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ALVOX vs. BCH-USD
Performance
Return for Risk
Drawdowns
Volatility

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.

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Returns By Period

In the year-to-date period, ALVOX achieves a 7.30% return, which is significantly higher than BCH-USD's -64.52% return.


ALVOX

1D
4.54%
1M
-2.96%
6M
9.14%
YTD
7.30%
1Y
21.51%
3Y*
31.16%
5Y*
14.55%
10Y*
18.66%
ALL TIME*
14.53%

BCH-USD

1D
2.15%
1M
-7.31%
6M
-58.81%
YTD
-64.52%
1Y
-59.16%
3Y*
-1.91%
5Y*
-16.98%
10Y*
ALL TIME*
-10.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$19.95B$26.19B$63.73B

ALVOX vs. BCH-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ALVOX
Alger Capital Appreciation Portfolio
7.30%32.25%48.13%43.13%-36.69%19.79%41.90%33.59%-0.01%7.84%
BCH-USD
Bitcoin Cash
-64.52%38.15%66.88%167.70%-77.45%25.69%68.04%37.94%-93.76%325.79%

Correlation

The correlation between ALVOX and BCH-USD is 0.25, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.25

Correlation (3Y)
Balances recent behavior with more history.

0.23

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.26

Correlation (All Time)
Calculated using the full available price history since Jul 22, 2017

0.18

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Return for Risk

ALVOX vs. BCH-USD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ALVOX
ALVOX Risk / Return Rank: 2525
Overall Rank
ALVOX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
ALVOX Sortino Ratio Rank: 2727
Sortino Ratio Rank
ALVOX Omega Ratio Rank: 2525
Omega Ratio Rank
ALVOX Calmar Ratio Rank: 2424
Calmar Ratio Rank
ALVOX Martin Ratio Rank: 2424
Martin Ratio Rank

BCH-USD
BCH-USD Risk / Return Rank: 3939
Overall Rank
BCH-USD Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
BCH-USD Sortino Ratio Rank: 5151
Sortino Ratio Rank
BCH-USD Omega Ratio Rank: 4949
Omega Ratio Rank
BCH-USD Calmar Ratio Rank: 5353
Calmar Ratio Rank
BCH-USD Martin Ratio Rank: 44
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ALVOX vs. BCH-USD - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ALVOXBCH-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.74

Sortino ratioReturn per unit of downside risk

+2.66

Omega ratioGain probability vs. loss probability

1.16

0.87

+0.29

Calmar ratioReturn relative to maximum drawdown

1.07

-0.83

+1.91

Martin ratioReturn relative to average drawdown

3.30

-1.73

+5.03

ALVOX vs. BCH-USD - Sharpe Ratio Comparison

The current ALVOX Sharpe Ratio is 0.87, which is higher than the BCH-USD Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of ALVOX and BCH-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ALVOX vs. BCH-USD - Drawdown Comparison

The maximum ALVOX drawdown since its inception was -67.54%, smaller than the maximum BCH-USD drawdown of -97.96%. Use the drawdown chart below to compare losses from any high point for ALVOX and BCH-USD.


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Drawdown Indicators


ALVOXBCH-USDDifference

Max Drawdown

Largest peak-to-trough decline

-67.54%

-97.96%

+30.42%

Max Drawdown (1Y)

Largest decline over 1 year

-18.86%

-70.92%

+52.06%

Max Drawdown (3Y)

Largest decline over 3 years

-27.46%

-72.60%

+45.14%

Max Drawdown (5Y)

Largest decline over 5 years

-41.01%

-88.64%

+47.63%

Max Drawdown (10Y)

Largest decline over 10 years

-41.01%

Current Drawdown

Current decline from peak

-7.11%

-94.33%

+87.22%

Average Drawdown

Average peak-to-trough decline

-18.72%

-86.20%

+67.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.13%

40.01%

-33.88%

Volatility

ALVOX vs. BCH-USD - Volatility Comparison

The current volatility for Alger Capital Appreciation Portfolio (ALVOX) is 7.65%, while Bitcoin Cash (BCH-USD) has a volatility of 12.59%. 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.


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Volatility by Period


ALVOXBCH-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.65%

12.59%

-4.94%

Volatility (6M)

Calculated over the trailing 6-month period

18.38%

49.20%

-30.82%

Volatility (1Y)

Calculated over the trailing 1-year period

23.20%

56.52%

-33.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.11%

69.54%

-43.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.79%

97.29%

-73.50%

Frequently Asked Questions


ALVOX and BCH-USD have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BCH-USD has higher volatility (12.59%) compared to ALVOX (7.65%). In terms of maximum drawdown, ALVOX dropped -67.54% vs BCH-USD's -97.96%.

ALVOX currently has the higher Sharpe Ratio (0.87 vs -0.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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