BTCCASH
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BIL SPDR Barclays 1-3 Month T-Bill ETF | Government Bonds | 90% |
BTC-USD Bitcoin | 10% |
Performance
Performance Chart
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The earliest data available for this chart is Jul 14, 2010, corresponding to the inception date of BTC-USD
Returns By Period
As of May 11, 2025, the BTCCASH returned 2.63% Year-To-Date and 12.98% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.64% | 8.97% | -2.52% | 11.90% | 15.34% | 10.70% |
| BTCCASH | 2.77% | 2.78% | 5.28% | 11.03% | 11.23% | 12.99% |
| Portfolio components: | ||||||
BIL SPDR Barclays 1-3 Month T-Bill ETF | 1.48% | 0.31% | 2.11% | 4.76% | 2.56% | 1.77% |
BTC-USD Bitcoin | 11.43% | 24.82% | 29.37% | 71.25% | 63.89% | 83.77% |
Monthly Returns
The table below presents the monthly returns of BTCCASH, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.28% | -1.63% | 0.10% | 1.72% | 1.30% | 2.77% | |||||||
| 2024 | 0.46% | 4.79% | 2.50% | -1.14% | 1.41% | -0.29% | 0.72% | -0.51% | 1.12% | 1.41% | 4.29% | -0.12% | 15.46% |
| 2023 | 4.23% | 0.30% | 3.32% | 0.61% | -0.39% | 1.57% | -0.06% | -0.64% | 0.71% | 3.25% | 1.51% | 1.97% | 17.52% |
| 2022 | -1.66% | 1.00% | 0.54% | -1.68% | -1.25% | -2.65% | 1.80% | -1.44% | -0.12% | 0.69% | -1.41% | 0.01% | -6.10% |
| 2021 | 1.43% | 4.10% | 4.51% | -0.20% | -3.48% | -0.51% | 1.83% | 1.51% | -0.98% | 4.18% | -1.01% | -2.46% | 8.89% |
| 2020 | 3.07% | -0.90% | -2.72% | 3.43% | 1.19% | -0.46% | 2.39% | 0.38% | -0.96% | 2.77% | 5.24% | 7.93% | 23.01% |
| 2019 | -0.58% | 1.20% | 0.80% | 3.21% | 7.79% | 6.53% | -0.45% | -0.23% | -0.92% | 1.26% | -1.89% | -0.38% | 17.07% |
| 2018 | -2.89% | 0.22% | -2.52% | 3.38% | -2.32% | -1.40% | 2.33% | -1.02% | -0.53% | -0.31% | -3.33% | -0.39% | -8.65% |
| 2017 | 0.11% | 2.22% | -1.14% | 2.75% | 8.87% | 2.04% | 1.59% | 7.20% | -1.48% | 5.16% | 8.61% | 6.73% | 51.03% |
| 2016 | -1.43% | 1.64% | -0.49% | 0.80% | 1.99% | 3.06% | -0.72% | -0.77% | 0.56% | 1.52% | 0.69% | 3.53% | 10.74% |
| 2015 | -3.31% | 1.22% | -0.35% | -0.35% | -0.26% | 1.33% | 0.84% | -2.10% | 0.19% | 3.28% | 2.60% | 2.04% | 5.05% |
| 2014 | 1.00% | -3.66% | -1.30% | -0.20% | 3.84% | 0.15% | -0.90% | -1.79% | -1.43% | -1.31% | 1.07% | -1.51% | -6.06% |
Expense Ratio
BTCCASH has an expense ratio of 0.13%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 94, BTCCASH is among the top 6% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. 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 | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
BIL SPDR Barclays 1-3 Month T-Bill ETF | 16.81 | 237.84 | 140.74 | 59.73 | 4,645.56 |
BTC-USD Bitcoin | 1.40 | 3.20 | 1.33 | 2.65 | 12.24 |
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Dividends
Dividend yield
BTCCASH provided a 4.22% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.22% | 4.52% | 4.43% | 1.22% | 0.00% | 0.27% | 1.84% | 1.49% | 0.62% | 0.06% |
| Portfolio components: | ||||||||||
BIL SPDR Barclays 1-3 Month T-Bill ETF | 4.69% | 5.03% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% |
BTC-USD Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the BTCCASH. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the BTCCASH was 43.43%, occurring on Nov 18, 2011. Recovery took 495 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -43.43% | Jun 10, 2011 | 162 | Nov 18, 2011 | 495 | Mar 27, 2013 | 657 |
| -26.33% | Dec 5, 2013 | 14 | Dec 18, 2013 | 1248 | May 19, 2017 | 1262 |
| -23.28% | Nov 9, 2010 | 27 | Dec 5, 2010 | 59 | Feb 2, 2011 | 86 |
| -18.99% | Dec 17, 2017 | 364 | Dec 15, 2018 | 193 | Jun 26, 2019 | 557 |
| -16.92% | May 17, 2011 | 4 | May 20, 2011 | 7 | May 27, 2011 | 11 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 1.22, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | BIL | BTC-USD | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | -0.01 | 0.13 | 0.12 |
| BIL | -0.01 | 1.00 | -0.00 | 0.03 |
| BTC-USD | 0.13 | -0.00 | 1.00 | 0.99 |
| Portfolio | 0.12 | 0.03 | 0.99 | 1.00 |