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Sample Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


GLD 20%ETH-USD 20%BTC-USD 20%USD=X 20%SPY 20%CommodityCommodityCryptocurrencyCryptocurrencyCurrencyCurrencyEquityEquity
PositionCategory/SectorTarget Weight
BTC-USD
Bitcoin
20%
ETH-USD
Ethereum
20%
GLD
SPDR Gold Trust
Precious Metals, Gold
20%
SPY
SPDR S&P 500 ETF
Large Cap Growth Equities
20%
USD=X
USD Cash
20%

Performance

Performance Chart


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The earliest data available for this chart is Aug 7, 2015, corresponding to the inception date of ETH-USD

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.77%7.44%-5.60%8.37%14.12%10.46%
Sample Portfolio2.77%18.02%8.22%22.46%41.59%N/A
ETH-USD
Ethereum
-29.62%54.05%-25.09%-19.39%66.08%N/A
BTC-USD
Bitcoin
10.21%29.32%34.11%69.38%64.34%83.65%
GLD
SPDR Gold Trust
26.73%4.96%23.75%40.30%14.00%10.19%
SPY
SPDR S&P 500 ETF
-3.42%7.58%-5.06%9.73%15.73%12.35%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%
*Annualized

Monthly Returns

The table below presents the monthly returns of Sample Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.63%-9.72%-2.06%3.41%8.46%2.77%
20240.19%19.20%7.96%-6.82%7.98%-2.44%0.75%-5.11%3.59%2.14%17.33%-3.83%44.46%
202316.87%-1.15%10.58%1.66%-1.63%3.85%-0.52%-5.01%-1.03%8.50%6.84%6.36%52.99%
2022-10.11%4.35%4.13%-8.86%-8.66%-15.02%16.22%-6.14%-6.67%6.03%-4.45%-2.78%-30.72%
202117.37%8.84%18.10%10.53%-5.19%-6.67%7.04%11.12%-6.52%18.72%0.02%-8.33%78.59%
202014.52%1.94%-18.32%22.13%6.28%-0.45%18.55%8.47%-8.02%6.41%23.07%20.18%129.36%
2019-3.08%7.20%2.01%9.66%27.05%14.77%-5.63%-2.65%-1.84%3.62%-7.25%-2.45%43.25%
20185.61%-7.60%-18.33%20.28%-7.87%-8.99%3.69%-8.62%-3.74%-4.94%-14.52%-0.14%-40.51%
20178.38%16.96%68.16%17.02%65.46%15.51%-2.05%27.99%-7.15%10.69%25.34%26.55%874.31%
201627.17%73.51%54.31%-1.72%12.16%5.11%-1.30%-2.51%3.76%-1.32%-3.13%6.37%300.54%
2015-13.94%-4.14%13.83%2.34%4.75%0.68%

Expense Ratio

Sample Portfolio has an expense ratio of 0.10%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Sample Portfolio is 69, 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 Sample Portfolio is 6969
Overall Rank
The Sharpe Ratio Rank of Sample Portfolio is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of Sample Portfolio is 8888
Sortino Ratio Rank
The Omega Ratio Rank of Sample Portfolio is 7979
Omega Ratio Rank
The Calmar Ratio Rank of Sample Portfolio is 3636
Calmar Ratio Rank
The Martin Ratio Rank of Sample Portfolio is 7474
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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ETH-USD
Ethereum
-0.310.351.040.03-0.32
BTC-USD
Bitcoin
1.242.991.312.3110.99
GLD
SPDR Gold Trust
2.373.791.492.4415.79
SPY
SPDR S&P 500 ETF
0.490.261.040.010.28
USD=X
USD Cash

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.

Sample Portfolio Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: 0.83
  • 5-Year: 1.35
  • All Time: 1.83

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 0.41 to 0.94, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Sample Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend yield

Sample Portfolio provided a 0.25% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio0.25%0.24%0.28%0.33%0.24%0.30%0.35%0.41%0.36%0.41%0.41%0.37%
ETH-USD
Ethereum
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%
GLD
SPDR Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.27%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%
USD=X
USD Cash
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. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Sample 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 Sample Portfolio was 53.37%, occurring on Dec 15, 2018. Recovery took 590 trading sessions.

The current Sample Portfolio drawdown is 5.27%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-53.37%Jan 14, 2018336Dec 15, 2018590Jul 27, 2020926
-42.71%Nov 9, 2021366Nov 9, 2022463Feb 15, 2024829
-27.52%May 12, 202170Jul 20, 202191Oct 19, 2021161
-27.35%Jun 13, 201734Jul 16, 201742Aug 27, 201776
-22.74%Dec 17, 2024113Apr 8, 2025

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 5 assets, with an effective number of assets of 5.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

^GSPCUSD=XGLDSPYBTC-USDETH-USDPortfolio
^GSPC1.000.000.021.000.190.210.30
USD=X0.000.000.000.000.000.000.00
GLD0.020.001.000.010.090.080.17
SPY1.000.000.011.000.160.170.25
BTC-USD0.190.000.090.161.000.640.82
ETH-USD0.210.000.080.170.641.000.91
Portfolio0.300.000.170.250.820.911.00
The correlation results are calculated based on daily price changes starting from Aug 8, 2015