Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 10% |
BTC-USD Bitcoin | 10% | |
GC=F Gold | 40% | |
VT Vanguard Total World Stock ETF | Global Equities | 40% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Stocks/Bonds/Gold/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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The earliest data available for this chart is Jul 18, 2012, corresponding to the inception date of BTC-USD
Returns By Period
As of Apr 3, 2026, the Stocks/Bonds/Gold/Bitcoin returned 0.68% Year-To-Date and 21.54% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio Stocks/Bonds/Gold/Bitcoin | -0.95% | -5.02% | 0.68% | 3.93% | 26.52% | 25.24% | 14.84% | 21.54% |
| Portfolio components: | ||||||||
VT Vanguard Total World Stock ETF | -0.23% | -3.01% | -0.97% | 1.52% | 21.33% | 16.97% | 9.38% | 11.66% |
BND Vanguard Total Bond Market ETF | 0.22% | -0.98% | 0.31% | 0.85% | 4.27% | 3.53% | 0.30% | 1.70% |
GC=F Gold | -1.68% | -7.92% | 8.72% | 22.48% | 49.77% | 33.33% | 22.19% | 14.46% |
BTC-USD Bitcoin | -1.99% | -2.31% | -23.70% | -44.66% | -19.07% | 33.89% | 3.18% | 66.03% |
Monthly Returns
Based on dividend-adjusted daily data since Jul 19, 2012, Stocks/Bonds/Gold/Bitcoin's average daily return is +0.06%, while the average monthly return is +1.96%. At this rate, your investment would double in approximately 3.0 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2013 with a return of +64.0%, while the worst month was Dec 2013 at -19.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.
On a daily basis, Stocks/Bonds/Gold/Bitcoin closed higher 54% of trading days. The best single day was Nov 18, 2013 with a return of +13.7%, while the worst single day was Dec 6, 2013 at -10.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.84% | 4.12% | -7.42% | 0.59% | 0.68% | ||||||||
| 2025 | 5.05% | -1.46% | 2.61% | 4.02% | 3.19% | 2.37% | 1.19% | 2.79% | 6.26% | 1.95% | -0.37% | 2.50% | 34.29% |
| 2024 | -0.23% | 6.04% | 6.63% | -1.87% | 3.55% | 0.16% | 3.04% | 1.29% | 4.02% | 1.49% | 4.46% | -2.16% | 29.29% |
| 2023 | 9.78% | -3.50% | 7.26% | 1.33% | -1.83% | 2.62% | 2.11% | -2.94% | -3.54% | 4.51% | 5.96% | 4.29% | 28.07% |
| 2022 | -4.39% | 2.23% | 2.02% | -6.12% | -2.53% | -7.07% | 3.78% | -4.59% | -5.80% | 2.32% | 4.72% | -0.62% | -15.79% |
| 2021 | 0.29% | 2.57% | 5.41% | 2.82% | 0.38% | -2.89% | 3.11% | 2.44% | -3.91% | 6.84% | -2.17% | 0.18% | 15.49% |
Benchmark Metrics
Stocks/Bonds/Gold/Bitcoin has an annualized alpha of 15.87%, beta of 0.44, and R² of 0.22 versus S&P 500 Index. Calculated based on daily prices since July 19, 2012.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (96.63%) than losses (43.86%) — typical of diversified or defensive assets.
- Beta of 0.44 may look defensive, but with R² of 0.22 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
- R² of 0.22 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
- 15.87%
- Beta
- 0.44
- R²
- 0.22
- Upside Capture
- 96.63%
- Downside Capture
- 43.86%
Expense Ratio
Stocks/Bonds/Gold/Bitcoin has an expense ratio of 0.03%, 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.
Return for Risk
Risk / Return Rank
Stocks/Bonds/Gold/Bitcoin ranks 52 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.63 | 0.88 | +0.74 |
Sortino ratioReturn per unit of downside risk | 2.18 | 1.37 | +0.81 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.21 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.50 | 1.39 | +0.11 |
Martin ratioReturn relative to average drawdown | 4.91 | 6.43 | -1.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 68 | 1.24 | 1.83 | 1.27 | 1.86 | 8.47 |
BND Vanguard Total Bond Market ETF | 48 | 1.00 | 1.42 | 1.18 | 1.71 | 4.64 |
GC=F Gold | 82 | 1.72 | 2.13 | 1.32 | 2.64 | 9.67 |
BTC-USD Bitcoin | 39 | -0.43 | -0.36 | 0.96 | -1.14 | -2.03 |
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Dividends
Dividend yield
Stocks/Bonds/Gold/Bitcoin provided a 1.11% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.11% | 1.12% | 1.15% | 1.14% | 1.14% | 0.94% | 0.90% | 1.20% | 1.30% | 1.10% | 1.21% | 1.24% |
| Portfolio components: | ||||||||||||
VT Vanguard Total World Stock ETF | 1.80% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
BND Vanguard Total Bond Market ETF | 3.92% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
GC=F Gold | 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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Stocks/Bonds/Gold/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 Stocks/Bonds/Gold/Bitcoin was 29.31%, occurring on Sep 29, 2015. Recovery took 560 trading sessions.
The current Stocks/Bonds/Gold/Bitcoin drawdown is 9.17%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.31% | Dec 5, 2013 | 664 | Sep 29, 2015 | 560 | Apr 11, 2017 | 1224 |
| -25.75% | Nov 15, 2021 | 335 | Oct 15, 2022 | 425 | Dec 14, 2023 | 760 |
| -23.76% | Dec 17, 2017 | 374 | Dec 25, 2018 | 179 | Jun 22, 2019 | 553 |
| -23.27% | Apr 10, 2013 | 86 | Jul 5, 2013 | 126 | Nov 8, 2013 | 212 |
| -21.84% | Feb 24, 2020 | 24 | Mar 18, 2020 | 75 | Jun 1, 2020 | 99 |
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 4 assets, with an effective number of assets of 2.94, 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
| Benchmark | BND | GC=F | BTC-USD | VT | Portfolio | |
|---|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.03 | -0.00 | 0.15 | 0.95 | 0.50 |
| BND | -0.03 | 1.00 | 0.26 | 0.02 | -0.02 | 0.14 |
| GC=F | -0.00 | 0.26 | 1.00 | 0.06 | 0.07 | 0.49 |
| BTC-USD | 0.15 | 0.02 | 0.06 | 1.00 | 0.13 | 0.70 |
| VT | 0.95 | -0.02 | 0.07 | 0.13 | 1.00 | 0.49 |
| Portfolio | 0.50 | 0.14 | 0.49 | 0.70 | 0.49 | 1.00 |