BTC, GOLD, UUP, And A Load Of Other Rubbish

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

BTC, GOLD, UUP, And A Load Of Other Rubbish

Currency in USD · Last updated May 28, 2025

INFL is also a good idea for an inflation hedge, although it doesn't have a lot of history

Asset Allocation

Position	Category/Sector	Target Weight
BTC-USD Bitcoin		2%
EUO ProShares UltraShort Euro	Leveraged Currency, Leveraged	7%
IAU iShares Gold Trust	Precious Metals, Gold	13%
LCSIX LoCorr Long/Short Commodity Strategies Fund	Systematic Trend	4%
OSTIX Osterweis Strategic Income Fund	High Yield Bonds	7.50%
PPA Invesco Aerospace & Defense ETF	Industrials Equities, Aerospace & Defense	6%
QLEIX AQR Long-Short Equity Fund	Long-Short	10%
QQQ Invesco QQQ	Large Cap Blend Equities	4%
RPIFX T. Rowe Price Institutional Floating Rate Fund	Bank Loan	7.50%
SVARX Spectrum Low Volatility Fund	Nontraditional Bonds	10%
USMV iShares Edge MSCI Min Vol USA ETF	Large Cap Growth Equities	3%
UUP Invesco DB US Dollar Index Bullish Fund	Currency	10%
XLP Consumer Staples Select Sector SPDR Fund	Consumer Staples Equities	3%
XMMO Invesco S&P MidCap Momentum ETF	Mid Cap Growth Equities	3%
YCS ProShares UltraShort Yen	Leveraged Currency, Leveraged	10%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Dec 16, 2013, corresponding to the inception date of SVARX

Returns By Period

As of May 28, 2025, the BTC, GOLD, UUP, And A Load Of Other Rubbish returned 3.95% Year-To-Date and 10.71% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.12%	6.51%	-1.84%	10.98%	14.10%	10.82%
BTC, GOLD, UUP, And A Load Of Other Rubbish	3.90%	2.75%	4.43%	12.46%	13.58%	10.71%
Portfolio components:
IAU iShares Gold Trust	25.57%	-1.68%	24.89%	39.49%	13.46%	10.45%
EUO ProShares UltraShort Euro	-14.89%	2.62%	-11.04%	-3.48%	1.62%	1.50%
LCSIX LoCorr Long/Short Commodity Strategies Fund	0.23%	-1.80%	-3.69%	-9.43%	1.11%	4.65%
QLEIX AQR Long-Short Equity Fund	14.92%	4.60%	17.09%	23.86%	24.99%	11.63%
UUP Invesco DB US Dollar Index Bullish Fund	-6.15%	1.43%	-3.49%	0.82%	3.09%	2.30%
YCS ProShares UltraShort Yen	-11.14%	4.22%	-4.86%	-7.63%	17.39%	5.73%
PPA Invesco Aerospace & Defense ETF	15.21%	9.64%	10.10%	27.29%	19.15%	14.92%
OSTIX Osterweis Strategic Income Fund	1.35%	0.63%	1.70%	6.31%	6.55%	4.57%
USMV iShares Edge MSCI Min Vol USA ETF	4.71%	1.65%	-1.10%	14.51%	10.34%	10.43%
XLP Consumer Staples Select Sector SPDR Fund	4.58%	1.50%	0.04%	9.68%	9.51%	8.13%
QQQ Invesco QQQ	1.65%	9.84%	3.01%	13.57%	18.07%	17.69%
XMMO Invesco S&P MidCap Momentum ETF	0.74%	8.14%	-7.54%	8.61%	16.66%	15.15%
SVARX Spectrum Low Volatility Fund	1.31%	0.55%	0.08%	3.41%	4.59%	5.40%
RPIFX T. Rowe Price Institutional Floating Rate Fund	1.56%	1.57%	2.11%	7.50%	6.77%	4.82%
BTC-USD Bitcoin	16.66%	14.76%	13.58%	59.59%	63.12%	85.15%

