40+40+20+BTC
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BTC-USD Bitcoin | 10% | |
IAU iShares Gold Trust | Precious Metals, Gold | 18% |
NOBL ProShares S&P 500 Dividend Aristocrats ETF | Large Cap Growth Equities, Dividend | 18% |
QQQ Invesco QQQ | Large Cap Blend Equities | 18% |
SHY iShares 1-3 Year Treasury Bond ETF | Government Bonds | 18% |
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 18% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 40+40+20+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
The earliest data available for this chart is Oct 10, 2013, corresponding to the inception date of NOBL
Returns By Period
As of Sep 19, 2024, the 40+40+20+BTC returned 16.08% Year-To-Date and 17.69% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.79% | 0.18% | 7.53% | 26.42% | 13.48% | 10.85% |
| 40+40+20+BTC | 16.08% | 1.47% | 6.90% | 29.24% | 14.90% | 17.69% |
| Portfolio components: | ||||||
QQQ Invesco QQQ | 15.46% | -2.04% | 6.40% | 28.15% | 20.63% | 17.71% |
NOBL ProShares S&P 500 Dividend Aristocrats ETF | 11.73% | 3.23% | 6.55% | 16.34% | 10.41% | 10.67% |
TLT iShares 20+ Year Treasury Bond ETF | 3.41% | 2.06% | 9.38% | 11.62% | -4.56% | 1.07% |
SHY iShares 1-3 Year Treasury Bond ETF | 3.95% | 1.07% | 3.77% | 6.74% | 1.39% | 1.28% |
IAU iShares Gold Trust | 23.37% | 1.69% | 16.59% | 31.63% | 10.75% | 7.44% |
BTC-USD Bitcoin | 45.86% | 3.62% | -9.22% | 126.56% | 43.36% | 65.54% |
Monthly Returns
The table below presents the monthly returns of 40+40+20+BTC, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.28% | 5.49% | 4.86% | -3.85% | 3.32% | 0.67% | 2.77% | 0.90% | 16.08% | ||||
| 2023 | 9.03% | -2.40% | 7.37% | 1.02% | -1.22% | 3.35% | 0.75% | -2.47% | -3.95% | 2.27% | 6.41% | 5.34% | 27.51% |
| 2022 | -5.10% | 0.58% | 1.02% | -6.91% | -2.47% | -6.34% | 5.26% | -4.48% | -6.16% | 1.70% | 3.50% | -2.70% | -20.78% |
| 2021 | -0.13% | 2.54% | 5.34% | 2.77% | -1.73% | -0.16% | 3.89% | 2.49% | -4.07% | 7.31% | -0.57% | -0.74% | 17.67% |
| 2020 | 5.36% | -2.25% | -4.77% | 9.52% | 3.49% | 1.54% | 7.41% | 2.11% | -2.91% | 1.15% | 8.75% | 9.87% | 45.26% |
| 2019 | 2.50% | 2.13% | 2.51% | 3.87% | 6.68% | 10.21% | 0.03% | 2.71% | -1.40% | 2.43% | -1.32% | 0.72% | 35.17% |
| 2018 | -0.86% | -1.95% | -2.98% | 2.63% | -1.12% | -1.65% | 2.90% | 0.15% | -1.15% | -3.12% | -2.33% | -1.33% | -10.48% |
| 2017 | 2.24% | 4.47% | -0.79% | 4.04% | 9.89% | 1.44% | 2.82% | 8.64% | -2.02% | 6.01% | 9.78% | 7.63% | 68.49% |
| 2016 | -0.98% | 4.48% | 1.60% | 1.12% | 1.84% | 6.09% | 1.68% | -1.45% | 0.58% | -0.91% | -1.54% | 3.75% | 17.16% |
| 2015 | -0.75% | 0.88% | -1.15% | -0.80% | 0.10% | -0.44% | 1.72% | -3.77% | -0.46% | 7.00% | 1.32% | 1.43% | 4.84% |
| 2014 | 1.60% | -0.66% | -2.05% | 0.43% | 4.96% | 1.98% | -1.70% | 0.76% | -3.04% | -0.03% | 3.12% | -1.05% | 4.09% |
| 2013 | 8.33% | 64.93% | -16.02% | 50.05% |
Expense Ratio
40+40+20+BTC has an expense ratio of 0.20%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 40+40+20+BTC is 70, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 1.28 | 1.77 | 1.23 | 0.51 | 5.60 |
NOBL ProShares S&P 500 Dividend Aristocrats ETF | 1.76 | 2.48 | 1.31 | 0.83 | 7.13 |
TLT iShares 20+ Year Treasury Bond ETF | 0.65 | 0.97 | 1.12 | 0.04 | 1.94 |
SHY iShares 1-3 Year Treasury Bond ETF | 3.14 | 4.98 | 1.68 | 1.01 | 19.21 |
IAU iShares Gold Trust | 2.66 | 3.53 | 1.46 | 2.42 | 17.63 |
BTC-USD Bitcoin | 0.90 | 1.56 | 1.16 | 0.47 | 3.94 |
Dividends
Dividend yield
40+40+20+BTC granted a 1.77% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 40+40+20+BTC | 1.77% | 1.64% | 1.21% | 0.73% | 0.92% | 1.26% | 1.37% | 1.08% | 1.17% | 1.11% | 1.09% | 0.87% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.50% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
NOBL ProShares S&P 500 Dividend Aristocrats ETF | 2.01% | 2.09% | 1.94% | 1.89% | 2.14% | 1.89% | 2.37% | 1.74% | 2.13% | 2.02% | 1.59% | 0.30% |
TLT iShares 20+ Year Treasury Bond ETF | 3.63% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
SHY iShares 1-3 Year Treasury Bond ETF | 3.67% | 2.99% | 1.30% | 0.26% | 0.94% | 2.12% | 1.72% | 0.98% | 0.71% | 0.54% | 0.36% | 0.26% |
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% |
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 40+40+20+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 40+40+20+BTC was 26.87%, occurring on Oct 20, 2022. Recovery took 495 trading sessions.
The current 40+40+20+BTC drawdown is 0.34%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.87% | Nov 10, 2021 | 345 | Oct 20, 2022 | 495 | Feb 27, 2024 | 840 |
| -26.72% | Dec 5, 2013 | 14 | Dec 18, 2013 | 898 | Jun 3, 2016 | 912 |
| -21.23% | Dec 17, 2017 | 374 | Dec 25, 2018 | 176 | Jun 19, 2019 | 550 |
| -16.25% | Feb 24, 2020 | 24 | Mar 18, 2020 | 42 | Apr 29, 2020 | 66 |
| -7.54% | Nov 30, 2013 | 2 | Dec 1, 2013 | 3 | Dec 4, 2013 | 5 |
Volatility
Volatility Chart
The current 40+40+20+BTC volatility is 2.75%, 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 | IAU | QQQ | NOBL | SHY | TLT | |
|---|---|---|---|---|---|---|
| BTC-USD | 1.00 | 0.07 | 0.12 | 0.07 | 0.00 | -0.01 |
| IAU | 0.07 | 1.00 | 0.00 | 0.02 | 0.37 | 0.30 |
| QQQ | 0.12 | 0.00 | 1.00 | 0.58 | -0.07 | -0.11 |
| NOBL | 0.07 | 0.02 | 0.58 | 1.00 | -0.08 | -0.15 |
| SHY | 0.00 | 0.37 | -0.07 | -0.08 | 1.00 | 0.58 |
| TLT | -0.01 | 0.30 | -0.11 | -0.15 | 0.58 | 1.00 |