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BTC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Asset Allocation


BTC-USD 100%CryptocurrencyCryptocurrency
PositionCategory/SectorWeight
BTC-USD
Bitcoin
100%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in BTC, 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%50,000,000.00%100,000,000.00%150,000,000.00%200,000,000.00%JulyAugustSeptemberOctoberNovemberDecember
191,285,232.20%
461.01%
BTC
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 17, 2010, corresponding to the inception date of BTC-USD

Returns By Period

As of Dec 24, 2024, the BTC returned 124.03% Year-To-Date and 76.22% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
25.25%0.08%9.66%25.65%13.17%11.11%
BTC124.03%-3.40%53.20%117.10%67.28%76.91%
BTC-USD
Bitcoin
124.03%-3.40%53.20%117.10%67.28%76.91%
*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.75%43.72%16.56%-15.00%11.30%-7.13%3.10%-8.74%7.39%10.87%37.36%124.03%
202339.84%0.03%23.03%2.78%-7.00%11.97%-4.09%-11.29%4.00%28.55%8.78%12.07%155.42%
2022-16.89%12.24%5.43%-17.18%-15.70%-37.77%17.95%-14.09%-3.08%5.48%-16.23%-3.62%-64.27%
202114.18%36.31%30.53%-1.98%-35.35%-6.14%18.79%13.31%-7.16%40.03%-7.03%-18.77%59.67%
202029.98%-8.03%-25.13%34.48%9.27%-3.41%23.92%3.16%-7.67%27.79%42.41%47.77%303.16%
2019-7.61%11.48%6.50%30.33%60.25%26.15%-6.76%-4.51%-13.88%10.92%-17.72%-4.97%92.20%
2018-27.80%1.73%-32.93%32.51%-18.90%-14.55%21.49%-9.55%-5.85%-4.65%-36.41%-6.83%-73.56%
20170.69%21.60%-9.17%25.76%69.63%8.50%15.90%63.58%-7.75%49.09%58.21%38.33%1,368.90%
2016-14.35%18.69%-4.79%7.58%18.53%26.71%-7.23%-7.88%5.95%14.96%6.38%29.24%123.83%
2015-32.08%16.92%-3.95%-3.31%-2.52%14.28%8.20%-19.18%2.61%33.09%20.10%14.11%34.47%
201410.07%-33.82%-16.80%-2.05%39.32%2.58%-8.37%-18.50%-19.01%-12.57%11.74%-15.30%-57.53%
201346.47%56.85%198.35%50.78%-7.19%-25.11%9.81%27.58%-1.74%53.38%453.64%-33.24%5,506.02%

Expense Ratio

BTC 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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BTC is 34, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of BTC is 3434
Overall Rank
The Sharpe Ratio Rank of BTC is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC is 5050
Sortino Ratio Rank
The Omega Ratio Rank of BTC is 2626
Omega Ratio Rank
The Calmar Ratio Rank of BTC is 2323
Calmar Ratio Rank
The Martin Ratio Rank of BTC 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 BTC, currently valued at 1.56, compared to the broader market-6.00-4.00-2.000.002.004.001.562.07
The chart of Sortino ratio for BTC, currently valued at 2.30, compared to the broader market-6.00-4.00-2.000.002.004.006.002.302.76
The chart of Omega ratio for BTC, currently valued at 1.23, compared to the broader market0.400.600.801.001.201.401.601.801.231.39
The chart of Calmar ratio for BTC, currently valued at 1.37, compared to the broader market0.002.004.006.008.0010.0012.001.373.05
The chart of Martin ratio for BTC, currently valued at 7.28, compared to the broader market0.0010.0020.0030.0040.007.2813.27
BTC
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BTC-USD
Bitcoin
1.562.301.231.377.28

The current BTC Sharpe ratio is 1.56. 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 1.33 to 2.19, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of BTC 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 Ratio0.501.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
1.56
2.07
BTC
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield


BTC doesn't pay dividends

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.79%
-1.91%
BTC
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the BTC. 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 BTC was 93.07%, occurring on Nov 19, 2011. Recovery took 460 trading sessions.

The current BTC drawdown is 10.79%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-93.07%Jun 10, 2011163Nov 19, 2011460Feb 21, 2013623
-84.53%Dec 5, 2013406Jan 14, 2015721Jan 4, 20171127
-83.4%Dec 17, 2017364Dec 15, 2018716Nov 30, 20201080
-76.63%Nov 9, 2021378Nov 21, 2022469Mar 4, 2024847
-70.28%Apr 11, 20137Apr 17, 2013202Nov 5, 2013209

Volatility

Volatility Chart

The current BTC volatility is 13.51%, 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.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
13.51%
3.82%
BTC
Benchmark (^GSPC)
Portfolio components
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Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
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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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