VOO+BSV+BTC+ETH
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
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
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
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 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.06% | 11.82% | 14.66% | 14.17% | 5.78% | 6.59% |
| VOO+BSV+BTC+ETH | 0.22% | 9.86% | 18.73% | 17.64% | 11.18% | 20.90% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| BSV | VOO | BTC-USD | ETH-USD | |
|---|---|---|---|---|
| BSV | 1.00 | -0.08 | 0.02 | 0.03 |
| VOO | -0.08 | 1.00 | 0.14 | 0.15 |
| BTC-USD | 0.02 | 0.14 | 1.00 | 0.62 |
| ETH-USD | 0.03 | 0.15 | 0.62 | 1.00 |
Dividend yield
VOO+BSV+BTC+ETH granted a 1.43% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VOO+BSV+BTC+ETH | 1.43% | 1.52% | 1.17% | 1.47% | 1.83% | 2.00% | 1.75% | 1.98% | 2.10% | 1.91% | 1.93% | 2.32% |
| Portfolio components: | ||||||||||||
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.
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 | |
|---|---|---|---|---|---|
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.
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, 2020 | 38 | Mar 23, 2020 | 131 | Aug 1, 2020 | 169 |
| -27.84% | Nov 9, 2021 | 338 | Oct 12, 2022 | — | — | — |
| -25.32% | Jan 29, 2018 | 331 | Dec 25, 2018 | 176 | Jun 19, 2019 | 507 |
| -12.53% | Mar 14, 2016 | 7 | Mar 20, 2016 | 88 | Jun 16, 2016 | 95 |
| -12.07% | Aug 8, 2015 | 18 | Aug 25, 2015 | 65 | Oct 29, 2015 | 83 |
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.