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Paco BTC 40, VT 40, GLD 20
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Paco BTC 40, VT 40, GLD 20

Currency in USD · Last updated Jun 3, 2025

Asset Allocation

GLD 20%BTC-USD 40%VT 40%CommodityCommodityCryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorTarget Weight
BTC-USD
Bitcoin
40%
GLD
SPDR Gold Trust		Precious Metals, Gold
20%
VT
Vanguard Total World Stock ETF		Large Cap Growth Equities
40%

S&P 500

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 Jun 3, 2025, the Paco BTC 40, VT 40, GLD 20 returned 14.26% Year-To-Date and 49.06% of annualized return in the last 10 years.

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		1.51%4.99%-1.31%13.00%13.92%11.05%
Paco BTC 40, VT 40, GLD 2013.96%7.46%10.96%37.81%39.87%49.00%
Portfolio components:
BTC-USD
Bitcoin		12.85%11.79%9.82%53.23%60.82%84.91%
VT
Vanguard Total World Stock ETF		6.33%4.58%2.82%13.80%12.75%9.48%
GLD
SPDR Gold Trust		27.58%3.67%26.64%42.21%13.88%10.65%
*Annualized

Monthly Returns

The table below presents the monthly returns of Paco BTC 40, VT 40, GLD 20, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20256.44%-7.08%-0.21%6.96%6.88%1.00%13.96%
20240.02%19.53%10.31%-6.91%6.43%-2.04%3.10%-2.22%4.78%4.24%16.53%-2.84%59.54%
202320.12%-2.07%13.16%1.86%-3.59%6.63%0.33%-5.74%-1.40%11.74%7.66%7.64%68.31%
2022-8.86%4.59%3.10%-10.45%-6.25%-16.46%9.43%-8.16%-5.68%4.37%-1.59%-2.63%-34.67%
20214.95%15.70%16.63%1.58%-11.36%-3.23%8.18%6.60%-5.54%18.79%-4.44%-6.92%42.02%
202012.15%-6.36%-16.46%19.51%6.60%0.05%13.79%3.54%-5.20%10.14%23.06%28.03%116.74%
20190.85%5.21%2.61%13.39%25.82%21.17%-2.54%-0.83%-4.39%6.05%-7.15%0.26%71.70%
2018-8.98%-1.86%-11.69%13.07%-8.93%-6.98%9.44%-4.37%-2.60%-4.56%-13.84%-4.44%-39.47%
20172.56%10.23%-3.50%11.56%32.91%5.45%7.81%27.91%-4.53%20.80%30.14%21.37%328.46%
2016-7.04%8.98%0.77%4.46%6.66%13.32%-0.94%-3.54%2.66%4.62%1.72%13.79%53.13%
2015-12.08%6.55%-2.41%-0.33%-0.72%4.16%2.22%-10.16%-0.84%16.55%7.92%6.10%14.51%
20142.91%-11.19%-5.97%-0.42%15.60%2.76%-4.86%-6.22%-9.07%-5.35%4.86%-6.54%-23.50%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Paco BTC 40, VT 40, GLD 20 has an expense ratio of 0.11%, 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.

GLD
SPDR Gold Trust
VT
Vanguard Total World Stock ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 91, Paco BTC 40, VT 40, GLD 20 is among the top 9% 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.

The Risk-Adjusted Performance Rank of Paco BTC 40, VT 40, GLD 20 is 9191
Overall Rank
The Sharpe Ratio Rank of Paco BTC 40, VT 40, GLD 20 is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of Paco BTC 40, VT 40, GLD 20 is 9696
Sortino Ratio Rank
The Omega Ratio Rank of Paco BTC 40, VT 40, GLD 20 is 9191
Omega Ratio Rank
The Calmar Ratio Rank of Paco BTC 40, VT 40, GLD 20 is 8181
Calmar Ratio Rank
The Martin Ratio Rank of Paco BTC 40, VT 40, GLD 20 is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BTC-USD
Bitcoin		1.072.731.291.869.33
VT
Vanguard Total World Stock ETF		0.780.761.110.101.96
GLD
SPDR Gold Trust		2.342.831.351.7111.22

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Paco BTC 40, VT 40, GLD 20 Sharpe ratios as of Jun 3, 2025 (values are recalculated daily):

  • 1-Year: 1.55
  • 5-Year: 1.41
  • 10-Year: 1.50
  • All Time: 1.87

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.59 to 1.14, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Paco BTC 40, VT 40, GLD 20 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Paco BTC 40, VT 40, GLD 20 provided a 0.73% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.73%0.78%0.83%0.88%0.73%0.66%0.93%1.01%0.84%0.95%0.98%0.97%
Portfolio components:
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%
VT
Vanguard Total World Stock ETF		1.81%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%
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 BTC 40, VT 40, GLD 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 BTC 40, VT 40, GLD 20 was 69.30%, occurring on Nov 23, 2011. Recovery took 457 trading sessions.

The current Paco BTC 40, VT 40, GLD 20 drawdown is 1.29%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-69.3%Jun 10, 2011167Nov 23, 2011457Feb 22, 2013624
-55.46%Dec 5, 2013406Jan 14, 2015721Jan 4, 20171127
-54.33%Dec 17, 2017364Dec 15, 2018590Jul 27, 2020954
-47.75%Nov 9, 2021366Nov 9, 2022462Feb 14, 2024828
-45.99%Apr 11, 201386Jul 5, 2013124Nov 6, 2013210
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 2.78, 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCGLDBTC-USDVTPortfolio
^GSPC1.000.030.130.950.33
GLD0.031.000.050.110.15
BTC-USD0.130.051.000.110.95
VT0.950.110.111.000.30
Portfolio0.330.150.950.301.00
The correlation results are calculated based on daily price changes starting from Jul 15, 2010
Go to the full Correlations tool for more customization options