Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BTC-USD Bitcoin | 100% |
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in BTC ( BITCOIN ), 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 Every 3 months.
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Returns By Period
As of Jun 6, 2026, the BTC ( BITCOIN ) returned -27.31% Year-To-Date and 60.03% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -2.64% | -0.21% | 7.86% | 7.47% | 23.05% | 19.90% | 11.79% | 13.33% |
Portfolio BTC ( BITCOIN ) | 4.53% | -20.68% | -27.31% | -29.64% | -39.78% | 33.88% | 13.75% | 60.03% |
| Portfolio components: | ||||||||
BTC-USD Bitcoin | 4.53% | -20.68% | -27.31% | -29.64% | -39.78% | 33.88% | 13.75% | 60.03% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 23, 2012, BTC ( BITCOIN )'s average daily return is +0.25%, while the average monthly return is +9.60%. At this rate, an investment would double in approximately 0.6 years.
Historically, 55% of months were positive and 45% were negative. The best month was Nov 2013 with a return of +471.0%, while the worst month was Dec 2013 at -38.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.
On a daily basis, BTC ( BITCOIN ) closed higher 52% of trading days. The best single day was Nov 18, 2013 with a return of +48.7%, while the worst single day was Mar 12, 2020 at -38.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -10.11% | -14.85% | 1.87% | 11.85% | -3.58% | -13.55% | -27.31% | ||||||
| 2025 | 9.70% | -17.69% | -2.09% | 14.11% | 11.11% | 2.42% | 8.01% | -6.49% | 5.38% | -3.96% | -17.51% | -3.18% | -6.27% |
| 2024 | 0.61% | 43.79% | 16.53% | -14.96% | 11.30% | -7.12% | 3.10% | -8.73% | 7.35% | 10.89% | 37.42% | -3.23% | 120.76% |
| 2023 | 39.92% | 0.07% | 23.02% | 2.71% | -6.92% | 11.92% | -4.06% | -11.28% | 3.97% | 28.54% | 8.88% | 12.07% | 155.82% |
| 2022 | -16.70% | 12.21% | 5.41% | -17.32% | -15.57% | -37.12% | 16.62% | -13.98% | -3.10% | 5.48% | -16.22% | -3.71% | -64.23% |
| 2021 | 14.31% | 36.50% | 30.00% | -1.70% | -35.50% | -5.95% | 18.35% | 13.54% | -6.98% | 39.98% | -7.10% | -18.91% | 59.40% |
Benchmark Metrics
BTC ( BITCOIN ) has an annualized alpha of 87.67%, beta of 0.71, and R2 of 0.03 versus S&P 500 Index. Calculated based on daily prices since September 23, 2012.
- This portfolio captured 323.55% of S&P 500 Index gains but only 99.28% of its losses - a favorable profile for investors.
- R2 of 0.03 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 87.67%
- Beta
- 0.71
- R²
- 0.03
- Upside Capture
- 323.55%
- Downside Capture
- 99.28%
Expense Ratio
BTC ( BITCOIN ) has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
BTC ( BITCOIN ) ranks 0 for risk / return — in the bottom 0% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for BTC ( BITCOIN ) and compares them with S&P 500 Index.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.93 | 2.01 | -2.93 |
| Sortino ratioReturn per unit of downside risk | -1.30 | 2.71 | -4.01 |
| Omega ratioGain probability vs. loss probability | 0.87 | 1.36 | -0.50 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | 2.69 | -3.46 |
| Martin ratioReturn relative to average drawdown | -1.39 | 12.34 | -13.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Dividends
Dividend yield
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the BTC ( BITCOIN ). 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 BTC ( BITCOIN ) was 85.30%, occurring on Jan 14, 2015. Recovery took 778 trading sessions.
The current BTC ( BITCOIN ) drawdown is 50.87%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2015 bear market2015 | -85.30%Jan 2015 | 1y 1mo | 2y 1mo | 3y 2moDec 2013 - Mar 2017 |
Rate-hike selloffLate 2018 | -83.80%Dec 2018 | 12mo 3d | 1y 11mo | 2y 11moDec 2017 - Nov 2020 |
Bear market2022 | -76.67%Nov 2022 | 1y 12d | 1y 3mo | 2y 3moNov 2021 - Mar 2024 |
2013 bear market2013 | -70.28%Apr 2013 | 6d | 6mo 22d | 6mo 28dApr 2013 - Nov 2013 |
2021 bear market2021 | -53.14%Jul 2021 | 3mo 7d | 3mo 1d | 6mo 8dApr 2021 - Oct 2021 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 1 assets, with an effective number of assets of 1.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
The portfolio has a diversification ratio of 1.00, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
BTC ( BITCOIN ) correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2012 | 0.16 |
Find what BTC ( BITCOIN ) is missing
See which holdings overlap, where BTC ( BITCOIN ) is concentrated, and which low-correlation assets could fill the gaps.
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