Crypto Comp Portfolio

The chart shows the growth of an initial investment of $10,000 in Crypto Comp 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 Every 3 months.

Based on dividend-adjusted daily data since Apr 11, 2020, Crypto Comp Portfolio's average daily return is +0.28%, while the average monthly return is +10.06%. At this rate, your investment would double in approximately 0.6 years.

Historically, 53% of months were positive and 47% were negative. The best month was Jan 2021 with a return of +182.5%, while the worst month was Feb 2025 at -25.8%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 7 months.

On a daily basis, Crypto Comp Portfolio closed higher 52% of trading days. The best single day was Jan 28, 2021 with a return of +68.8%, while the worst single day was May 19, 2021 at -28.9%.

Crypto Comp Portfolio has an annualized alpha of 56.72%, beta of 1.32, and R² of 0.11 versus S&P 500 Index. Calculated based on daily prices since April 11, 2020.

• This portfolio captured 265.34% of S&P 500 Index gains and 115.76% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• R² of 0.11 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.

Crypto Comp Portfolio 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.

Crypto Comp Portfolio 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.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Crypto Comp Portfolio Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: -0.21
• 5-Year: 0.60
• All Time: 1.42

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.98 to 1.66, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Crypto Comp Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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.

The table below displays the maximum drawdowns of the Crypto Comp 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 Comp Portfolio was 71.81%, occurring on Dec 30, 2022. Recovery took 427 trading sessions.

The current Crypto Comp Portfolio drawdown is 49.16%.

The chart below shows the rolling one-month volatility.