Hedge Funds with BTC
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
AMP Ameriprise Financial, Inc. | Financial Services | 14.29% |
BLK BlackRock, Inc. | Financial Services | 14.29% |
BTC-USD Bitcoin | 14.29% | |
BX The Blackstone Group Inc. | Financial Services | 14.29% |
CG The Carlyle Group Inc. | Financial Services | 14.29% |
KKR KKR & Co. Inc. | Financial Services | 14.29% |
MS Morgan Stanley | Financial Services | 14.29% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Hedge Funds with 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
The earliest data available for this chart is May 3, 2012, corresponding to the inception date of CG
Returns By Period
As of Jul 25, 2024, the Hedge Funds with BTC returned 20.76% Year-To-Date and 28.08% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.78% | -0.38% | 11.47% | 18.82% | 12.44% | 10.64% |
Hedge Funds with BTC | 20.76% | 5.89% | 22.99% | 46.38% | 31.56% | 28.18% |
Portfolio components: | ||||||
BLK BlackRock, Inc. | 3.26% | 4.19% | 6.05% | 14.38% | 14.52% | 12.93% |
MS Morgan Stanley | 11.44% | 4.26% | 18.06% | 13.50% | 21.22% | 14.87% |
AMP Ameriprise Financial, Inc. | 12.08% | -3.17% | 8.77% | 21.05% | 25.47% | 15.84% |
CG The Carlyle Group Inc. | 11.74% | 12.36% | 11.01% | 32.96% | 16.55% | 8.99% |
KKR KKR & Co. Inc. | 40.17% | 7.74% | 36.06% | 92.38% | 35.16% | 20.40% |
BX The Blackstone Group Inc. | 6.64% | 10.62% | 13.06% | 35.54% | 27.17% | 21.18% |
BTC-USD Bitcoin | 54.67% | 5.77% | 63.70% | 122.70% | 47.24% | 60.26% |
Monthly Returns
The table below presents the monthly returns of Hedge Funds with BTC, 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 | -1.38% | 12.46% | 6.63% | -8.04% | 5.44% | -1.20% | 20.76% | ||||||
2023 | 20.70% | -2.52% | -1.89% | 1.05% | -5.03% | 9.58% | 6.74% | -3.74% | -2.58% | -3.61% | 19.49% | 12.73% | 57.78% |
2022 | -4.34% | -5.38% | 0.99% | -16.06% | 4.89% | -17.53% | 15.59% | -6.75% | -11.35% | 11.85% | 5.11% | -7.45% | -31.01% |
2021 | 1.96% | 13.41% | 10.78% | 10.96% | -1.02% | 1.73% | 8.87% | 6.63% | -6.52% | 20.65% | -4.25% | -3.19% | 73.69% |
2020 | 8.04% | -11.43% | -19.89% | 15.55% | 12.49% | 3.99% | 6.32% | 1.29% | -4.61% | 5.13% | 22.04% | 15.64% | 57.92% |
2019 | 10.63% | 2.36% | 2.12% | 15.05% | 2.31% | 17.37% | 2.41% | -4.67% | 3.80% | 7.01% | 2.93% | 1.90% | 81.73% |
2018 | 3.57% | -4.71% | -7.81% | 2.45% | -1.12% | -2.08% | 9.82% | -3.27% | -0.34% | -9.65% | -6.16% | -12.37% | -29.01% |
2017 | 5.82% | 6.32% | -2.37% | 7.02% | 12.57% | 6.29% | 6.59% | 8.53% | 3.49% | 8.42% | 12.46% | 12.36% | 130.69% |
2016 | -12.88% | 2.70% | 6.91% | 1.91% | 3.35% | -0.72% | 7.32% | 2.10% | -1.29% | 0.00% | 12.06% | 5.33% | 27.70% |
2015 | -6.62% | 5.44% | 0.28% | 2.46% | 1.85% | -1.09% | 0.84% | -14.48% | -6.96% | 11.67% | 3.27% | -3.63% | -9.12% |
2014 | -1.19% | -1.98% | -2.37% | -3.56% | 6.56% | 5.86% | -2.70% | 1.13% | -5.08% | -2.65% | 5.74% | -0.27% | -1.36% |
2013 | 19.33% | 13.30% | 48.96% | 11.28% | 1.43% | -8.40% | 8.94% | -0.06% | 4.38% | 16.44% | 89.26% | -14.98% | 343.37% |
