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BTC Included long term
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

BTC Included long term

Currency in USD · Last updated May 22, 2025

Asset Allocation

IBIT 19%ETH-USD 6%COIN 35%MSTR 35%IYW 2%QQQM 2%HOOD 1%CommodityCommodityCryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorTarget Weight
ARKG
ARK Genomic Revolution Multi-Sector ETF		Health & Biotech Equities, Actively Managed
0%
ARKQ
ARK Autonomous Technology & Robotics ETF		All Cap Equities, Actively Managed
0%
COIN
Coinbase Global, Inc.		Technology
35%
ETH-USD
Ethereum
6%
FHLC
Fidelity MSCI Health Care Index ETF		Health & Biotech Equities
0%
GLD
SPDR Gold Trust		Precious Metals, Gold
0%
HOOD
Robinhood Markets, Inc.		Technology
1%
IBIT
iShares Bitcoin Trust		Blockchain
19%
IYW
iShares U.S. Technology ETF		Technology Equities
2%
KWEB
KraneShares CSI China Internet ETF		China Equities
0%
MSTR
MicroStrategy Incorporated		Technology
35%
QQQM
Invesco NASDAQ 100 ETF		Large Cap Growth Equities
2%
TSLA
Tesla, Inc.		Consumer Cyclical
0%
XLU
Utilities Select Sector SPDR Fund		Utilities Equities
0%

S&P 500

Performance

Performance Chart

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

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-0.63%13.31%-1.23%9.83%14.61%10.64%
BTC Included long term27.29%30.23%-12.36%87.03%N/AN/A
Portfolio components:
TSLA
Tesla, Inc.		-17.14%47.09%-2.17%79.32%43.78%35.10%
ARKQ
ARK Autonomous Technology & Robotics ETF		0.08%23.54%10.87%36.33%12.62%15.22%
GLD
SPDR Gold Trust		26.30%-3.10%25.02%36.39%13.38%10.22%
IYW
iShares U.S. Technology ETF		-1.72%22.60%-0.68%12.20%20.75%19.81%
KWEB
KraneShares CSI China Internet ETF		15.90%11.96%12.35%12.49%-4.99%-0.53%
QQQM
Invesco NASDAQ 100 ETF		0.52%18.39%2.29%13.30%N/AN/A
XLU
Utilities Select Sector SPDR Fund		8.12%7.02%2.52%14.92%10.97%9.71%
ARKG
ARK Genomic Revolution Multi-Sector ETF		-12.04%1.37%-11.34%-20.41%-15.78%-0.37%
FHLC
Fidelity MSCI Health Care Index ETF		-4.46%0.13%-7.68%-8.21%6.23%7.13%
IBIT
iShares Bitcoin Trust		16.48%24.28%15.02%56.55%N/AN/A
ETH-USD
Ethereum		-24.26%59.78%-17.84%-33.39%66.06%N/A
HOOD
Robinhood Markets, Inc.		71.39%60.25%77.00%204.68%N/AN/A
COIN
Coinbase Global, Inc.		4.31%47.99%-19.07%14.71%N/AN/A
MSTR
MicroStrategy Incorporated		39.04%26.73%-15.01%143.26%101.12%36.81%
*Annualized

Monthly Returns

The table below presents the monthly returns of BTC Included long term, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
202514.69%-23.00%2.90%26.38%10.84%27.29%
2024-7.92%69.28%41.35%-28.96%26.45%-7.03%9.46%-16.62%14.83%27.06%56.13%-20.43%204.40%

Expense Ratio

BTC Included long term has an expense ratio of 0.06%, 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.

KWEB
KraneShares CSI China Internet ETF
ARKQ
ARK Autonomous Technology & Robotics ETF
ARKG
ARK Genomic Revolution Multi-Sector ETF
IYW
iShares U.S. Technology ETF
GLD
SPDR Gold Trust
IBIT
iShares Bitcoin Trust
QQQM
Invesco NASDAQ 100 ETF
XLU
Utilities Select Sector SPDR Fund
FHLC
Fidelity MSCI Health Care Index ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 93, BTC Included long term is among the top 7% 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 BTC Included long term is 9393
Overall Rank
The Sharpe Ratio Rank of BTC Included long term is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC Included long term is 9696
Sortino Ratio Rank
The Omega Ratio Rank of BTC Included long term is 9595
Omega Ratio Rank
The Calmar Ratio Rank of BTC Included long term is 9797
Calmar Ratio Rank
The Martin Ratio Rank of BTC Included long term is 9696
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
TSLA
Tesla, Inc.		1.101.861.210.622.67
ARKQ
ARK Autonomous Technology & Robotics ETF		1.022.271.280.835.39
GLD
SPDR Gold Trust		2.033.451.442.3314.36
IYW
iShares U.S. Technology ETF		0.410.781.110.101.41
KWEB
KraneShares CSI China Internet ETF		0.301.881.250.873.68
QQQM
Invesco NASDAQ 100 ETF		0.530.981.140.162.02
XLU
Utilities Select Sector SPDR Fund		0.860.921.120.222.40
ARKG
ARK Genomic Revolution Multi-Sector ETF		-0.44-0.500.95-0.26-1.49
FHLC
Fidelity MSCI Health Care Index ETF		-0.51-1.490.82-0.50-2.34
IBIT
iShares Bitcoin Trust		1.073.391.412.9613.08
ETH-USD
Ethereum		-0.460.801.080.040.36
HOOD
Robinhood Markets, Inc.		2.723.781.546.1221.86
COIN
Coinbase Global, Inc.		0.172.091.250.953.82
MSTR
MicroStrategy Incorporated		1.463.581.445.9416.54

