BTC ( BITCOIN )
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BTC-USD Bitcoin | 100% |
Performance
Performance Chart
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The earliest data available for this chart is Jul 14, 2010, corresponding to the inception date of BTC-USD
Returns By Period
As of May 15, 2025, the BTC ( BITCOIN ) returned 11.50% Year-To-Date and 83.83% of annualized return in the last 10 years.
Monthly Returns
The table below presents the monthly returns of BTC ( BITCOIN ), 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 | 9.61% | -17.61% | -2.16% | 14.12% | 10.58% | 11.50% | |||||||
| 2024 | 0.75% | 43.72% | 16.56% | -15.00% | 11.30% | -7.13% | 3.10% | -8.74% | 7.39% | 10.87% | 37.36% | -3.13% | 121.05% |
| 2023 | 39.84% | 0.03% | 23.03% | 2.78% | -7.00% | 11.97% | -4.09% | -11.29% | 4.00% | 28.55% | 8.78% | 12.07% | 155.42% |
| 2022 | -16.89% | 12.24% | 5.43% | -17.18% | -15.70% | -37.77% | 17.95% | -14.09% | -3.08% | 5.48% | -16.23% | -3.62% | -64.27% |
| 2021 | 14.18% | 36.31% | 30.53% | -1.98% | -35.35% | -6.14% | 18.79% | 13.31% | -7.16% | 40.03% | -7.03% | -18.77% | 59.67% |
| 2020 | 29.98% | -8.03% | -25.13% | 34.48% | 9.27% | -3.41% | 23.92% | 3.16% | -7.67% | 27.79% | 42.41% | 47.77% | 303.16% |
| 2019 | -7.61% | 11.48% | 6.50% | 30.33% | 60.25% | 26.15% | -6.76% | -4.51% | -13.88% | 10.92% | -17.72% | -4.97% | 92.20% |
| 2018 | -27.80% | 1.73% | -32.93% | 32.51% | -18.90% | -14.55% | 21.49% | -9.55% | -5.85% | -4.65% | -36.41% | -6.83% | -73.56% |
| 2017 | 0.69% | 21.60% | -9.17% | 25.76% | 69.63% | 8.50% | 15.90% | 63.58% | -7.75% | 49.09% | 58.21% | 38.33% | 1,368.90% |
| 2016 | -14.35% | 18.69% | -4.79% | 7.58% | 18.53% | 26.71% | -7.23% | -7.88% | 5.95% | 14.96% | 6.38% | 29.24% | 123.83% |
| 2015 | -32.08% | 16.92% | -3.95% | -3.31% | -2.52% | 14.28% | 8.20% | -19.18% | 2.61% | 33.09% | 20.10% | 14.11% | 34.47% |
| 2014 | 10.07% | -33.82% | -16.80% | -2.05% | 39.32% | 2.58% | -8.37% | -18.50% | -19.01% | -12.57% | 11.74% | -15.30% | -57.53% |
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 93, BTC ( BITCOIN ) is among the top 7% 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 | |
|---|---|---|---|---|---|
BTC-USD Bitcoin | 1.29 | 3.21 | 1.34 | 2.64 | 12.22 |
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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 93.18%, occurring on Nov 18, 2011. Recovery took 462 trading sessions.
The current BTC ( BITCOIN ) drawdown is 1.86%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -93.18% | Jun 10, 2011 | 162 | Nov 18, 2011 | 462 | Feb 22, 2013 | 624 |
| -84.53% | Dec 5, 2013 | 406 | Jan 14, 2015 | 721 | Jan 4, 2017 | 1127 |
| -83.4% | Dec 17, 2017 | 364 | Dec 15, 2018 | 716 | Nov 30, 2020 | 1080 |
| -76.63% | Nov 9, 2021 | 378 | Nov 21, 2022 | 469 | Mar 4, 2024 | 847 |
| -70.12% | Apr 11, 2013 | 6 | Apr 16, 2013 | 202 | Nov 4, 2013 | 208 |
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. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | BTC-USD | Portfolio | |
|---|---|---|---|
| ^GSPC | 1.00 | 0.13 | 0.13 |
| BTC-USD | 0.13 | 1.00 | 1.00 |
| Portfolio | 0.13 | 1.00 | 1.00 |