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CMC Crypto 200 Index by Solacti

^CMC200
Index · Currency in USD

^CMC200Price Chart


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^CMC200Performance

The chart shows the growth of $10,000 invested in ^CMC200 on Jan 2, 2019 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $123,148 for a total return of roughly 1,131.48%. All prices are adjusted for splits and dividends.


0.00%200.00%400.00%600.00%800.00%1,000.00%1,200.00%AprilJulyOctober2020AprilJulyOctober2021April
1,131.48%
50.96%
S&P 500

^CMC200Returns in periods

Returns over 1 year are annualized

PeriodReturn
1M11.11%
YTD129.39%
6M453.14%
1Y706.57%
5Y224.16%
10Y224.16%

^CMC200Monthly Returns Heatmap


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^CMC200Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current CMC Crypto 200 Index by Solacti Sharpe ratio is 4.74. A Sharpe ratio of 3.0 or higher is considered excellent.

The chart below displays rolling 12-month Sharpe Ratio.


0.001.002.003.004.005.006.00AprilJulyOctober2021April
4.74

^CMC200Drawdowns Chart


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AprilJulyOctober2020AprilJulyOctober2021April
0.00%

^CMC200Worst Drawdowns

The table below shows the maximum drawdowns of the CMC Crypto 200 Index by Solacti. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the {{portfolioName}} is 63.38%, recorded on Mar 16, 2020. It took 136 trading sessions for the portfolio to recover.


Depth
Start
To Bottom
Bottom
To Recover
End
Total
-63.38%Jun 27, 2019181Mar 16, 2020136Nov 5, 2020317
-21.02%Jan 11, 20218Jan 21, 20219Feb 3, 202117
-19.72%Feb 22, 20215Feb 26, 20218Mar 11, 202113
-19.45%Jan 10, 201920Feb 7, 201927Mar 19, 201947
-11.79%Nov 25, 20202Nov 27, 20201Nov 30, 20203
-10.92%May 30, 20194Jun 4, 20199Jun 17, 201913
-10.74%May 16, 20192May 17, 20192May 21, 20194
-10.66%Mar 22, 20214Mar 25, 20213Mar 30, 20217
-9.81%Apr 4, 201917Apr 29, 20198May 9, 201925
-7.76%Dec 4, 20206Dec 11, 20203Dec 16, 20209

^CMC200Volatility Chart

Current CMC Crypto 200 Index by Solacti volatility is 42.49%. The chart below displays rolling 10-day Close-to-Close volatility.


0.00%50.00%100.00%150.00%200.00%250.00%300.00%350.00%AprilJulyOctober2020AprilJulyOctober2021April
42.49%

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