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VOO+BSV+BTC+ETH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


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

Performance

Performance Chart

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


200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%JulyAugustSeptemberOctoberNovemberDecember
1,296.94%
191.34%
VOO+BSV+BTC+ETH
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 7, 2015, corresponding to the inception date of ETH-USD

Returns By Period


YTD1M6M1Y5Y (annualized)10Y (annualized)
^GSPC
S&P 500
26.90%0.96%12.91%31.46%14.06%11.73%
VOO+BSV+BTC+ETH33.41%3.08%14.35%37.48%22.98%N/A
VOO
Vanguard S&P 500 ETF
28.53%1.08%13.39%32.78%15.62%13.75%
BSV
Vanguard Short-Term Bond ETF
4.02%0.62%3.51%5.52%1.39%1.63%
BTC-USD
Bitcoin
130.53%21.07%44.70%136.24%68.22%75.45%
ETH-USD
Ethereum
63.00%16.52%6.30%67.16%91.25%N/A

Monthly Returns

The table below presents the monthly returns of VOO+BSV+BTC+ETH, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.37%8.63%4.19%-4.97%5.82%2.17%0.93%0.53%2.33%-0.50%9.06%33.41%
20238.82%-2.00%5.42%1.61%-0.01%5.98%2.29%-2.39%-3.71%0.11%8.69%5.18%33.18%
2022-6.52%-1.63%3.69%-8.88%-1.71%-9.93%11.26%-4.67%-8.65%7.75%2.81%-5.26%-21.79%
20213.70%4.76%8.52%6.51%-1.21%0.43%3.53%5.10%-5.14%9.99%-0.50%0.85%41.91%
20203.43%-5.32%-14.31%14.96%5.12%1.17%8.58%7.49%-4.76%-0.34%14.56%8.22%40.89%
20195.20%4.21%2.12%5.53%2.26%9.65%-0.25%-2.18%1.31%2.47%1.05%1.56%37.72%
20185.44%-4.69%-6.42%5.37%-0.42%-1.62%3.74%0.39%-0.39%-6.53%-2.25%-7.21%-14.62%
20173.20%7.20%19.54%5.01%19.33%6.69%0.98%6.77%-0.46%4.50%9.01%8.66%134.86%
20162.95%22.27%28.26%-0.41%4.64%1.25%2.40%-0.37%0.89%-1.57%2.36%3.19%82.28%
2015-7.49%-2.73%9.76%1.21%-0.07%-0.12%

Expense Ratio

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


Expense ratio chart for BSV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VOO+BSV+BTC+ETH is 22, indicating that it is in the bottom 22% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of VOO+BSV+BTC+ETH is 2222
Overall Rank
The Sharpe Ratio Rank of VOO+BSV+BTC+ETH is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO+BSV+BTC+ETH is 2424
Sortino Ratio Rank
The Omega Ratio Rank of VOO+BSV+BTC+ETH is 2222
Omega Ratio Rank
The Calmar Ratio Rank of VOO+BSV+BTC+ETH is 99
Calmar Ratio Rank
The Martin Ratio Rank of VOO+BSV+BTC+ETH is 3030
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

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
The chart of Sharpe ratio for VOO+BSV+BTC+ETH, currently valued at 1.85, compared to the broader market-6.00-4.00-2.000.002.004.006.001.852.62
The chart of Sortino ratio for VOO+BSV+BTC+ETH, currently valued at 2.52, compared to the broader market-6.00-4.00-2.000.002.004.006.002.523.48
The chart of Omega ratio for VOO+BSV+BTC+ETH, currently valued at 1.31, compared to the broader market0.501.001.501.311.48
The chart of Calmar ratio for VOO+BSV+BTC+ETH, currently valued at 0.83, compared to the broader market0.005.0010.0015.000.833.77
The chart of Martin ratio for VOO+BSV+BTC+ETH, currently valued at 10.54, compared to the broader market0.0010.0020.0030.0040.0050.0060.0010.5416.74
VOO+BSV+BTC+ETH
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF
1.942.591.360.8812.10
BSV
Vanguard Short-Term Bond ETF
2.614.001.530.3610.00
BTC-USD
Bitcoin
1.211.921.191.015.39
ETH-USD
Ethereum
0.130.711.070.030.37

The current VOO+BSV+BTC+ETH Sharpe ratio is 1.85. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.86 to 2.71, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of VOO+BSV+BTC+ETH with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
1.85
2.62
VOO+BSV+BTC+ETH
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

VOO+BSV+BTC+ETH provided a 1.28% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio1.28%1.40%1.51%1.14%1.41%1.73%1.85%1.59%1.77%1.83%1.63%1.62%
VOO
Vanguard S&P 500 ETF
1.22%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
BSV
Vanguard Short-Term Bond ETF
3.31%2.46%1.50%1.45%1.79%2.29%1.99%1.65%1.49%1.40%1.45%1.48%
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%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.16%
-0.61%
VOO+BSV+BTC+ETH
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the VOO+BSV+BTC+ETH. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the VOO+BSV+BTC+ETH was 33.15%, occurring on Mar 23, 2020. Recovery took 131 trading sessions.

The current VOO+BSV+BTC+ETH drawdown is 1.16%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.15%Feb 15, 202038Mar 23, 2020131Aug 1, 2020169
-27.83%Nov 9, 2021338Oct 12, 2022427Dec 13, 2023765
-25.33%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

Volatility Chart

The current VOO+BSV+BTC+ETH volatility is 2.95%, 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.95%
2.24%
VOO+BSV+BTC+ETH
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BSVVOOBTC-USDETH-USD
BSV1.00-0.050.020.03
VOO-0.051.000.150.16
BTC-USD0.020.151.000.64
ETH-USD0.030.160.641.00
The correlation results are calculated based on daily price changes starting from Aug 8, 2015
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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