bitcoin long mining and related companies
bitcoin long mining and related companies
MARA DAPP MSTR COIN SQ PYPL
Asset Allocation
| Position | Category/Sector | 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 Quarterly
The earliest data available for this chart is Apr 14, 2021, corresponding to the inception date of DAPP
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| bitcoin long mining and related companies | 29.86% | 2.85% | 59.53% | 79.03% | N/A | N/A |
| Portfolio components: | ||||||
MARA Marathon Digital Holdings, Inc. | -13.67% | 4.70% | 13.61% | 26.99% | 57.26% | -14.53% |
DAPP VanEck Digital Transformation ETF | 18.29% | -0.16% | 56.30% | 50.31% | N/A | N/A |
MSTR MicroStrategy Incorporated | 154.34% | 10.20% | 224.87% | 276.97% | 67.30% | 27.93% |
COIN Coinbase Global, Inc. | 33.12% | 7.89% | 84.92% | 149.78% | N/A | N/A |
SQ Square, Inc. | -20.39% | -2.70% | -5.22% | -18.73% | -5.54% | N/A |
PYPL PayPal Holdings, Inc. | -6.82% | -1.79% | -7.38% | -20.56% | -13.13% | N/A |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -18.43% | 40.50% | 27.50% | -20.59% | 8.60% | 0.21% | 29.86% | ||||||
| 2023 | 60.98% | -0.56% | 7.74% | 2.17% | -1.37% | 18.89% | 24.80% | -22.44% | -14.64% | 2.89% | 33.74% | 43.37% | 236.81% |
| 2022 | -24.21% | -0.98% | 5.76% | -32.58% | -20.88% | -33.90% | 56.25% | -5.57% | -10.81% | 8.86% | -22.46% | -20.32% | -75.23% |
| 2021 | -8.21% | -17.94% | 15.59% | -6.08% | 15.79% | -15.34% | 25.91% | -5.94% | -24.15% | -27.99% |
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of bitcoin long mining and related companies is 38, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
MARA Marathon Digital Holdings, Inc. | 0.23 | 1.20 | 1.14 | 0.28 | 0.70 |
DAPP VanEck Digital Transformation ETF | 0.64 | 1.42 | 1.16 | 0.55 | 1.95 |
MSTR MicroStrategy Incorporated | 2.86 | 3.17 | 1.39 | 4.20 | 13.23 |
COIN Coinbase Global, Inc. | 1.87 | 2.56 | 1.28 | 1.71 | 7.44 |
SQ Square, Inc. | -0.40 | -0.28 | 0.97 | -0.23 | -0.79 |
PYPL PayPal Holdings, Inc. | -0.61 | -0.65 | 0.92 | -0.26 | -1.07 |
Dividends
Dividend yield
bitcoin long mining and related companies granted a 0.00% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
| bitcoin long mining and related companies | 0.00% | 0.00% | 0.00% | 1.69% |
| Portfolio components: | ||||
MARA Marathon Digital Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
DAPP VanEck Digital Transformation ETF | 0.00% | 0.00% | 0.00% | 10.13% |
MSTR MicroStrategy Incorporated | 0.00% | 0.00% | 0.00% | 0.00% |
COIN Coinbase Global, Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
SQ Square, Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
PYPL PayPal Holdings, Inc. | 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 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 85.73%, occurring on Dec 28, 2022. The portfolio has not yet recovered.
The current bitcoin long mining and related companies drawdown is 31.55%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -85.73% | Nov 9, 2021 | 286 | Dec 28, 2022 | — | — | — |
| -30.27% | Apr 15, 2021 | 27 | May 21, 2021 | 103 | Oct 18, 2021 | 130 |
| -5.27% | Oct 26, 2021 | 2 | Oct 27, 2021 | 3 | Nov 1, 2021 | 5 |
| -5.24% | Oct 21, 2021 | 2 | Oct 22, 2021 | 1 | Oct 25, 2021 | 3 |
| -2.21% | Nov 4, 2021 | 2 | Nov 5, 2021 | 1 | Nov 8, 2021 | 3 |
Volatility
Volatility Chart
The current bitcoin long mining and related companies volatility is 16.77%, 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
| PYPL | SQ | MARA | MSTR | COIN | DAPP | |
|---|---|---|---|---|---|---|
| PYPL | 1.00 | 0.70 | 0.43 | 0.45 | 0.49 | 0.51 |
| SQ | 0.70 | 1.00 | 0.52 | 0.55 | 0.58 | 0.62 |
| MARA | 0.43 | 0.52 | 1.00 | 0.75 | 0.73 | 0.89 |
| MSTR | 0.45 | 0.55 | 0.75 | 1.00 | 0.74 | 0.84 |
| COIN | 0.49 | 0.58 | 0.73 | 0.74 | 1.00 | 0.82 |
| DAPP | 0.51 | 0.62 | 0.89 | 0.84 | 0.82 | 1.00 |