*Annualized

Monthly Returns

The table below presents the monthly returns of BTC, GOLD, UUP, And A Load Of Other Rubbish, 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	2.50%	-0.46%	-0.08%	-0.51%	2.43%								3.90%
2024	2.35%	3.00%	3.58%	1.08%	1.51%	1.03%	0.11%	0.13%	1.21%	2.44%	2.68%	0.41%	21.29%
2023	3.07%	0.59%	1.01%	0.89%	0.51%	2.58%	1.05%	0.78%	0.52%	1.82%	2.08%	1.02%	17.08%
2022	-0.52%	1.45%	2.33%	0.84%	-1.08%	-1.28%	1.95%	-0.40%	-1.47%	3.48%	0.12%	-1.63%	3.70%
2021	0.30%	1.42%	4.53%	0.80%	0.75%	-0.23%	0.81%	0.64%	-0.60%	2.58%	-0.57%	2.26%	13.32%
2020	2.15%	-2.49%	-4.74%	4.28%	1.94%	0.85%	2.12%	1.40%	-1.32%	-0.40%	2.78%	3.34%	9.96%
2019	2.83%	2.36%	0.64%	1.84%	-0.08%	3.78%	1.31%	0.55%	0.24%	0.30%	0.19%	0.54%	15.41%
2018	0.32%	-1.13%	-0.99%	1.34%	0.54%	-0.62%	1.45%	0.42%	0.90%	-1.69%	-0.32%	-2.15%	-2.00%
2017	0.19%	2.47%	-0.39%	1.02%	1.83%	0.04%	0.46%	2.79%	0.46%	2.34%	1.67%	1.95%	15.80%
2016	-0.39%	0.31%	0.89%	-0.13%	1.83%	0.65%	1.20%	0.08%	-0.15%	1.03%	2.82%	1.51%	10.02%
2015	1.58%	1.63%	0.43%	-1.37%	2.15%	-1.23%	1.10%	-2.46%	-0.50%	3.53%	1.01%	-0.64%	5.19%
2014	-0.10%	1.09%	-0.19%	-0.17%	1.46%	0.91%	0.02%	1.50%	0.89%	1.04%	2.54%	0.42%	9.77%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

BTC, GOLD, UUP, And A Load Of Other Rubbish has an expense ratio of 0.88%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

SVARX

Spectrum Low Volatility Fund

LCSIX

LoCorr Long/Short Commodity Strategies Fund

QLEIX

AQR Long-Short Equity Fund

YCS

ProShares UltraShort Yen

EUO

ProShares UltraShort Euro

OSTIX

Osterweis Strategic Income Fund

UUP

Invesco DB US Dollar Index Bullish Fund

PPA

Invesco Aerospace & Defense ETF

RPIFX

T. Rowe Price Institutional Floating Rate Fund

XMMO

Invesco S&P MidCap Momentum ETF

IAU

iShares Gold Trust

QQQ

Invesco QQQ

USMV

iShares Edge MSCI Min Vol USA ETF

XLP

Consumer Staples Select Sector SPDR Fund

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 87, BTC, GOLD, UUP, And A Load Of Other Rubbish is among the top 13% 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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 ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
IAU iShares Gold Trust	2.21	3.18	1.41	2.06	13.03
EUO ProShares UltraShort Euro	-0.21	0.03	1.00	-0.21	-0.15
LCSIX LoCorr Long/Short Commodity Strategies Fund	-1.44	-1.61	0.79	-0.71	-1.77
QLEIX AQR Long-Short Equity Fund	2.47	4.20	1.72	1.71	24.10
UUP Invesco DB US Dollar Index Bullish Fund	0.11	0.58	1.07	0.04	0.83
YCS ProShares UltraShort Yen	-0.29	0.84	1.10	0.14	1.48
PPA Invesco Aerospace & Defense ETF	1.31	1.80	1.26	0.58	5.51
OSTIX Osterweis Strategic Income Fund	2.97	2.51	1.46	0.27	8.46
USMV iShares Edge MSCI Min Vol USA ETF	1.10	0.55	1.08	0.08	1.60
XLP Consumer Staples Select Sector SPDR Fund	0.73	0.13	1.02	0.00	0.07
QQQ Invesco QQQ	0.53	1.01	1.14	0.17	2.11
XMMO Invesco S&P MidCap Momentum ETF	0.35	0.63	1.09	0.06	0.83
SVARX Spectrum Low Volatility Fund	1.30	-0.49	0.93	1.34	-0.63
RPIFX T. Rowe Price Institutional Floating Rate Fund	2.59	4.13	1.90	0.51	12.17
BTC-USD Bitcoin	1.20	3.11	1.33	2.42	11.47

