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just vgt and bitcoin
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BTC-USD 20.00%SMH 80.00%CryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorTarget Weight
SMH
VanEck Semiconductor ETF
Semiconductors, Technology Equities
80%
BTC-USD
Bitcoin
20%

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in just vgt and 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 13, 2026, the just vgt and bitcoin returned 55.80% Year-To-Date and 50.19% of annualized return in the last 10 years.


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
1.65%1.97%10.35%10.82%26.39%19.66%12.33%13.81%
Portfolio
just vgt and bitcoin
3.92%11.26%55.80%59.22%99.23%60.23%36.73%50.19%
BTC-USD
Bitcoin
0.77%-15.23%-24.33%-23.38%-37.30%35.99%11.54%56.48%
SMH
VanEck Semiconductor ETF
4.38%16.31%79.69%83.94%152.58%62.32%39.72%38.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 30, 2012, just vgt and bitcoin's average daily return is +0.14%, while the average monthly return is +4.41%. At this rate, an investment would double in approximately 1.3 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2013 with a return of +123.6%, while the worst month was Dec 2013 at -24.4%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 4 months.

On a daily basis, just vgt and bitcoin closed higher 55% of trading days. The best single day was Nov 18, 2013 with a return of +22.6%, while the worst single day was Mar 12, 2020 at -17.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20267.61%-1.88%-4.69%28.21%14.50%5.46%55.80%
20252.45%-7.33%-7.79%2.76%12.95%13.27%4.43%-0.91%11.04%8.23%-5.51%1.66%37.49%
20245.15%19.74%8.43%-6.91%12.14%5.67%-3.55%-3.03%2.22%0.90%8.20%-0.66%56.15%
202321.43%0.76%12.88%-4.29%11.63%6.63%3.61%-4.30%-5.30%2.39%13.83%10.20%89.77%
2022-11.98%0.14%1.64%-15.30%2.16%-19.92%16.45%-10.42%-11.68%2.87%12.82%-8.94%-39.56%
20215.86%12.85%9.00%-0.51%-4.80%3.57%3.87%5.29%-5.91%13.72%6.66%-2.84%54.88%

Benchmark Metrics

just vgt and bitcoin has an annualized alpha of 33.29%, beta of 1.27, and R2 of 0.43 versus S&P 500 Index. Calculated based on daily prices since September 30, 2012.

  • This portfolio captured 261.21% of S&P 500 Index gains but only 97.50% of its losses - a favorable profile for investors.
  • R2 of 0.43 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
33.29%
Beta
1.27
0.43
Upside Capture
261.21%
Downside Capture
97.50%

Expense Ratio

just vgt and bitcoin has an expense ratio of 0.28%, placing it in the medium range. 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

just vgt and bitcoin ranks 83 for risk / return — in the top 83% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


just vgt and bitcoin Risk / Return Rank: 8383
Overall Rank
just vgt and bitcoin Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
just vgt and bitcoin Sortino Ratio Rank: 7676
Sortino Ratio Rank
just vgt and bitcoin Omega Ratio Rank: 7373
Omega Ratio Rank
just vgt and bitcoin Calmar Ratio Rank: 9292
Calmar Ratio Rank
just vgt and bitcoin Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for just vgt and bitcoin and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

3.17

2.14

+1.03

Sortino ratioReturn per unit of downside risk

3.54

2.89

+0.65

Omega ratioGain probability vs. loss probability

1.46

1.39

+0.07

Calmar ratioReturn relative to maximum drawdown

6.54

2.91

+3.62

Martin ratioReturn relative to average drawdown

20.00

13.08

+6.91


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BTC-USD
Bitcoin
36
-0.87-1.170.88-0.73-1.26
SMH
VanEck Semiconductor ETF
96
4.614.601.6510.2837.77

Sharpe Ratio

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. Learn how to interpret the Sharpe ratio.

The current just vgt and bitcoin Sharpe ratio is 3.17 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.56 to 2.44, 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 just vgt and bitcoin compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

just vgt and bitcoin provided a 0.14% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio0.14%0.25%0.35%0.48%0.95%0.41%0.55%1.20%1.50%1.14%0.64%1.71%
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%
SMH
VanEck Semiconductor ETF
0.17%0.31%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%

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 just vgt and 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 just vgt and bitcoin was 49.23%, occurring on Oct 15, 2022. Recovery took 416 trading sessions.

The current just vgt and bitcoin drawdown is 2.56%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-49.23%Oct 2022
11mo 10d1y 1mo
2y 26dNov 2021 - Dec 2023
Rate-hike selloffLate 2018
-41.82%Dec 2018
1y 8d6mo 2d
1y 6moDec 2017 - Jun 2019
2013 bear market2013
-37.45%Dec 2013
13d2y 5mo
2y 6moDec 2013 - Jun 2016
COVID crash2020
-37.20%Mar 2020
1mo 2d3mo 22d
4mo 24dFeb 2020 - Jul 2020
2025 selloff2025
-31.41%Apr 2025
2mo 15d2mo 17d
5mo 2dJan 2025 - Jun 2025

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 2 assets, with an effective number of assets of 1.47, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.


Diversification Ratio
1Y
3Y
5Y
10Y
All Time
Diversification Ratio

1.14

1.17

1.17

1.24

1.29

The portfolio has a diversification ratio of 1.29, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

just vgt and bitcoin correlation to the S&P 500 Index

just vgt and bitcoin has a 0.78 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.78

Correlation (3Y)
Calculated over the trailing 3-year period

0.78

Correlation (5Y)
Calculated over the trailing 5-year period

0.79

Correlation (10Y)
Calculated over the trailing 10-year period

0.71

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2012

0.66


Benchmark Correlations

Correlation vs. S&P 500 Index. SMH has the highest benchmark correlation at 0.77, while BTC-USD has the lowest at 0.16.

SMH
0.77

Portfolio Correlations

Correlation vs. just vgt and bitcoin. SMH has the highest portfolio correlation at 0.75, while BTC-USD has the lowest at 0.64.

SMH
0.75

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BTC-USDSMH
BTC-USD1.000.12
SMH0.121.00
The correlation results are calculated based on daily price changes starting from Sep 30, 2012
Diversification Analysis

Find what just vgt and bitcoin is missing

See which holdings overlap, where just vgt and bitcoin is concentrated, and which low-correlation assets could fill the gaps.

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