ETFold BTC
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
Bitcoin | 30% | |
iShares Gold Trust | Precious Metals, Gold | 5% |
VanEck Vectors Semiconductor ETF | Technology Equities | 40% |
Technology Select Sector SPDR Fund | Technology Equities | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ETFold BTC, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Jul 17, 2010, corresponding to the inception date of BTC-USD
Returns By Period
As of Sep 21, 2024, the ETFold BTC returned 37.09% Year-To-Date and 46.19% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 19.55% | 2.37% | 8.95% | 32.00% | 13.81% | 11.08% |
ETFold BTC | 37.23% | 1.37% | 5.47% | 80.92% | 41.36% | 46.20% |
Portfolio components: | ||||||
VanEck Vectors Semiconductor ETF | 36.04% | -1.86% | 4.51% | 68.59% | 34.77% | 28.19% |
Bitcoin | 49.99% | 4.99% | -1.04% | 138.51% | 45.48% | 65.03% |
iShares Gold Trust | 26.88% | 5.63% | 20.99% | 35.82% | 11.25% | 7.75% |
Technology Select Sector SPDR Fund | 16.01% | 0.97% | 6.20% | 36.11% | 23.66% | 20.16% |
Monthly Returns
The table below presents the monthly returns of ETFold BTC, 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 3.35% | 19.76% | 8.56% | -7.78% | 10.11% | 3.56% | -1.68% | -3.07% | 37.23% | ||||
2023 | 21.27% | 0.24% | 14.52% | -1.56% | 6.37% | 7.04% | 1.75% | -4.74% | -3.96% | 7.30% | 11.82% | 8.80% | 89.60% |
2022 | -11.16% | 1.40% | 2.83% | -13.91% | -2.31% | -19.09% | 15.18% | -9.83% | -9.67% | 4.35% | 5.03% | -6.84% | -39.62% |
2021 | 5.39% | 14.35% | 12.97% | 0.80% | -8.98% | 2.38% | 6.79% | 6.34% | -6.18% | 17.22% | 2.45% | -4.53% | 56.21% |
2020 | 9.04% | -6.08% | -14.84% | 19.89% | 7.04% | 3.76% | 12.57% | 5.96% | -4.20% | 7.18% | 24.60% | 22.92% | 117.83% |
2019 | 3.99% | 7.76% | 4.14% | 14.39% | 12.73% | 21.09% | 1.60% | -2.15% | -1.35% | 7.21% | -2.72% | 5.48% | 96.59% |
2018 | -3.54% | 0.21% | -9.75% | 7.09% | -1.97% | -6.32% | 8.23% | -0.74% | -2.76% | -8.17% | -10.50% | -6.52% | -31.15% |
2017 | 2.92% | 8.71% | -0.80% | 8.54% | 28.73% | 2.38% | 7.90% | 22.35% | -1.85% | 20.23% | 22.13% | 16.62% | 252.30% |
2016 | -7.68% | 6.34% | 4.10% | -0.61% | 10.12% | 9.16% | 4.14% | -0.21% | 4.22% | 3.45% | 3.34% | 11.37% | 57.45% |
2015 | -11.69% | 9.30% | -3.30% | -0.19% | 2.93% | -0.91% | 1.11% | -9.34% | 0.59% | 16.00% | 7.78% | 4.48% | 14.44% |
2014 | 1.34% | -7.26% | -2.18% | -1.35% | 13.87% | 3.87% | -2.95% | -2.19% | -5.31% | -3.35% | 7.80% | -4.46% | -4.02% |
2013 | 16.71% | 22.02% | 94.38% | 17.19% | -1.27% | -10.88% | 5.19% | 7.32% | 2.45% | 18.25% | 173.44% | -24.36% | 707.48% |
Expense Ratio
ETFold BTC has an expense ratio of 0.18%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ETFold BTC is 27, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
---|---|---|---|---|---|
VanEck Vectors Semiconductor ETF | 1.56 | 2.08 | 1.27 | 0.98 | 6.25 |
Bitcoin | 1.40 | 2.07 | 1.21 | 0.83 | 6.16 |
iShares Gold Trust | 2.86 | 3.77 | 1.50 | 2.71 | 19.13 |
Technology Select Sector SPDR Fund | 1.03 | 1.48 | 1.19 | 0.42 | 4.42 |
Dividends
Dividend yield
ETFold BTC granted a 0.31% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
ETFold BTC | 0.31% | 0.43% | 1.21% | 0.57% | 0.78% | 2.69% | 1.90% | 1.48% | 1.08% | 2.16% | 1.36% | 1.67% |
Portfolio components: | ||||||||||||
VanEck Vectors Semiconductor ETF | 0.44% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Technology Select Sector SPDR Fund | 0.52% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the ETFold BTC. 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 ETFold BTC was 61.09%, occurring on Nov 23, 2011. Recovery took 450 trading sessions.
The current ETFold BTC drawdown is 6.95%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-61.09% | Jun 10, 2011 | 167 | Nov 23, 2011 | 450 | Feb 15, 2013 | 617 |
-48.63% | Nov 9, 2021 | 341 | Oct 15, 2022 | 419 | Dec 8, 2023 | 760 |
-47.04% | Dec 17, 2017 | 374 | Dec 25, 2018 | 182 | Jun 25, 2019 | 556 |
-42.1% | Dec 5, 2013 | 14 | Dec 18, 2013 | 907 | Jun 12, 2016 | 921 |
-38.38% | Apr 11, 2013 | 7 | Apr 17, 2013 | 201 | Nov 4, 2013 | 208 |
Volatility
Volatility Chart
The current ETFold BTC volatility is 9.67%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
IAU | BTC-USD | SMH | XLK | |
---|---|---|---|---|
IAU | 1.00 | 0.05 | 0.02 | 0.02 |
BTC-USD | 0.05 | 1.00 | 0.10 | 0.09 |
SMH | 0.02 | 0.10 | 1.00 | 0.79 |
XLK | 0.02 | 0.09 | 0.79 | 1.00 |