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EFT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


IBIT 5%VOO 80%QQQ 10%VWO 5%CryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
IBIT
iShares Bitcoin Trust
Blockchain

5%

QQQ
Invesco QQQ
Large Cap Blend Equities

10%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

80%

VWO
Vanguard FTSE Emerging Markets ETF
Emerging Markets Equities

5%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in EFT, 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 Quarterly


-2.00%0.00%2.00%4.00%6.00%8.00%10.00%12.00%Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25Mar 03Mar 10Mar 17Mar 24Mar 31Apr 07Apr 14
5.57%
3.91%
EFT
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 11, 2024, corresponding to the inception date of IBIT

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
EFTN/A-4.70%N/AN/AN/AN/A
QQQ
Invesco QQQ
1.39%-7.11%17.38%31.98%18.03%17.83%
VOO
Vanguard S&P 500 ETF
4.52%-5.03%18.47%22.10%13.18%12.27%
VWO
Vanguard FTSE Emerging Markets ETF
-0.42%-1.73%10.31%5.09%1.66%2.86%
IBIT
iShares Bitcoin Trust
N/A0.71%N/AN/AN/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.78%6.97%3.64%

Expense Ratio

The EFT has an expense ratio of 0.06% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.25%
0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.08%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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.


EFT
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
QQQ
Invesco QQQ
1.902.671.321.389.67
VOO
Vanguard S&P 500 ETF
1.822.651.321.577.57
VWO
Vanguard FTSE Emerging Markets ETF
0.360.611.070.181.02
IBIT
iShares Bitcoin Trust

Sharpe Ratio


Chart placeholderNot enough data

Dividends

Dividend yield

EFT granted a 1.37% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
EFT1.37%1.40%1.64%1.17%1.38%1.74%1.88%1.62%1.84%1.94%1.77%1.71%
QQQ
Invesco QQQ
0.64%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
VOO
Vanguard S&P 500 ETF
1.41%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
VWO
Vanguard FTSE Emerging Markets ETF
3.56%3.52%4.11%2.63%1.91%3.23%2.88%2.30%2.52%3.26%2.86%2.73%
IBIT
iShares Bitcoin 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.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25Mar 03Mar 10Mar 17Mar 24Mar 31Apr 07Apr 14
-5.50%
-5.46%
EFT
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the EFT. 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 EFT was 5.50%, occurring on Apr 19, 2024. The portfolio has not yet recovered.

The current EFT drawdown is 5.50%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-5.5%Apr 1, 202415Apr 19, 2024
-1.76%Jan 30, 20242Jan 31, 20242Feb 2, 20244
-1.57%Mar 5, 20241Mar 5, 20242Mar 7, 20243
-1.45%Feb 13, 20241Feb 13, 20242Feb 15, 20243
-1.34%Mar 13, 20243Mar 15, 20243Mar 20, 20246

Volatility

Volatility Chart

The current EFT volatility is 3.24%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.80%3.00%3.20%3.40%3.60%3.80%4.00%Feb 18Feb 25Mar 03Mar 10Mar 17Mar 24Mar 31Apr 07Apr 14
3.24%
3.15%
EFT
Benchmark (^GSPC)
Portfolio components

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.

IBITVWOQQQVOO
IBIT1.000.190.100.15
VWO0.191.000.560.60
QQQ0.100.561.000.92
VOO0.150.600.921.00