Bitcoin
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BTC-USD Bitcoin | 100% |
Performance
The chart shows the growth of an initial investment of $10,000 in Bitcoin, 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
Returns
As of Sep 22, 2023, the Bitcoin returned 60.55% Year-To-Date and 44.70% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.31% | 9.66% | 12.78% | 14.25% | 5.54% | 6.66% |
| Bitcoin | 2.06% | -6.23% | 60.55% | 43.24% | 20.93% | 44.70% |
| Portfolio components: | ||||||
BTC-USD Bitcoin | 2.06% | -6.23% | 60.55% | 43.24% | 20.93% | 44.70% |
| Returns over 1 year are annualized | ||||||
Dividend yield
Expense Ratio
The Bitcoin has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
BTC-USD Bitcoin | 1.10 |
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 Bitcoin. 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 Bitcoin is 93.07%, recorded on Nov 19, 2011. It took 460 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -93.07% | Jun 10, 2011 | 163 | Nov 19, 2011 | 460 | Feb 21, 2013 | 623 |
| -84.53% | Dec 5, 2013 | 406 | Jan 14, 2015 | 721 | Jan 4, 2017 | 1127 |
| -83.39% | Dec 17, 2017 | 364 | Dec 15, 2018 | 716 | Nov 30, 2020 | 1080 |
| -76.64% | Nov 9, 2021 | 378 | Nov 21, 2022 | — | — | — |
| -70.28% | Apr 11, 2013 | 7 | Apr 17, 2013 | 202 | Nov 5, 2013 | 209 |
Volatility Chart
The current Bitcoin volatility is 5.86%, 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.