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
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)|
|Returns over 1 year are annualized|
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.
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|
The Drawdowns chart displays portfolio losses from any high point along the way.
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.
|-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|
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.