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ALVOX vs. BCH-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ALVOX and BCH-USD is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

ALVOX vs. BCH-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alger Capital Appreciation Portfolio (ALVOX) and Bitcoin Cash (BCH-USD). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%AugustSeptemberOctoberNovemberDecember2025
28.47%
-5.10%
ALVOX
BCH-USD

Key characteristics

Sharpe Ratio

ALVOX:

2.06

BCH-USD:

-0.37

Sortino Ratio

ALVOX:

2.64

BCH-USD:

-0.08

Omega Ratio

ALVOX:

1.36

BCH-USD:

0.99

Calmar Ratio

ALVOX:

1.29

BCH-USD:

0.01

Martin Ratio

ALVOX:

11.92

BCH-USD:

-1.08

Ulcer Index

ALVOX:

3.75%

BCH-USD:

25.86%

Daily Std Dev

ALVOX:

21.71%

BCH-USD:

83.78%

Max Drawdown

ALVOX:

-57.47%

BCH-USD:

-98.03%

Current Drawdown

ALVOX:

-4.41%

BCH-USD:

-89.53%

Returns By Period

In the year-to-date period, ALVOX achieves a 3.91% return, which is significantly higher than BCH-USD's -5.36% return.


ALVOX

YTD

3.91%

1M

1.73%

6M

28.47%

1Y

43.06%

5Y*

7.24%

10Y*

5.58%

BCH-USD

YTD

-5.36%

1M

-6.37%

6M

-5.09%

1Y

70.16%

5Y*

0.88%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ALVOX vs. BCH-USD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ALVOX
The Risk-Adjusted Performance Rank of ALVOX is 8585
Overall Rank
The Sharpe Ratio Rank of ALVOX is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of ALVOX is 8686
Sortino Ratio Rank
The Omega Ratio Rank of ALVOX is 8686
Omega Ratio Rank
The Calmar Ratio Rank of ALVOX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of ALVOX is 9090
Martin Ratio Rank

BCH-USD
The Risk-Adjusted Performance Rank of BCH-USD is 3535
Overall Rank
The Sharpe Ratio Rank of BCH-USD is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of BCH-USD is 3333
Sortino Ratio Rank
The Omega Ratio Rank of BCH-USD is 3333
Omega Ratio Rank
The Calmar Ratio Rank of BCH-USD is 4444
Calmar Ratio Rank
The Martin Ratio Rank of BCH-USD is 2929
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.

ALVOX vs. BCH-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alger Capital Appreciation Portfolio (ALVOX) and Bitcoin Cash (BCH-USD). 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 ALVOX, currently valued at 1.85, compared to the broader market-1.000.001.002.003.004.001.85-0.37
The chart of Sortino ratio for ALVOX, currently valued at 2.31, compared to the broader market0.005.0010.002.31-0.08
The chart of Omega ratio for ALVOX, currently valued at 1.33, compared to the broader market1.002.003.004.001.330.99
The chart of Calmar ratio for ALVOX, currently valued at 0.53, compared to the broader market0.005.0010.0015.0020.000.530.01
The chart of Martin ratio for ALVOX, currently valued at 10.02, compared to the broader market0.0020.0040.0060.0080.0010.02-1.08
ALVOX
BCH-USD

The current ALVOX Sharpe Ratio is 2.06, which is higher than the BCH-USD Sharpe Ratio of -0.37. The chart below compares the historical Sharpe Ratios of ALVOX and BCH-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.85
-0.37
ALVOX
BCH-USD

Drawdowns

ALVOX vs. BCH-USD - Drawdown Comparison

The maximum ALVOX drawdown since its inception was -57.47%, smaller than the maximum BCH-USD drawdown of -98.03%. Use the drawdown chart below to compare losses from any high point for ALVOX and BCH-USD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-4.41%
-89.53%
ALVOX
BCH-USD

Volatility

ALVOX vs. BCH-USD - Volatility Comparison

The current volatility for Alger Capital Appreciation Portfolio (ALVOX) is 9.01%, while Bitcoin Cash (BCH-USD) has a volatility of 21.66%. This indicates that ALVOX experiences smaller price fluctuations and is considered to be less risky than BCH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%AugustSeptemberOctoberNovemberDecember2025
9.01%
21.66%
ALVOX
BCH-USD
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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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