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VOO+BSV+BTC+ETH

Last updated Sep 21, 2023

Asset Allocation


BSV 9%BTC-USD 5%ETH-USD 5%VOO 81%BondBondCryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
BSV
Vanguard Short-Term Bond ETF
Total Bond Market9%
BTC-USD
Bitcoin
5%
ETH-USD
Ethereum
5%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities81%

Performance

The chart shows the growth of an initial investment of $10,000 in VOO+BSV+BTC+ETH, 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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
8.99%
11.49%
VOO+BSV+BTC+ETH
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the VOO+BSV+BTC+ETH returned 18.73% Year-To-Date and 20.90% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.06%11.82%14.66%14.17%5.78%6.59%
VOO+BSV+BTC+ETH0.22%9.86%18.73%17.64%11.18%20.90%
VOO
Vanguard S&P 500 ETF
0.20%12.72%16.07%16.08%7.04%7.94%
BSV
Vanguard Short-Term Bond ETF
0.07%-0.60%1.28%1.64%0.76%0.67%
BTC-USD
Bitcoin
3.86%-0.64%63.96%43.63%21.23%47.51%
ETH-USD
Ethereum
-2.66%-6.61%35.61%22.54%29.75%71.84%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

BSVVOOBTC-USDETH-USD
BSV1.00-0.080.020.03
VOO-0.081.000.140.15
BTC-USD0.020.141.000.62
ETH-USD0.030.150.621.00

Sharpe Ratio

The current VOO+BSV+BTC+ETH Sharpe ratio is 1.33. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.33

The Sharpe ratio of VOO+BSV+BTC+ETH is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00AprilMayJuneJulyAugustSeptember
1.33
1.00
VOO+BSV+BTC+ETH
Benchmark (^GSPC)
Portfolio components

Dividend yield

VOO+BSV+BTC+ETH granted a 1.43% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
VOO+BSV+BTC+ETH1.43%1.52%1.17%1.47%1.83%2.00%1.75%1.98%2.10%1.91%1.93%2.32%
VOO
Vanguard S&P 500 ETF
1.53%1.71%1.28%1.60%1.99%2.23%1.96%2.26%2.41%2.17%2.19%2.65%
BSV
Vanguard Short-Term Bond ETF
2.13%1.52%1.50%1.87%2.43%2.17%1.83%1.68%1.61%1.68%1.75%1.92%
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%
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%

Expense Ratio

The VOO+BSV+BTC+ETH has an expense ratio of 0.03% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.04%
0.00%2.15%
0.03%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VOO
Vanguard S&P 500 ETF
0.85
BSV
Vanguard Short-Term Bond ETF
0.42
BTC-USD
Bitcoin
1.37
ETH-USD
Ethereum
0.44

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%AprilMayJuneJulyAugustSeptember
-9.75%
-8.22%
VOO+BSV+BTC+ETH
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the VOO+BSV+BTC+ETH. 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 VOO+BSV+BTC+ETH is 33.14%, recorded on Mar 23, 2020. It took 131 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.14%Feb 15, 202038Mar 23, 2020131Aug 1, 2020169
-27.84%Nov 9, 2021338Oct 12, 2022
-25.32%Jan 29, 2018331Dec 25, 2018176Jun 19, 2019507
-12.53%Mar 14, 20167Mar 20, 201688Jun 16, 201695
-12.07%Aug 8, 201518Aug 25, 201565Oct 29, 201583

Volatility Chart

The current VOO+BSV+BTC+ETH volatility is 1.77%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%AprilMayJuneJulyAugustSeptember
1.77%
2.22%
VOO+BSV+BTC+ETH
Benchmark (^GSPC)
Portfolio components