gold / bitcoin
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in gold / 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 Quarterly
The earliest data available for this chart is Jul 17, 2010, corresponding to the inception date of BTC-USD
Returns By Period
As of Sep 21, 2024, the gold / bitcoin returned 42.48% Year-To-Date and 48.08% of annualized return in the last 10 years.
Monthly Returns
The table below presents the monthly returns of gold / bitcoin, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.04% | 21.98% | 12.96% | -5.94% | 5.92% | -3.19% | 3.66% | -3.04% | 42.70% | ||||
| 2023 | 22.91% | -2.23% | 16.90% | 1.32% | -3.70% | 4.64% | -1.75% | -5.52% | -0.23% | 17.31% | 6.17% | 7.28% | 77.48% |
| 2022 | -9.24% | 8.72% | 3.05% | -8.71% | -9.03% | -17.34% | 8.08% | -9.51% | -2.27% | 1.91% | -5.36% | 0.63% | -35.25% |
| 2021 | 5.90% | 16.65% | 19.41% | 0.21% | -13.31% | -6.80% | 10.45% | 6.96% | -5.57% | 21.58% | -4.64% | -9.46% | 39.87% |
| 2020 | 16.97% | -4.96% | -12.96% | 20.96% | 6.30% | -1.12% | 17.97% | 1.24% | -5.48% | 13.02% | 21.34% | 33.56% | 154.38% |
| 2019 | -2.10% | 5.05% | 2.25% | 14.95% | 35.28% | 21.71% | -1.92% | 2.09% | -7.58% | 6.37% | -10.63% | -0.56% | 74.11% |
| 2018 | -13.32% | -0.24% | -13.95% | 15.47% | -11.20% | -9.11% | 9.47% | -5.78% | -3.94% | -0.29% | -18.17% | -0.03% | -43.95% |
| 2017 | 2.89% | 12.44% | -4.90% | 13.22% | 39.92% | 5.78% | 9.09% | 35.30% | -6.45% | 24.64% | 35.50% | 25.24% | 438.51% |
| 2016 | -4.58% | 14.21% | -2.69% | 6.59% | 6.42% | 19.19% | -3.14% | -5.33% | 3.03% | 6.33% | -0.66% | 16.17% | 66.23% |
| 2015 | -12.48% | 3.60% | -2.15% | -3.04% | -0.64% | 5.99% | 1.03% | -8.58% | 0.13% | 17.75% | 8.47% | 8.48% | 16.09% |
| 2014 | 6.62% | -14.26% | -8.64% | -0.88% | 17.93% | 3.85% | -5.51% | -9.46% | -11.42% | -8.11% | 5.82% | -7.25% | -30.72% |
| 2013 | 22.71% | 31.76% | 139.38% | 20.81% | -5.89% | -19.25% | 7.09% | 17.25% | -4.46% | 27.73% | 270.32% | -30.18% | 1,307.91% |
Expense Ratio
gold / bitcoin has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of gold / bitcoin is 43, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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.
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 gold / 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 gold / bitcoin was 70.52%, occurring on Oct 20, 2011. Recovery took 481 trading sessions.
The current gold / bitcoin drawdown is 1.46%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -70.52% | Jun 10, 2011 | 133 | Oct 20, 2011 | 481 | Feb 12, 2013 | 614 |
| -62.23% | Dec 5, 2013 | 406 | Jan 14, 2015 | 721 | Jan 4, 2017 | 1127 |
| -59.95% | Dec 17, 2017 | 364 | Dec 15, 2018 | 590 | Jul 27, 2020 | 954 |
| -55.86% | Apr 11, 2013 | 86 | Jul 5, 2013 | 125 | Nov 7, 2013 | 211 |
| -50.32% | Nov 9, 2021 | 366 | Nov 9, 2022 | 460 | Feb 12, 2024 | 826 |
Volatility
Volatility Chart
The current gold / bitcoin volatility is 7.90%, 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
| BTC-USD | GC=F | |
|---|---|---|
| BTC-USD | 1.00 | 0.02 |
| GC=F | 0.02 | 1.00 |