40+40+20+BTC
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 18% |
SHY iShares 1-3 Year Treasury Bond ETF | Government Bonds | 18% |
IAU iShares Gold Trust | Precious Metals, Gold | 18% |
BTC-USD Bitcoin | 10% | |
QQQ Invesco QQQ | Large Cap Blend Equities | 18% |
NOBL ProShares S&P 500 Dividend Aristocrats ETF | Large Cap Growth Equities, Dividend | 18% |
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
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 month | 6 months | Year-To-Date | 1 year | 5 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% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| BTC-USD | IAU | NOBL | QQQ | SHY | TLT | |
|---|---|---|---|---|---|---|
| BTC-USD | 1.00 | 0.07 | 0.07 | 0.12 | 0.01 | -0.01 |
| IAU | 0.07 | 1.00 | -0.00 | -0.01 | 0.38 | 0.31 |
| NOBL | 0.07 | -0.00 | 1.00 | 0.60 | -0.11 | -0.19 |
| QQQ | 0.12 | -0.01 | 0.60 | 1.00 | -0.10 | -0.14 |
| SHY | 0.01 | 0.38 | -0.11 | -0.10 | 1.00 | 0.57 |
| TLT | -0.01 | 0.31 | -0.19 | -0.14 | 0.57 | 1.00 |
Dividend yield
40+40+20+BTC granted a 1.59% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 40+40+20+BTC | 1.59% | 1.23% | 0.76% | 0.97% | 1.34% | 1.49% | 1.20% | 1.33% | 1.28% | 1.28% | 1.05% | 0.95% |
| Portfolio components: | ||||||||||||
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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.
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, 2021 | 345 | Oct 20, 2022 | — | — | — |
| -26.72% | Dec 5, 2013 | 14 | Dec 18, 2013 | 898 | Jun 3, 2016 | 912 |
| -21.21% | Dec 17, 2017 | 374 | Dec 25, 2018 | 176 | Jun 19, 2019 | 550 |
| -16.3% | 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 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.