 | 1.00 | 0.00 | -0.67 |
SOL-USD Solana | 1.29 | 1.99 | 1.19 | 0.88 | 4.45 |
BNB-USD Binance Coin | 1.92 | 2.54 | 1.26 | 1.36 | 6.91 |
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 Portfolio. 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 Portfolio was 80.29%, occurring on Nov 21, 2022. Recovery took 471 trading sessions.
The current Crypto Portfolio drawdown is 11.61%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -80.29% | Nov 9, 2021 | 378 | Nov 21, 2022 | 471 | Mar 6, 2024 | 849 |
| -53.17% | May 12, 2021 | 70 | Jul 20, 2021 | 38 | Aug 27, 2021 | 108 |
| -31.83% | Jun 6, 2024 | 93 | Sep 6, 2024 | — | — | — |
| -27.87% | Sep 2, 2020 | 4 | Sep 5, 2020 | 76 | Nov 20, 2020 | 80 |
| -27.07% | Sep 9, 2021 | 13 | Sep 21, 2021 | 24 | Oct 15, 2021 | 37 |
Volatility
Volatility Chart
The current Crypto Portfolio volatility is 12.56%, 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
| SOL-USD | BNB-USD | BTC-USD | ETH-USD | |
|---|---|---|---|---|
| SOL-USD | 1.00 | 0.57 | 0.59 | 0.65 |
| BNB-USD | 0.57 | 1.00 | 0.69 | 0.72 |
| BTC-USD | 0.59 | 0.69 | 1.00 | 0.81 |
| ETH-USD | 0.65 | 0.72 | 0.81 | 1.00 |