I don't have a belt. Not all martial arts schools use the coloured belt grading system.

The coloured belt grading system's never been a traditional part of martial arts. It's something that was created when Judo decided to become a federated sport around the turn of the 20th Century; and even then there were only 3 belts (white, brown, black - most dojos in Japan only use 3 belts). The other colours were added in later as martial arts became more commercialised.

I think there are some advantages and disadvantages to using belt grades; but they're not an utterly essential part of martial arts practice. A much more important question over "What grade are you?" is "Can you fight?" -- if your answer is "yes," then you're doing well.

I find having a black belt is like having a drivers licence. In theory it should mean that you're a competent, but in reality it all depends on the individual. (^_^)