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Graham's Bitcoin Portfolio

Last updated Mar 18, 2023

Expense Ratio

0.01%

Dividend Yield

0.47%

Asset Allocation


VGLT 15%BTC-USD 15%^GSPC 70%BondBondCryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
VGLT
Vanguard Long-Term Treasury ETF
Government Bonds15%
BTC-USD
Bitcoin
15%
^GSPC
S&P 500
70%

S&P 500

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


0.00%5.00%10.00%15.00%NovemberDecember2023FebruaryMarch
14.44%
9.23%
9.23%
Graham's Bitcoin Portfolio
Benchmark (^GSPC)
Portfolio components

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 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark-5.31%2.01%0.39%-10.12%4.99%6.60%
Graham's Bitcoin Portfolio0.30%11.51%6.73%-11.77%10.53%19.87%
^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%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Graham's Bitcoin Portfolio Sharpe ratio is 0.26. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.50NovemberDecember2023FebruaryMarch
0.26
0.02
0.02
Graham's Bitcoin Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Graham's Bitcoin Portfolio granted a 0.47% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

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.


-35.00%-30.00%-25.00%-20.00%-15.00%NovemberDecember2023FebruaryMarch
-24.44%
-18.34%
-18.34%
Graham's Bitcoin Portfolio
Benchmark (^GSPC)
Portfolio components

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, 2011169Nov 25, 2011467Mar 6, 2013636
-34.45%Nov 9, 2021341Oct 15, 2022
-33.03%Dec 17, 2017374Dec 25, 2018181Jun 24, 2019555
-31.65%Dec 5, 201314Dec 18, 2013911Jun 16, 2016925
-28.53%Feb 15, 202033Mar 18, 2020131Jul 27, 2020164
-26.62%Nov 8, 201029Dec 6, 201057Feb 1, 201186
-22.6%Apr 11, 20137Apr 17, 2013200Nov 3, 2013207
-20.55%May 15, 20117May 21, 20115May 26, 201112
-12.67%Feb 14, 201136Mar 21, 201133Apr 23, 201169
-9.55%Jun 6, 20111Jun 6, 20112Jun 8, 20113

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.


10.00%20.00%30.00%40.00%NovemberDecember2023FebruaryMarch
19.14%
19.95%
19.95%
Graham's Bitcoin Portfolio
Benchmark (^GSPC)
Portfolio components