No correlation assets: BTC UUP VOO IAU
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BTC-USD Bitcoin | 15% | |
IAU iShares Gold Trust | Precious Metals, Gold | 30% |
UUP Invesco DB US Dollar Index Bullish Fund | Currency | 40% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 15% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in No correlation assets: BTC UUP VOO IAU, 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 every 3 months.
The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Apr 20, 2025, the No correlation assets: BTC UUP VOO IAU returned 1.70% Year-To-Date and 23.22% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.71% | -9.92% | 6.35% | 13.40% | 9.65% |
| No correlation assets: BTC UUP VOO IAU | 1.70% | 0.27% | 8.74% | 17.74% | 21.88% | 23.22% |
| Portfolio components: | ||||||
IAU iShares Gold Trust | 26.50% | 9.04% | 21.92% | 38.75% | 14.06% | 10.56% |
BTC-USD Bitcoin | -9.61% | 0.34% | 23.53% | 32.28% | 65.16% | 80.21% |
UUP Invesco DB US Dollar Index Bullish Fund | -7.21% | -3.91% | -1.72% | -1.27% | 2.47% | 2.05% |
VOO Vanguard S&P 500 ETF | -9.88% | -6.64% | -9.35% | 7.75% | 15.08% | 11.58% |
Monthly Returns
The table below presents the monthly returns of No correlation assets: BTC UUP VOO IAU, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.01% | -2.55% | 0.73% | -0.38% | 1.70% | ||||||||
| 2024 | 1.03% | 7.84% | 6.37% | -1.12% | 2.27% | 0.17% | 1.75% | -1.01% | 2.96% | 4.19% | 6.61% | -0.22% | 34.93% |
| 2023 | 8.21% | -0.73% | 6.43% | 0.75% | -0.19% | 1.76% | 0.33% | -1.31% | -0.50% | 6.60% | 2.68% | 2.78% | 29.65% |
| 2022 | -3.42% | 3.02% | 2.36% | -2.51% | -3.46% | -4.64% | 3.77% | -2.73% | -1.23% | 1.34% | -1.05% | -1.24% | -9.76% |
| 2021 | 1.31% | 4.90% | 8.13% | 0.74% | -3.23% | -1.82% | 3.79% | 2.83% | -2.39% | 7.67% | -1.09% | -2.05% | 19.53% |
| 2020 | 6.31% | -2.44% | -5.48% | 9.12% | 2.96% | 0.05% | 6.19% | 0.91% | -2.61% | 3.63% | 7.03% | 13.17% | 44.33% |
| 2019 | 0.86% | 2.31% | 1.38% | 5.15% | 10.98% | 11.45% | 0.52% | 1.72% | -1.90% | 2.00% | -2.93% | 0.22% | 35.43% |
| 2018 | -3.98% | -0.28% | -4.36% | 5.60% | -2.60% | -2.86% | 3.21% | -1.50% | -0.95% | -0.21% | -4.71% | -0.88% | -13.16% |
| 2017 | 0.87% | 5.39% | -1.90% | 4.08% | 12.54% | 1.89% | 2.25% | 11.80% | -2.60% | 8.39% | 12.37% | 10.00% | 85.65% |
| 2016 | -0.96% | 5.40% | -1.53% | 2.00% | 2.49% | 7.18% | -0.24% | -1.87% | 0.80% | 2.31% | 0.56% | 5.38% | 23.25% |
| 2015 | -0.88% | 0.84% | -0.27% | -1.90% | 0.88% | 0.58% | 0.23% | -3.64% | -0.48% | 7.14% | 3.14% | 1.97% | 7.46% |
| 2014 | 2.55% | -3.62% | -2.65% | -0.39% | 5.59% | 1.93% | -1.70% | -1.50% | -2.59% | -2.08% | 2.57% | -1.02% | -3.29% |
Expense Ratio
No correlation assets: BTC UUP VOO IAU has an expense ratio of 0.38%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 95, No correlation assets: BTC UUP VOO IAU is among the top 5% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
IAU iShares Gold Trust | 3.54 | 4.65 | 1.62 | 2.86 | 18.66 |
BTC-USD Bitcoin | 1.20 | 1.85 | 1.19 | 0.90 | 5.47 |
UUP Invesco DB US Dollar Index Bullish Fund | -0.02 | 0.02 | 1.00 | -0.16 | -0.07 |
VOO Vanguard S&P 500 ETF | -0.02 | 0.12 | 1.02 | 0.32 | -0.07 |
Dividends
Dividend yield
No correlation assets: BTC UUP VOO IAU provided a 2.15% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.15% | 1.98% | 2.80% | 0.61% | 0.19% | 0.23% | 1.09% | 0.74% | 0.31% | 0.30% | 0.32% | 0.28% |
| Portfolio components: | ||||||||||||
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
UUP Invesco DB US Dollar Index Bullish Fund | 4.82% | 4.48% | 6.45% | 0.89% | 0.00% | 0.00% | 2.03% | 1.08% | 0.10% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.44% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the No correlation assets: BTC UUP VOO IAU. 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 No correlation assets: BTC UUP VOO IAU was 47.08%, occurring on Oct 20, 2011. Recovery took 507 trading sessions.
The current No correlation assets: BTC UUP VOO IAU drawdown is 2.69%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -47.08% | Jun 10, 2011 | 133 | Oct 20, 2011 | 507 | Mar 10, 2013 | 640 |
| -32.95% | Dec 5, 2013 | 14 | Dec 18, 2013 | 1101 | Dec 23, 2016 | 1115 |
| -25.87% | Dec 17, 2017 | 364 | Dec 15, 2018 | 190 | Jun 23, 2019 | 554 |
| -25.7% | Apr 11, 2013 | 86 | Jul 5, 2013 | 126 | Nov 8, 2013 | 212 |
| -25.55% | Nov 8, 2010 | 29 | Dec 6, 2010 | 58 | Feb 2, 2011 | 87 |
Volatility
Volatility Chart
The current No correlation assets: BTC UUP VOO IAU volatility is 4.87%, 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.
Diversification
Asset Correlations Table
| BTC-USD | VOO | IAU | UUP | |
|---|---|---|---|---|
| BTC-USD | 1.00 | 0.10 | 0.05 | -0.06 |
| VOO | 0.10 | 1.00 | 0.04 | -0.17 |
| IAU | 0.05 | 0.04 | 1.00 | -0.41 |
| UUP | -0.06 | -0.17 | -0.41 | 1.00 |