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Lazy PortfoliosUser Portfolios

40+40+20+BTC

Last updated Sep 23, 2023

Asset Allocation


TLT 18%SHY 18%IAU 18%BTC-USD 10%QQQ 18%NOBL 18%BondBondCommodityCommodityCryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
TLT
iShares 20+ Year Treasury Bond ETF
Government Bonds18%
SHY
iShares 1-3 Year Treasury Bond ETF
Government Bonds18%
IAU
iShares Gold Trust
Precious Metals, Gold18%
BTC-USD
Bitcoin
10%
QQQ
Invesco QQQ
Large Cap Blend Equities18%
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
Large Cap Growth Equities, Dividend18%

Performance

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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
-0.05%
8.79%
40+40+20+BTC
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the 40+40+20+BTC returned 12.77% Year-To-Date and 13.19% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-2.61%8.79%12.52%14.96%5.51%6.71%
40+40+20+BTC-1.66%0.22%12.77%12.96%9.43%13.19%
QQQ
Invesco QQQ
-2.89%15.45%35.00%28.66%10.20%11.77%
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
-3.10%3.74%1.45%10.15%5.49%7.15%
TLT
iShares 20+ Year Treasury Bond ETF
-4.02%-13.04%-6.20%-10.43%-1.92%0.65%
SHY
iShares 1-3 Year Treasury Bond ETF
0.09%-0.52%1.53%2.09%0.63%0.46%
IAU
iShares Gold Trust
0.41%-2.67%5.41%14.91%6.64%2.69%
BTC-USD
Bitcoin
0.56%-3.32%60.63%36.91%20.94%44.57%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

BTC-USDIAUNOBLQQQSHYTLT
BTC-USD1.000.070.070.120.01-0.01
IAU0.071.00-0.00-0.010.380.31
NOBL0.07-0.001.000.60-0.11-0.19
QQQ0.12-0.010.601.00-0.10-0.14
SHY0.010.38-0.11-0.101.000.57
TLT-0.010.31-0.19-0.140.571.00

Sharpe Ratio

The current 40+40+20+BTC Sharpe ratio is 0.78. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.78

The Sharpe ratio of 40+40+20+BTC lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50AprilMayJuneJulyAugustSeptember
0.78
0.73
40+40+20+BTC
Benchmark (^GSPC)
Portfolio components

Dividend yield

40+40+20+BTC granted a 1.59% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
40+40+20+BTC1.59%1.23%0.76%0.97%1.34%1.49%1.20%1.33%1.28%1.28%1.05%0.95%
QQQ
Invesco QQQ
0.61%0.81%0.43%0.56%0.76%0.94%0.87%1.11%1.05%1.51%1.10%1.39%
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
2.15%1.97%1.96%2.26%2.05%2.62%1.97%2.46%2.38%1.92%0.37%0.00%
TLT
iShares 20+ Year Treasury Bond ETF
3.46%2.73%1.56%1.59%2.44%2.90%2.76%3.02%3.11%3.26%4.09%3.47%
SHY
iShares 1-3 Year Treasury Bond ETF
2.60%1.33%0.27%0.97%2.21%1.84%1.06%0.78%0.59%0.40%0.29%0.41%
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%

Expense Ratio

The 40+40+20+BTC has a high expense ratio of 0.20%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.35%
0.00%2.15%
0.25%
0.00%2.15%
0.20%
0.00%2.15%
0.15%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
QQQ
Invesco QQQ
1.18
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
0.57
TLT
iShares 20+ Year Treasury Bond ETF
-0.67
SHY
iShares 1-3 Year Treasury Bond ETF
0.68
IAU
iShares Gold Trust
1.04
BTC-USD
Bitcoin
0.91

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%AprilMayJuneJulyAugustSeptember
-14.37%
-9.93%
40+40+20+BTC
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the 40+40+20+BTC. 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 40+40+20+BTC is 26.89%, recorded on Oct 20, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.89%Nov 10, 2021345Oct 20, 2022
-26.72%Dec 5, 201314Dec 18, 2013898Jun 3, 2016912
-21.21%Dec 17, 2017374Dec 25, 2018176Jun 19, 2019550
-16.3%Feb 24, 202024Mar 18, 202042Apr 29, 202066
-7.54%Nov 30, 20132Dec 1, 20133Dec 4, 20135

Volatility Chart

The current 40+40+20+BTC volatility is 1.80%, 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.


1.00%2.00%3.00%4.00%5.00%AprilMayJuneJulyAugustSeptember
1.80%
2.69%
40+40+20+BTC
Benchmark (^GSPC)
Portfolio components