BB Portfolio
Hello, The BB portfolio is a Core Satellite ETF portfolio balanced in risk and geared to towards providing income and make use of secular trend thematic investing for long term growth overall higher compounding than the benchmark SP500 index. Satellite 15% Bitcoin, Solana, Ethereum (secular trend growth) Satellite 15% stablecoins (lending for income 9,5%) Core 5% gold (safe haven asset) Core 20% stocks (world exposure) Core 20% stocks (dividend income 4,6%) Satellite 25% short duration tbills (interest income +4%) Portfolio drawdown risk with quarterly rebalancing <25%
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BIL SPDR Barclays 1-3 Month T-Bill ETF | Government Bonds | 25% |
BTC-USD Bitcoin | 10% | |
DURA VanEck Vectors Morningstar Durable Dividend ETF | Large Cap Blend Equities, Dividend | 20% |
ETH-USD Ethereum | 2.50% | |
GLD SPDR Gold Trust | Precious Metals, Gold | 5% |
SOL-USD Solana | 2.50% | |
URTH iShares MSCI World ETF | Large Cap Growth Equities | 20% |
USDC-USD USDCoin | 15% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in BB Portfolio, 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 Aug 26, 2020, corresponding to the inception date of SOL-USD
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.13% | 1.45% | 8.81% | 26.52% | 13.43% | 10.88% |
| BB Portfolio | 14.93% | 1.07% | 4.78% | 36.79% | N/A | N/A |
| Portfolio components: | ||||||
BIL SPDR Barclays 1-3 Month T-Bill ETF | 3.80% | 0.43% | 2.63% | 5.37% | 2.17% | 1.47% |
USDC-USD USDCoin | -0.02% | -0.06% | -0.03% | -0.03% | -0.07% | N/A |
DURA VanEck Vectors Morningstar Durable Dividend ETF | 13.05% | 2.80% | 10.88% | 13.78% | 7.54% | N/A |
URTH iShares MSCI World ETF | 16.27% | 1.80% | 8.26% | 25.23% | 12.50% | 9.78% |
BTC-USD Bitcoin | 42.69% | 3.12% | -2.59% | 125.42% | 42.49% | 64.77% |
GLD SPDR Gold Trust | 24.15% | 2.31% | 18.79% | 32.30% | 10.97% | 7.34% |
ETH-USD Ethereum | 2.64% | -10.39% | -25.84% | 43.02% | 60.29% | N/A |
SOL-USD Solana | 29.59% | -7.75% | -22.63% | 569.15% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of BB Portfolio, 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 | 0.04% | 7.39% | 6.06% | -3.87% | 3.53% | -0.72% | 2.36% | -0.42% | 14.93% | ||||
| 2023 | 10.15% | -1.66% | 4.35% | 1.31% | -1.76% | 3.15% | 1.48% | -2.72% | -1.35% | 4.50% | 6.64% | 8.21% | 36.30% |
| 2022 | -4.54% | 0.62% | 2.43% | -5.27% | -2.26% | -7.04% | 5.96% | -4.21% | -4.15% | 4.59% | 0.04% | -1.92% | -15.46% |
| 2021 | 6.89% | 17.77% | 14.81% | 5.52% | -3.63% | -0.96% | 3.20% | 8.59% | -1.40% | 8.17% | -1.80% | -1.36% | 68.54% |
| 2020 | 1.55% | -3.80% | 0.66% | 11.28% | 9.56% | 19.89% |
Expense Ratio
BB Portfolio has an expense ratio of 0.16%, 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 BB Portfolio is 45, 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 | |
|---|---|---|---|---|---|
BIL SPDR Barclays 1-3 Month T-Bill ETF | 16.85 | 400.60 | 333.86 | 77.11 | 7,856.10 |
USDC-USD USDCoin | -0.08 | -0.12 | 0.99 | 0.00 | -0.41 |
DURA VanEck Vectors Morningstar Durable Dividend ETF | 1.84 | 2.67 | 1.33 | 0.84 | 10.83 |
URTH iShares MSCI World ETF | 2.09 | 2.81 | 1.38 | 0.94 | 12.36 |
BTC-USD Bitcoin | 0.86 | 1.51 | 1.15 | 0.44 | 3.75 |
GLD SPDR Gold Trust | 2.72 | 3.59 | 1.47 | 2.50 | 18.03 |
ETH-USD Ethereum | -0.00 | 0.49 | 1.05 | 0.02 | -0.01 |
SOL-USD Solana | 0.59 | 1.36 | 1.13 | 0.29 | 2.26 |
Dividends
Dividend yield
BB Portfolio granted a 2.21% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BB Portfolio | 2.21% | 2.29% | 1.28% | 0.88% | 1.08% | 1.56% | 1.01% | 0.55% | 0.45% | 0.47% | 0.46% | 0.21% |
| Portfolio components: | ||||||||||||
BIL SPDR Barclays 1-3 Month T-Bill ETF | 5.23% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% | 0.00% | 0.00% |
USDC-USD USDCoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DURA VanEck Vectors Morningstar Durable Dividend ETF | 3.04% | 3.58% | 3.01% | 2.89% | 3.49% | 3.08% | 0.66% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
URTH iShares MSCI World ETF | 1.49% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.15% | 2.35% | 2.31% | 1.04% |
BTC-USD 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% |
GLD SPDR 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% |
ETH-USD Ethereum | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SOL-USD Solana | 0.00% | 0.00% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the BB Portfolio. 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 BB Portfolio was 22.99%, occurring on Oct 2, 2022. Recovery took 425 trading sessions.
The current BB Portfolio drawdown is 0.97%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.99% | Nov 9, 2021 | 328 | Oct 2, 2022 | 425 | Dec 1, 2023 | 753 |
| -9.69% | May 9, 2021 | 72 | Jul 19, 2021 | 31 | Aug 19, 2021 | 103 |
| -8.05% | Sep 7, 2021 | 15 | Sep 21, 2021 | 28 | Oct 19, 2021 | 43 |
| -7.91% | Feb 25, 2021 | 4 | Feb 28, 2021 | 11 | Mar 11, 2021 | 15 |
| -5.91% | Sep 2, 2020 | 22 | Sep 23, 2020 | 43 | Nov 5, 2020 | 65 |
Volatility
Volatility Chart
The current BB Portfolio volatility is 2.98%, 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
| BIL | USDC-USD | GLD | DURA | URTH | SOL-USD | BTC-USD | ETH-USD | |
|---|---|---|---|---|---|---|---|---|
| BIL | 1.00 | 0.02 | 0.03 | 0.01 | 0.03 | 0.00 | 0.03 | -0.01 |
| USDC-USD | 0.02 | 1.00 | 0.01 | 0.01 | -0.01 | -0.03 | -0.06 | -0.07 |
| GLD | 0.03 | 0.01 | 1.00 | 0.16 | 0.20 | 0.09 | 0.09 | 0.11 |
| DURA | 0.01 | 0.01 | 0.16 | 1.00 | 0.64 | 0.14 | 0.17 | 0.17 |
| URTH | 0.03 | -0.01 | 0.20 | 0.64 | 1.00 | 0.24 | 0.29 | 0.28 |
| SOL-USD | 0.00 | -0.03 | 0.09 | 0.14 | 0.24 | 1.00 | 0.59 | 0.64 |
| BTC-USD | 0.03 | -0.06 | 0.09 | 0.17 | 0.29 | 0.59 | 1.00 | 0.81 |
| ETH-USD | -0.01 | -0.07 | 0.11 | 0.17 | 0.28 | 0.64 | 0.81 | 1.00 |