Expense Ratio
Hedge Funds with BTC 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 risk-adjusted rank of Hedge Funds with BTC is 89, placing it in the top 11% 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 | |
---|---|---|---|---|---|
BLK BlackRock, Inc. | 1.60 | 2.22 | 1.28 | 0.41 | 5.73 |
MS Morgan Stanley | 2.13 | 2.82 | 1.38 | 0.73 | 10.63 |
AMP Ameriprise Financial, Inc. | 2.23 | 2.89 | 1.38 | 1.59 | 14.37 |
CG The Carlyle Group Inc. | 2.19 | 2.90 | 1.37 | 0.70 | 9.16 |
KKR KKR & Co. Inc. | 4.14 | 5.64 | 1.68 | 3.51 | 39.00 |
BX The Blackstone Group Inc. | 1.78 | 2.43 | 1.29 | 0.85 | 9.00 |
BTC-USD Bitcoin | 2.29 | 2.77 | 1.29 | 1.34 | 12.79 |
Dividends
Dividend yield
Hedge Funds with BTC granted a 1.89% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Hedge Funds with BTC | 1.89% | 2.01% | 2.84% | 1.54% | 1.94% | 2.41% | 4.06% | 3.06% | 4.33% | 6.93% | 3.71% | 2.65% |
Portfolio components: | ||||||||||||
BLK BlackRock, Inc. | 2.44% | 2.46% | 2.75% | 1.80% | 2.01% | 2.63% | 3.06% | 1.95% | 2.41% | 2.56% | 2.16% | 2.12% |
MS Morgan Stanley | 3.33% | 3.49% | 3.47% | 2.14% | 2.04% | 2.54% | 2.77% | 1.72% | 1.66% | 1.73% | 0.90% | 0.64% |
AMP Ameriprise Financial, Inc. | 1.30% | 1.40% | 1.57% | 1.47% | 2.10% | 2.29% | 3.38% | 1.91% | 2.63% | 2.43% | 1.71% | 1.75% |
CG The Carlyle Group Inc. | 3.13% | 3.38% | 4.11% | 1.82% | 3.18% | 4.24% | 7.87% | 5.41% | 11.02% | 21.70% | 6.84% | 3.73% |
KKR KKR & Co. Inc. | 0.58% | 0.78% | 1.31% | 0.77% | 1.31% | 1.71% | 3.23% | 3.18% | 4.16% | 10.13% | 8.75% | 6.66% |
BX The Blackstone Group Inc. | 2.44% | 2.54% | 6.66% | 2.76% | 2.95% | 3.43% | 8.12% | 7.25% | 8.44% | 9.92% | 5.63% | 3.67% |
BTC-USD Bitcoin | 0.00% | 0.00% | 0.00% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Hedge Funds with 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 Hedge Funds with BTC was 44.89%, occurring on Mar 23, 2020. Recovery took 206 trading sessions.
The current Hedge Funds with BTC drawdown is 2.00%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-44.89% | Feb 12, 2020 | 41 | Mar 23, 2020 | 206 | Oct 15, 2020 | 247 |
-43.36% | Nov 10, 2021 | 340 | Oct 15, 2022 | 480 | Feb 7, 2024 | 820 |
-41.2% | Dec 5, 2013 | 799 | Feb 11, 2016 | 328 | Jan 4, 2017 | 1127 |
-40.1% | Dec 17, 2017 | 374 | Dec 25, 2018 | 183 | Jun 26, 2019 | 557 |
-22.24% | Apr 11, 2013 | 7 | Apr 17, 2013 | 180 | Oct 14, 2013 | 187 |
Volatility
Volatility Chart
The current Hedge Funds with BTC volatility is 4.82%, 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 | CG | BX | KKR | MS | BLK | AMP | |
---|---|---|---|---|---|---|---|
BTC-USD | 1.00 | 0.08 | 0.08 | 0.09 | 0.09 | 0.08 | 0.08 |
CG | 0.08 | 1.00 | 0.57 | 0.58 | 0.45 | 0.47 | 0.46 |
BX | 0.08 | 0.57 | 1.00 | 0.63 | 0.48 | 0.52 | 0.51 |
KKR | 0.09 | 0.58 | 0.63 | 1.00 | 0.49 | 0.51 | 0.52 |
MS | 0.09 | 0.45 | 0.48 | 0.49 | 1.00 | 0.63 | 0.68 |
BLK | 0.08 | 0.47 | 0.52 | 0.51 | 0.63 | 1.00 | 0.67 |
AMP | 0.08 | 0.46 | 0.51 | 0.52 | 0.68 | 0.67 | 1.00 |