40+40+20+BTC
Asset Allocation
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 Dec 19, 2024, the 40+40+20+BTC returned 22.43% Year-To-Date and 18.08% of annualized return in the last 10 years.
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
S&P 500 | 23.11% | -0.36% | 7.02% | 23.15% | 12.80% | 11.01% |
40+40+20+BTC | 22.43% | 1.01% | 9.64% | 22.87% | 16.23% | 18.08% |
Portfolio components: | ||||||
Invesco QQQ | 26.66% | 3.29% | 6.76% | 26.84% | 20.31% | 18.26% |
ProShares S&P 500 Dividend Aristocrats ETF | 7.14% | -4.74% | 4.29% | 7.79% | 8.06% | 9.37% |
iShares 20+ Year Treasury Bond ETF | -6.12% | -0.47% | -3.48% | -6.13% | -5.81% | -0.90% |
iShares 1-3 Year Treasury Bond ETF | 3.54% | 0.18% | 2.43% | 3.93% | 1.20% | 1.23% |
iShares Gold Trust | 25.37% | -0.73% | 11.13% | 26.70% | 11.62% | 7.78% |
Bitcoin | 136.70% | 10.49% | 54.00% | 136.67% | 69.18% | 77.58% |
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% | 3.05% | 0.01% | 5.65% | 22.43% | |
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% | -0.18% | 3.89% | 2.49% | -4.07% | 7.31% | -0.57% | -0.74% | 17.64% |
2020 | 5.36% | -2.25% | -4.77% | 9.52% | 3.49% | 1.50% | 7.41% | 2.11% | -2.91% | 1.15% | 8.75% | 9.85% | 45.19% |
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 47, indicating average performance compared to other portfolios on our website. Here’s 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 | |
---|---|---|---|---|---|
Invesco QQQ | 1.44 | 1.90 | 1.26 | 0.62 | 6.28 |
ProShares S&P 500 Dividend Aristocrats ETF | 0.43 | 0.66 | 1.08 | 0.09 | 2.14 |
iShares 20+ Year Treasury Bond ETF | 0.19 | 0.37 | 1.04 | 0.01 | 0.57 |
iShares 1-3 Year Treasury Bond ETF | 3.32 | 5.74 | 1.73 | 0.91 | 14.79 |
iShares Gold Trust | 1.00 | 1.41 | 1.18 | 0.51 | 5.30 |
Bitcoin | 1.28 | 2.01 | 1.20 | 1.08 | 5.88 |
Dividends
Dividend yield
40+40+20+BTC provided a 1.92% dividend yield over the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 1.92% | 1.64% | 1.21% | 0.73% | 0.92% | 1.26% | 1.37% | 1.08% | 1.17% | 1.11% | 1.09% | 0.87% |
Portfolio components: | ||||||||||||
Invesco QQQ | 0.43% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
ProShares S&P 500 Dividend Aristocrats ETF | 2.10% | 2.09% | 1.94% | 1.89% | 2.14% | 1.89% | 2.37% | 1.74% | 2.13% | 2.02% | 1.60% | 0.30% |
iShares 20+ Year Treasury Bond ETF | 4.21% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
iShares 1-3 Year Treasury Bond ETF | 3.93% | 2.99% | 1.30% | 0.26% | 0.94% | 2.12% | 1.72% | 0.98% | 0.72% | 0.54% | 0.36% | 0.26% |
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% |
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 2.70%.
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 3.70%, 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 | 0.08 | 0.13 | 0.08 | 0.01 | -0.01 |
IAU | 0.08 | 1.00 | 0.01 | 0.02 | 0.37 | 0.29 |
QQQ | 0.13 | 0.01 | 1.00 | 0.58 | -0.07 | -0.11 |
NOBL | 0.08 | 0.02 | 0.58 | 1.00 | -0.07 | -0.14 |
SHY | 0.01 | 0.37 | -0.07 | -0.07 | 1.00 | 0.58 |
TLT | -0.01 | 0.29 | -0.11 | -0.14 | 0.58 | 1.00 |