Graham's Bitcoin Portfolio
Expense Ratio
- 0.01%
Dividend Yield
- 0.47%
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VGLT Vanguard Long-Term Treasury ETF | Government Bonds | 15% |
BTC-USD Bitcoin | 15% | |
^GSPC S&P 500 | 70% |
Performance
The chart shows the growth of $10,000 invested in Graham's Bitcoin Portfolio in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $2,218,093 for a total return of roughly 22,080.93%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly
Returns
As of Mar 18, 2023, the Graham's Bitcoin Portfolio returned 11.51% Year-To-Date and 19.87% of annualized return in the last 10 years.
| 1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -5.31% | 2.01% | 0.39% | -10.12% | 4.99% | 6.60% |
| Graham's Bitcoin Portfolio | 0.30% | 11.51% | 6.73% | -11.77% | 10.53% | 19.87% |
| Portfolio components: | ||||||
^GSPC S&P 500 | -5.31% | 2.01% | 0.39% | -10.12% | 4.99% | 6.60% |
VGLT Vanguard Long-Term Treasury ETF | 2.84% | 7.24% | 0.89% | -16.26% | 0.07% | 1.08% |
BTC-USD Bitcoin | 23.42% | 65.73% | 39.20% | -33.39% | 18.70% | 55.12% |
| Returns over 1 year are annualized | ||||||
Dividends
Graham's Bitcoin Portfolio granted a 0.47% dividend yield in the last twelve months.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend yield | 0.47% | 0.43% | 0.28% | 0.34% | 0.40% | 0.45% | 0.43% | 0.47% | 0.57% | 0.51% | 0.60% | 0.59% |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Graham's Bitcoin Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Graham's Bitcoin Portfolio is 50.50%, recorded on Nov 25, 2011. It took 467 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -50.5% | Jun 10, 2011 | 169 | Nov 25, 2011 | 467 | Mar 6, 2013 | 636 |
| -34.45% | Nov 9, 2021 | 341 | Oct 15, 2022 | — | — | — |
| -33.03% | Dec 17, 2017 | 374 | Dec 25, 2018 | 181 | Jun 24, 2019 | 555 |
| -31.65% | Dec 5, 2013 | 14 | Dec 18, 2013 | 911 | Jun 16, 2016 | 925 |
| -28.53% | Feb 15, 2020 | 33 | Mar 18, 2020 | 131 | Jul 27, 2020 | 164 |
| -26.62% | Nov 8, 2010 | 29 | Dec 6, 2010 | 57 | Feb 1, 2011 | 86 |
| -22.6% | Apr 11, 2013 | 7 | Apr 17, 2013 | 200 | Nov 3, 2013 | 207 |
| -20.55% | May 15, 2011 | 7 | May 21, 2011 | 5 | May 26, 2011 | 12 |
| -12.67% | Feb 14, 2011 | 36 | Mar 21, 2011 | 33 | Apr 23, 2011 | 69 |
| -9.55% | Jun 6, 2011 | 1 | Jun 6, 2011 | 2 | Jun 8, 2011 | 3 |
Volatility Chart
Current Graham's Bitcoin Portfolio volatility is 81.61%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.