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Core

Last updated Mar 2, 2024

BTC/Gold/Cash

Asset Allocation


BIL 33.33%GLD 33.33%BTC-USD 33.33%BondBondCommodityCommodityCryptocurrencyCryptocurrency
PositionCategory/SectorWeight
BIL
SPDR Barclays 1-3 Month T-Bill ETF
Government Bonds

33.33%

GLD
SPDR Gold Trust
Precious Metals, Gold

33.33%

BTC-USD
Bitcoin

33.33%

S&P 500

Performance

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


0.00%100,000.00%200,000.00%300,000.00%400,000.00%OctoberNovemberDecember2024FebruaryMarch
445,525.99%
382.41%
Core
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 17, 2010, corresponding to the inception date of BTC-USD

Returns

As of Mar 2, 2024, the Core returned 16.56% Year-To-Date and 20.72% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Core16.56%16.66%43.25%54.55%25.29%20.72%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
0.51%0.08%2.24%4.78%1.20%0.79%
BTC-USD
Bitcoin
47.74%46.63%142.01%165.98%46.98%36.81%
GLD
SPDR Gold Trust
0.90%2.36%7.10%13.03%6.54%2.83%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.08%15.15%
2023-3.89%-0.35%12.13%4.31%5.32%

Sharpe Ratio

The current Core Sharpe ratio is 2.85. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.85

The Sharpe ratio of Core lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.85
2.44
Core
Benchmark (^GSPC)
Portfolio components

Dividend yield

Core granted a 1.70% dividend yield in the last twelve months.


TTM20232022202120202019201820172016
Core1.70%1.64%0.45%0.00%0.10%0.68%0.55%0.23%0.02%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
5.11%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%
BTC-USD
Bitcoin
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GLD
SPDR Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The Core features an expense ratio of 0.18%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.14%
0.00%2.15%
0.40%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
Core
2.85
BIL
SPDR Barclays 1-3 Month T-Bill ETF
6.83
BTC-USD
Bitcoin
2.99
GLD
SPDR Gold Trust
0.87

Asset Correlations Table

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

BILBTC-USDGLD
BIL1.000.000.00
BTC-USD0.001.000.05
GLD0.000.051.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Core
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Core. 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 Core was 61.51%, occurring on Oct 20, 2011. Recovery took 496 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-61.51%Jun 10, 2011133Oct 20, 2011496Feb 27, 2013629
-50.92%Dec 5, 2013622Aug 18, 2015559Feb 27, 20171181
-47.16%Dec 17, 2017364Dec 15, 2018534Jun 1, 2020898
-43.56%Apr 11, 201386Jul 5, 2013125Nov 7, 2013211
-38.36%Nov 8, 201029Dec 6, 201057Feb 1, 201186

Volatility Chart

The current Core volatility is 4.86%, 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.


2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
4.86%
3.47%
Core
Benchmark (^GSPC)
Portfolio components
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