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bitcoin long mining and related companies
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


MARA 16.67%DAPP 16.67%MSTR 16.67%COIN 16.67%SQ 16.67%PYPL 16.67%EquityEquity
PositionCategory/SectorTarget Weight
COIN
Coinbase Global, Inc.
Technology
16.67%
DAPP
VanEck Digital Transformation ETF
Technology Equities, Blockchain
16.67%
MARA
Marathon Digital Holdings, Inc.
Financial Services
16.67%
MSTR
MicroStrategy Incorporated
Technology
16.67%
PYPL
PayPal Holdings, Inc.
Financial Services
16.67%
SQ
Square, Inc.
Technology
16.67%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in bitcoin long mining and related companies, 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.


-40.00%-20.00%0.00%20.00%40.00%60.00%AugustSeptemberOctoberNovemberDecember2025
13.51%
41.27%
bitcoin long mining and related companies
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 14, 2021, corresponding to the inception date of DAPP

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-0.93%-3.71%3.77%21.81%12.17%11.26%
bitcoin long mining and related companies9.23%-18.33%72.06%201.11%N/AN/A
MARA
Marathon Digital Holdings, Inc.
3.00%-22.22%-14.88%-6.85%81.35%-17.27%
DAPP
VanEck Digital Transformation ETF
5.71%-14.67%24.06%88.76%N/AN/A
MSTR
MicroStrategy Incorporated
13.22%-19.76%134.76%575.37%87.06%35.48%
COIN
Coinbase Global, Inc.
4.22%-16.68%18.70%97.87%N/AN/A
SQ
Square, Inc.
-2.88%-10.26%20.08%24.16%3.76%N/A
PYPL
PayPal Holdings, Inc.
-2.33%-8.42%38.31%36.66%-6.30%N/A
*Annualized

Monthly Returns

The table below presents the monthly returns of bitcoin long mining and related companies, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-20.81%56.44%32.80%-29.04%23.22%-3.95%9.12%-14.20%14.48%27.01%53.51%-23.01%122.31%
202348.98%-1.76%5.47%2.13%-3.61%17.01%25.03%-22.19%-14.62%7.40%30.48%38.56%186.78%
2022-24.32%-0.86%5.76%-33.22%-22.22%-34.73%50.54%-5.81%-10.96%9.73%-22.02%-20.23%-76.82%
2021-8.21%-17.94%15.60%-5.74%14.54%-14.84%22.97%-6.93%-23.27%-29.70%

Expense Ratio

bitcoin long mining and related companies has an expense ratio of 0.08%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for DAPP: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of bitcoin long mining and related companies is 58, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of bitcoin long mining and related companies is 5858
Overall Rank
The Sharpe Ratio Rank of bitcoin long mining and related companies is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of bitcoin long mining and related companies is 7272
Sortino Ratio Rank
The Omega Ratio Rank of bitcoin long mining and related companies is 5151
Omega Ratio Rank
The Calmar Ratio Rank of bitcoin long mining and related companies is 4747
Calmar Ratio Rank
The Martin Ratio Rank of bitcoin long mining and related companies is 5353
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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
The chart of Sharpe ratio for bitcoin long mining and related companies, currently valued at 1.84, compared to the broader market-1.000.001.002.003.004.001.841.77
The chart of Sortino ratio for bitcoin long mining and related companies, currently valued at 2.58, compared to the broader market-2.000.002.004.002.582.37
The chart of Omega ratio for bitcoin long mining and related companies, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.281.32
The chart of Calmar ratio for bitcoin long mining and related companies, currently valued at 2.23, compared to the broader market0.002.004.006.008.0010.002.232.65
The chart of Martin ratio for bitcoin long mining and related companies, currently valued at 8.98, compared to the broader market0.0010.0020.0030.0040.008.9811.13
bitcoin long mining and related companies
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MARA
Marathon Digital Holdings, Inc.
-0.290.271.03-0.38-0.84
DAPP
VanEck Digital Transformation ETF
0.811.621.180.793.67
MSTR
MicroStrategy Incorporated
4.213.661.429.8221.70
COIN
Coinbase Global, Inc.
0.811.731.191.053.18
SQ
Square, Inc.
0.390.911.110.231.08
PYPL
PayPal Holdings, Inc.
1.081.581.210.455.63

The current bitcoin long mining and related companies Sharpe ratio is 1.84. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.22 to 1.94, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of bitcoin long mining and related companies with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00AugustSeptemberOctoberNovemberDecember2025
1.84
1.77
bitcoin long mining and related companies
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

bitcoin long mining and related companies provided a 0.64% dividend yield over the last twelve months.


TTM2024202320222021
Portfolio0.64%0.67%0.00%0.00%1.69%
MARA
Marathon Digital Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%
DAPP
VanEck Digital Transformation ETF
3.82%4.04%0.00%0.00%10.13%
MSTR
MicroStrategy Incorporated
0.00%0.00%0.00%0.00%0.00%
COIN
Coinbase Global, Inc.
0.00%0.00%0.00%0.00%0.00%
SQ
Square, Inc.
0.00%0.00%0.00%0.00%0.00%
PYPL
PayPal Holdings, Inc.
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. Drawdowns are calculated considering price movements and all distributions paid, if any.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-26.05%
-4.32%
bitcoin long mining and related companies
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the bitcoin long mining and related companies. 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 bitcoin long mining and related companies was 86.41%, occurring on Dec 28, 2022. Recovery took 470 trading sessions.

The current bitcoin long mining and related companies drawdown is 26.05%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-86.41%Nov 9, 2021286Dec 28, 2022470Nov 11, 2024756
-32.3%Nov 21, 202427Dec 31, 2024
-30.27%Apr 15, 202127May 21, 2021104Oct 19, 2021131
-9.22%Nov 13, 20242Nov 14, 20242Nov 18, 20244
-5.18%Oct 26, 20212Oct 27, 20214Nov 2, 20216

Volatility

Volatility Chart

The current bitcoin long mining and related companies volatility is 27.48%, 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.


0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
27.48%
4.66%
bitcoin long mining and related companies
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

PYPLSQMARAMSTRCOINDAPP
PYPL1.000.670.430.450.480.51
SQ0.671.000.510.530.570.61
MARA0.430.511.000.740.730.88
MSTR0.450.530.741.000.740.84
COIN0.480.570.730.741.000.83
DAPP0.510.610.880.840.831.00
The correlation results are calculated based on daily price changes starting from Apr 15, 2021
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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