Paco VT 60, GLD 20, BTC 20
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BTC-USD Bitcoin | 20% | |
GLD SPDR Gold Trust | Precious Metals, Gold | 20% |
VT Vanguard Total World Stock ETF | Large Cap Growth Equities | 60% |
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 23, 2025, the Paco VT 60, GLD 20, BTC 20 returned 11.77% Year-To-Date and 30.21% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -1.34% | 7.94% | -2.79% | 10.16% | 14.45% | 10.68% |
| Paco VT 60, GLD 20, BTC 20 | 12.58% | 9.01% | 9.03% | 29.84% | 29.22% | 30.44% |
| Portfolio components: | ||||||
VT Vanguard Total World Stock ETF | 4.11% | 7.62% | 2.18% | 11.80% | 13.90% | 9.11% |
BTC-USD Bitcoin | 19.53% | 19.18% | 12.80% | 64.40% | 66.26% | 85.05% |
GLD SPDR Gold Trust | 27.93% | 2.01% | 23.98% | 43.59% | 13.67% | 10.52% |
Monthly Returns
The table below presents the monthly returns of Paco VT 60, GLD 20, BTC 20, 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 | 5.12% | -3.57% | -0.52% | 4.25% | 7.08% | 12.58% | |||||||
| 2024 | -0.13% | 11.63% | 7.44% | -4.60% | 5.18% | -0.37% | 2.88% | 0.01% | 3.78% | 1.66% | 9.70% | -2.76% | 38.63% |
| 2023 | 13.69% | -2.80% | 8.79% | 1.58% | -2.42% | 5.42% | 1.88% | -4.11% | -2.93% | 5.44% | 7.64% | 6.10% | 43.47% |
| 2022 | -6.42% | 1.75% | 2.41% | -8.66% | -3.21% | -11.37% | 7.24% | -6.04% | -6.99% | 4.55% | 3.37% | -2.85% | -24.82% |
| 2021 | 2.06% | 8.53% | 10.11% | 2.80% | -4.19% | -1.82% | 4.57% | 4.26% | -4.81% | 11.68% | -3.42% | -1.95% | 29.45% |
| 2020 | 5.88% | -6.12% | -14.09% | 14.64% | 5.69% | 1.46% | 10.08% | 4.09% | -4.21% | 4.19% | 16.32% | 17.96% | 64.76% |
| 2019 | 3.94% | 3.63% | 1.57% | 8.02% | 11.43% | 15.87% | -1.25% | -0.45% | -1.54% | 4.41% | -2.94% | 1.90% | 52.49% |
| 2018 | -2.10% | -2.98% | -6.04% | 6.63% | -4.64% | -4.11% | 5.67% | -2.14% | -1.35% | -5.20% | -6.26% | -4.58% | -24.73% |
| 2017 | 3.02% | 6.49% | -1.28% | 6.65% | 18.09% | 3.39% | 5.18% | 14.80% | -2.23% | 11.25% | 17.22% | 13.07% | 145.52% |
| 2016 | -5.32% | 5.21% | 3.25% | 3.15% | 3.00% | 7.68% | 1.37% | -1.92% | 1.67% | 1.23% | 0.56% | 7.75% | 30.45% |
| 2015 | -5.88% | 4.88% | -1.88% | 0.84% | -0.17% | 0.98% | 0.66% | -7.48% | -2.08% | 11.41% | 3.49% | 2.42% | 6.03% |
| 2014 | 0.02% | -3.11% | -2.98% | 0.14% | 8.26% | 2.82% | -3.51% | -2.00% | -6.32% | -2.62% | 2.85% | -3.91% | -10.67% |
Expense Ratio
Paco VT 60, GLD 20, BTC 20 has an expense ratio of 0.12%, 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 90, Paco VT 60, GLD 20, BTC 20 is among the top 10% 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 | |
|---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 0.67 | 0.79 | 1.12 | 0.10 | 2.08 |
BTC-USD Bitcoin | 1.30 | 3.34 | 1.35 | 2.78 | 12.75 |
GLD SPDR Gold Trust | 2.45 | 3.27 | 1.42 | 2.13 | 13.40 |
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Dividends
Dividend yield
Paco VT 60, GLD 20, BTC 20 provided a 1.11% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.11% | 1.17% | 1.25% | 1.32% | 1.09% | 1.00% | 1.39% | 1.52% | 1.26% | 1.43% | 1.47% | 1.46% |
| Portfolio components: | ||||||||||||
VT Vanguard Total World Stock ETF | 1.85% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% |
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% |
GLD SPDR 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% |
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 Paco VT 60, GLD 20, BTC 20. 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 Paco VT 60, GLD 20, BTC 20 was 57.89%, occurring on Nov 23, 2011. Recovery took 471 trading sessions.
The current Paco VT 60, GLD 20, BTC 20 drawdown is 0.21%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -57.89% | Jun 10, 2011 | 167 | Nov 23, 2011 | 471 | Mar 8, 2013 | 638 |
| -38.91% | Dec 5, 2013 | 628 | Aug 24, 2015 | 499 | Jan 4, 2017 | 1127 |
| -38.12% | Dec 17, 2017 | 374 | Dec 25, 2018 | 183 | Jun 26, 2019 | 557 |
| -35.41% | Nov 9, 2021 | 341 | Oct 15, 2022 | 481 | Feb 8, 2024 | 822 |
| -33.88% | Nov 9, 2010 | 22 | Nov 30, 2010 | 63 | Feb 1, 2011 | 85 |
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 3 assets, with an effective number of assets of 2.27, 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 | GLD | BTC-USD | VT | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.03 | 0.13 | 0.95 | 0.55 |
| GLD | 0.03 | 1.00 | 0.05 | 0.11 | 0.20 |
| BTC-USD | 0.13 | 0.05 | 1.00 | 0.11 | 0.83 |
| VT | 0.95 | 0.11 | 0.11 | 1.00 | 0.51 |
| Portfolio | 0.55 | 0.20 | 0.83 | 0.51 | 1.00 |