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Hedge Funds with BTC

Last updated Mar 2, 2024

Asset Allocation


BTC-USD 14.29%BLK 14.29%MS 14.29%AMP 14.29%CG 14.29%KKR 14.29%BX 14.29%CryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
BTC-USD
Bitcoin

14.29%

BLK
BlackRock, Inc.
Financial Services

14.29%

MS
Morgan Stanley
Financial Services

14.29%

AMP
Ameriprise Financial, Inc.
Financial Services

14.29%

CG
The Carlyle Group Inc.
Financial Services

14.29%

KKR
KKR & Co. Inc.
Financial Services

14.29%

BX
The Blackstone Group Inc.
Financial Services

14.29%

S&P 500

Performance

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


0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%OctoberNovemberDecember2024FebruaryMarch
6,790.85%
269.16%
Hedge Funds with BTC
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 3, 2012, corresponding to the inception date of CG

Returns

As of Mar 2, 2024, the Hedge Funds with BTC returned 11.67% Year-To-Date and 18.38% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Hedge Funds with BTC11.67%11.58%41.17%48.83%26.12%18.30%
BLK
BlackRock, Inc.
0.37%3.40%17.00%20.58%11.13%8.73%
MS
Morgan Stanley
-6.35%-0.91%3.08%-8.49%13.07%8.96%
AMP
Ameriprise Financial, Inc.
8.47%5.46%20.85%20.98%19.15%11.06%
CG
The Carlyle Group Inc.
12.98%12.26%42.28%34.04%16.66%6.15%
KKR
KKR & Co. Inc.
19.61%10.70%59.72%75.47%23.63%12.64%
BX
The Blackstone Group Inc.
-1.42%3.00%24.60%45.19%23.41%13.68%
BTC-USD
Bitcoin
47.74%45.24%141.90%178.31%46.79%37.39%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.38%12.57%
2023-3.74%-2.58%-3.61%19.49%12.73%

Sharpe Ratio

The current Hedge Funds with BTC Sharpe ratio is 3.02. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.02

The Sharpe ratio of Hedge Funds with BTC is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
3.02
2.44
Hedge Funds with BTC
Benchmark (^GSPC)
Portfolio components

Dividend yield

Hedge Funds with BTC granted a 2.00% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Hedge Funds with BTC2.00%2.01%2.84%1.54%1.94%2.41%4.06%3.06%4.33%6.93%3.71%2.65%
BLK
BlackRock, Inc.
2.45%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
3.84%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.
1.32%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.
3.07%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.
0.67%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.
2.62%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%

Expense Ratio

The 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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
Hedge Funds with BTC
3.02
BLK
BlackRock, Inc.
1.31
MS
Morgan Stanley
0.33
AMP
Ameriprise Financial, Inc.
2.06
CG
The Carlyle Group Inc.
2.07
KKR
KKR & Co. Inc.
3.64
BX
The Blackstone Group Inc.
1.91
BTC-USD
Bitcoin
2.99

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BTC-USDCGBXKKRMSBLKAMP
BTC-USD1.000.080.070.090.090.080.08
CG0.081.000.570.580.450.470.46
BX0.070.571.000.630.480.520.51
KKR0.090.580.631.000.490.510.53
MS0.090.450.480.491.000.630.69
BLK0.080.470.520.510.631.000.67
AMP0.080.460.510.530.690.671.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Hedge Funds with BTC
Benchmark (^GSPC)
Portfolio components

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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.89%Feb 12, 202041Mar 23, 2020206Oct 15, 2020247
-43.36%Nov 10, 2021340Oct 15, 2022480Feb 7, 2024820
-41.2%Dec 5, 2013799Feb 11, 2016328Jan 4, 20171127
-40.1%Dec 17, 2017374Dec 25, 2018183Jun 26, 2019557
-22.24%Apr 11, 20137Apr 17, 2013180Oct 14, 2013187

Volatility Chart

The current Hedge Funds with BTC volatility is 4.36%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%OctoberNovemberDecember2024FebruaryMarch
4.36%
3.47%
Hedge Funds with BTC
Benchmark (^GSPC)
Portfolio components
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