40+40+20+BTC
Asset Allocation
| Position | Category/Sector | Target 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
Loading data...
The earliest data available for this chart is Oct 10, 2013, corresponding to the inception date of NOBL
Returns By Period
As of May 11, 2025, the 40+40+20+BTC returned 5.69% Year-To-Date and 18.87% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| 40+40+20+BTC | 5.69% | 6.41% | 5.90% | 17.52% | 15.41% | 18.87% |
| Portfolio components: | ||||||
QQQ Invesco QQQ | -4.41% | 9.37% | -4.80% | 11.06% | 17.30% | 17.19% |
NOBL ProShares S&P 500 Dividend Aristocrats ETF | -0.66% | 3.99% | -6.59% | 0.77% | 11.52% | 9.22% |
TLT iShares 20+ Year Treasury Bond ETF | 1.08% | 1.10% | -3.86% | 0.64% | -9.33% | -0.54% |
SHY iShares 1-3 Year Treasury Bond ETF | 1.93% | 0.20% | 2.50% | 5.59% | 1.06% | 1.39% |
IAU iShares Gold Trust | 26.78% | 4.95% | 23.81% | 40.49% | 14.14% | 10.34% |
BTC-USD Bitcoin | 10.21% | 29.32% | 34.11% | 69.38% | 64.34% | 83.65% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.25% | -0.59% | -0.12% | 1.84% | 1.24% | 5.69% | |||||||
| 2024 | -0.28% | 5.49% | 4.86% | -3.85% | 3.32% | 0.67% | 2.77% | 0.90% | 3.05% | 0.01% | 5.65% | -2.98% | 20.86% |
| 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% |
Expense Ratio
40+40+20+BTC has an expense ratio of 0.20%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 82, 40+40+20+BTC is among the top 18% of portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 0.45 | 0.42 | 1.06 | 0.03 | 0.58 |
NOBL ProShares S&P 500 Dividend Aristocrats ETF | 0.07 | -0.48 | 0.94 | 0.13 | -1.16 |
TLT iShares 20+ Year Treasury Bond ETF | 0.01 | -0.88 | 0.90 | -0.00 | -1.05 |
SHY iShares 1-3 Year Treasury Bond ETF | 3.31 | 3.83 | 1.48 | 0.53 | 9.52 |
IAU iShares Gold Trust | 2.39 | 3.81 | 1.49 | 2.44 | 15.88 |
BTC-USD Bitcoin | 1.24 | 2.99 | 1.31 | 2.31 | 10.99 |
Loading data...
Dividends
Dividend yield
40+40+20+BTC provided a 1.99% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.99% | 1.95% | 1.64% | 1.21% | 0.73% | 0.92% | 1.26% | 1.37% | 1.08% | 1.17% | 1.11% | 1.09% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.61% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
NOBL ProShares S&P 500 Dividend Aristocrats ETF | 2.16% | 2.05% | 2.09% | 1.94% | 1.89% | 2.14% | 1.89% | 2.37% | 1.74% | 2.13% | 2.02% | 1.59% |
TLT iShares 20+ Year Treasury Bond ETF | 4.35% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% |
SHY iShares 1-3 Year Treasury Bond ETF | 3.95% | 3.92% | 2.99% | 1.30% | 0.24% | 0.94% | 2.12% | 1.72% | 0.98% | 0.71% | 0.54% | 0.36% |
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.
Loading data...
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.
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 |
| -7.84% | Feb 21, 2025 | 47 | Apr 8, 2025 | 21 | Apr 29, 2025 | 68 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading data...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 6 assets, with an effective number of assets of 5.81, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | IAU | BTC-USD | SHY | TLT | NOBL | QQQ | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.00 | 0.16 | -0.10 | -0.17 | 0.83 | 0.91 | 0.55 |
| IAU | -0.00 | 1.00 | 0.07 | 0.35 | 0.29 | 0.01 | 0.00 | 0.33 |
| BTC-USD | 0.16 | 0.07 | 1.00 | 0.00 | -0.01 | 0.08 | 0.13 | 0.76 |
| SHY | -0.10 | 0.35 | 0.00 | 1.00 | 0.58 | -0.06 | -0.07 | 0.19 |
| TLT | -0.17 | 0.29 | -0.01 | 0.58 | 1.00 | -0.13 | -0.10 | 0.22 |
| NOBL | 0.83 | 0.01 | 0.08 | -0.06 | -0.13 | 1.00 | 0.57 | 0.39 |
| QQQ | 0.91 | 0.00 | 0.13 | -0.07 | -0.10 | 0.57 | 1.00 | 0.47 |
| Portfolio | 0.55 | 0.33 | 0.76 | 0.19 | 0.22 | 0.39 | 0.47 | 1.00 |