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.

BTC Included long term Sharpe ratios as of May 22, 2025 (values are recalculated daily):

  • 1-Year: 1.07
  • All Time: 2.05

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 0.46 to 0.96, 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 BTC Included long term compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

BTC Included long term provided a 0.02% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.02%0.02%0.02%0.03%0.01%0.01%0.01%0.02%0.02%0.02%0.02%0.02%
Portfolio components:
TSLA
Tesla, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ARKQ
ARK Autonomous Technology & Robotics ETF		0.00%0.00%0.00%0.00%0.80%0.86%0.00%2.86%1.54%0.00%0.97%0.00%
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%
IYW
iShares U.S. Technology ETF		0.21%0.21%0.53%0.50%0.31%0.56%0.72%0.91%0.82%1.13%1.12%1.13%
KWEB
KraneShares CSI China Internet ETF		3.02%3.51%1.71%0.00%7.07%0.29%0.08%3.40%0.58%1.19%0.46%0.89%
QQQM
Invesco NASDAQ 100 ETF		0.59%0.61%0.65%0.83%0.40%0.16%0.00%0.00%0.00%0.00%0.00%0.00%
XLU
Utilities Select Sector SPDR Fund		2.80%2.96%3.39%2.92%2.79%3.14%2.95%3.33%3.33%3.42%3.67%3.19%
ARKG
ARK Genomic Revolution Multi-Sector ETF		0.00%0.00%0.00%0.00%0.62%0.85%3.14%1.94%1.34%0.00%0.00%0.00%
FHLC
Fidelity MSCI Health Care Index ETF		1.61%1.51%1.40%1.30%1.16%1.45%1.18%2.14%1.38%1.40%2.07%1.03%
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%
ETH-USD
Ethereum		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HOOD
Robinhood Markets, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
COIN
Coinbase Global, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSTR
MicroStrategy Incorporated		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 BTC Included long term. 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 BTC Included long term was 47.00%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current BTC Included long term drawdown is 12.36%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-47%Nov 21, 2024139Apr 8, 2025———
-38.38%Mar 26, 2024165Sep 6, 202442Oct 18, 2024207
-15.19%Mar 14, 20246Mar 19, 20246Mar 25, 202412
-14.11%Jan 12, 202413Jan 24, 202415Feb 8, 202428
-13.06%Mar 5, 20241Mar 5, 20242Mar 7, 20243

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 14 assets, with an effective number of assets of 3.50, 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.
^GSPCGLDXLUKWEBFHLCETH-USDTSLAIBITIYWHOODMSTRARKGQQQMCOINARKQPortfolio
^GSPC1.000.110.290.350.560.360.570.360.900.530.430.630.940.520.810.48
GLD0.111.000.180.150.130.070.000.150.080.120.130.170.110.120.130.14
XLU0.290.181.000.210.380.160.120.210.060.140.150.230.150.130.270.16
KWEB0.350.150.211.000.210.180.230.220.240.280.250.350.280.290.330.27
FHLC0.560.130.380.211.000.180.180.180.250.250.190.500.340.250.350.20
ETH-USD0.360.070.160.180.181.000.270.570.210.370.490.290.250.480.340.61
TSLA0.570.000.120.230.180.271.000.340.430.370.360.410.540.400.640.39
IBIT0.360.150.210.220.180.570.341.000.240.480.730.360.270.660.370.79
IYW0.900.080.060.240.250.210.430.241.000.460.360.510.930.470.720.40
HOOD0.530.120.140.280.250.370.370.480.461.000.550.550.500.690.550.61
MSTR0.430.130.150.250.190.490.360.730.360.551.000.420.380.650.490.92
ARKG0.630.170.230.350.500.290.410.360.510.550.421.000.560.530.650.46
QQQM0.940.110.150.280.340.250.540.270.930.500.380.561.000.480.780.43
COIN0.520.120.130.290.250.480.400.660.470.690.650.530.481.000.560.78
ARKQ0.810.130.270.330.350.340.640.370.720.550.490.650.780.561.000.51
Portfolio0.480.140.160.270.200.610.390.790.400.610.920.460.430.780.511.00
The correlation results are calculated based on daily price changes starting from Jan 12, 2024