Volatil
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BTC-USD Bitcoin | 30% | |
IGLN.L iShares Physical Gold ETC | Gold, Precious Metals | 20% |
MSTR MicroStrategy Incorporated | Technology | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Volatil, 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 week.
The earliest data available for this chart is Apr 12, 2011, corresponding to the inception date of IGLN.L
Returns By Period
As of Apr 21, 2025, the Volatil returned 7.61% Year-To-Date and 52.65% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.79% | -9.92% | 6.35% | 14.12% | 9.63% |
| Volatil | 7.61% | 4.45% | 37.62% | 102.08% | 80.25% | 52.65% |
| Portfolio components: | ||||||
IGLN.L iShares Physical Gold ETC | 26.26% | 9.26% | 21.29% | 37.74% | 14.31% | 10.49% |
BTC-USD Bitcoin | -8.95% | 1.21% | 23.28% | 30.88% | 65.40% | 80.16% |
MSTR MicroStrategy Incorporated | 9.52% | 4.34% | 46.95% | 170.16% | 91.71% | 33.49% |
Monthly Returns
The table below presents the monthly returns of Volatil, 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 | 12.50% | -17.07% | 7.71% | 7.08% | 7.61% | ||||||||
| 2024 | -10.15% | 62.11% | 40.13% | -22.88% | 24.64% | -6.92% | 10.84% | -10.85% | 17.41% | 25.94% | 39.19% | -14.38% | 217.95% |
| 2023 | 50.34% | 1.76% | 15.66% | 7.41% | -6.06% | 9.87% | 12.94% | -12.73% | -3.82% | 24.62% | 12.16% | 17.10% | 204.34% |
| 2022 | -21.54% | 15.12% | 7.16% | -19.40% | -17.18% | -30.89% | 39.88% | -13.84% | -4.82% | 14.11% | -15.49% | -15.25% | -58.13% |
| 2021 | 32.38% | 21.57% | 4.38% | -1.03% | -24.01% | 16.50% | 3.29% | 9.65% | -10.93% | 23.64% | -1.44% | -17.84% | 48.66% |
| 2020 | 12.94% | -7.91% | -12.04% | 14.67% | 2.73% | -2.91% | 11.59% | 9.56% | -0.82% | 13.63% | 59.99% | 22.02% | 181.42% |
| 2019 | -1.92% | 9.25% | 2.67% | 10.64% | 9.87% | 14.00% | -3.69% | 2.52% | -2.98% | 5.72% | -6.96% | -3.30% | 38.90% |
| 2018 | -4.91% | -2.36% | -8.96% | 8.41% | -5.11% | -5.71% | 7.23% | 4.07% | -4.52% | -6.20% | -10.11% | -0.37% | -26.62% |
| 2017 | 2.51% | 4.59% | -3.36% | 8.39% | 15.88% | 5.50% | -9.39% | 15.52% | -2.94% | 15.67% | 18.78% | 12.00% | 114.66% |
| 2016 | -4.28% | 4.11% | 4.42% | 3.19% | 6.28% | 6.78% | -1.58% | -5.24% | 2.22% | 11.90% | 0.12% | 9.05% | 41.90% |
| 2015 | -8.51% | 9.37% | -3.74% | 2.71% | -2.23% | 2.17% | 11.17% | -6.39% | -0.08% | 3.10% | 5.33% | 6.12% | 18.41% |
| 2014 | 4.73% | -8.68% | -10.75% | 2.92% | 18.96% | 2.02% | -2.17% | -7.19% | -9.82% | 6.81% | 7.34% | -7.05% | -6.98% |
Expense Ratio
Volatil has an expense ratio of 0.05%, 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 96, Volatil is among the top 4% 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 | |
|---|---|---|---|---|---|
IGLN.L iShares Physical Gold ETC | 3.78 | 4.85 | 1.66 | 2.82 | 18.89 |
BTC-USD Bitcoin | 1.23 | 1.88 | 1.19 | 0.93 | 5.56 |
MSTR MicroStrategy Incorporated | 2.29 | 2.85 | 1.33 | 3.08 | 9.83 |
Dividends
Dividend yield
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Volatil. 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 Volatil was 71.46%, occurring on Dec 29, 2022. Recovery took 412 trading sessions.
The current Volatil drawdown is 16.66%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -71.46% | Feb 10, 2021 | 688 | Dec 29, 2022 | 412 | Feb 14, 2024 | 1100 |
| -52.38% | Jun 10, 2011 | 167 | Nov 23, 2011 | 448 | Feb 13, 2013 | 615 |
| -38.3% | Apr 11, 2013 | 86 | Jul 5, 2013 | 116 | Oct 29, 2013 | 202 |
| -37.04% | Jan 7, 2018 | 343 | Dec 15, 2018 | 188 | Jun 21, 2019 | 531 |
| -35.98% | Feb 12, 2020 | 36 | Mar 18, 2020 | 135 | Jul 31, 2020 | 171 |
Volatility
Volatility Chart
The current Volatil volatility is 21.56%, 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.
Diversification
Asset Correlations Table
| IGLN.L | MSTR | BTC-USD | |
|---|---|---|---|
| IGLN.L | 1.00 | 0.02 | 0.05 |
| MSTR | 0.02 | 1.00 | 0.21 |
| BTC-USD | 0.05 | 0.21 | 1.00 |