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CMC Crypto 200 Index by Solacti

^CMC200
Index · Currency in USD

^CMC200Price Chart


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S&P 500

^CMC200Performance

The chart shows the growth of $10,000 invested in CMC Crypto 200 Index by Solacti on Jan 2, 2019 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $95,503 for a total return of roughly 855.03%. All prices are adjusted for splits and dividends.


^CMC200 (CMC Crypto 200 Index by Solacti)
Benchmark (S&P 500)

^CMC200Returns in periods

Returns over 1 year are annualized

PeriodReturn
1M8.34%
6M41.10%
YTD77.89%
1Y509.25%
5Y152.48%
10Y152.48%

^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 3.64. A Sharpe ratio of 3.0 or higher is considered excellent.

The chart below displays rolling 12-month Sharpe Ratio.


^CMC200 (CMC Crypto 200 Index by Solacti)
Benchmark (S&P 500)

^CMC200Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


^CMC200 (CMC Crypto 200 Index by Solacti)
Benchmark (S&P 500)

^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 CMC Crypto 200 Index by Solacti 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
-51.8%May 10, 202146Jul 20, 2021
-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
-16.77%Apr 16, 20216Apr 23, 20216May 3, 202112
-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

^CMC200Volatility Chart

Current CMC Crypto 200 Index by Solacti volatility is 69.90%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


^CMC200 (CMC Crypto 200 Index by Solacti)
Benchmark (S&P 500)

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