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, GOLD, UUP, And A Load Of Other Rubbish Sharpe ratios as of May 28, 2025 (values are recalculated daily):

1-Year: 1.82
5-Year: 2.58
10-Year: 1.84
All Time: 1.89

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 0.55 to 1.08, 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, GOLD, UUP, And A Load Of Other Rubbish compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

BTC, GOLD, UUP, And A Load Of Other Rubbish provided a 3.23% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	3.23%	3.43%	4.43%	2.95%	1.64%	1.55%	1.69%	2.43%	2.49%	2.35%	2.16%	2.46%
Portfolio components:
IAU iShares 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%
EUO ProShares UltraShort Euro	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LCSIX LoCorr Long/Short Commodity Strategies Fund	2.69%	2.69%	1.89%	10.75%	7.14%	2.94%	0.54%	12.36%	0.02%	3.20%	7.35%	9.86%
QLEIX AQR Long-Short Equity Fund	6.20%	7.12%	20.80%	14.15%	0.00%	1.57%	0.00%	6.03%	9.12%	3.01%	4.98%	8.00%
UUP Invesco DB US Dollar Index Bullish Fund	4.77%	4.48%	6.45%	0.89%	0.00%	0.00%	2.03%	1.08%	0.10%	0.00%	0.00%	0.00%
YCS ProShares UltraShort Yen	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PPA Invesco Aerospace & Defense ETF	0.48%	0.61%	0.67%	0.83%	0.59%	0.88%	0.95%	0.90%	0.67%	1.70%	1.41%	0.62%
OSTIX Osterweis Strategic Income Fund	5.96%	5.25%	5.71%	4.71%	4.03%	3.85%	4.74%	4.66%	4.58%	5.24%	5.98%	5.30%
USMV iShares Edge MSCI Min Vol USA ETF	1.57%	1.67%	1.82%	1.62%	1.26%	1.81%	1.88%	2.12%	1.77%	2.22%	2.02%	1.88%
XLP Consumer Staples Select Sector SPDR Fund	2.50%	2.77%	2.63%	2.47%	2.28%	2.50%	2.57%	3.04%	2.62%	2.53%	2.53%	2.40%
QQQ Invesco QQQ	0.58%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%	1.41%
XMMO Invesco S&P MidCap Momentum ETF	0.49%	0.34%	0.80%	1.43%	0.41%	0.61%	0.60%	0.19%	0.21%	0.22%	0.64%	1.24%
SVARX Spectrum Low Volatility Fund	7.91%	9.35%	3.35%	0.00%	5.85%	4.46%	4.91%	2.41%	6.90%	9.07%	3.02%	2.82%
RPIFX T. Rowe Price Institutional Floating Rate Fund	7.98%	8.44%	8.66%	5.51%	3.95%	4.30%	5.12%	5.17%	4.32%	4.32%	4.46%	4.37%
BTC-USD Bitcoin	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, GOLD, UUP, And A Load Of Other Rubbish. 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, GOLD, UUP, And A Load Of Other Rubbish was 12.47%, occurring on Mar 16, 2020. Recovery took 143 trading sessions.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-12.47%	Feb 21, 2020	25	Mar 16, 2020	143	Aug 6, 2020	168
-5.73%	Dec 17, 2017	374	Dec 25, 2018	52	Feb 15, 2019	426
-5.26%	Feb 11, 2025	57	Apr 8, 2025	34	May 12, 2025	91
-4.96%	Jul 17, 2015	39	Aug 24, 2015	65	Oct 28, 2015	104
-4.2%	Jul 17, 2024	20	Aug 5, 2024	49	Sep 23, 2024	69

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 15 assets, with an effective number of assets of 12.06, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

	^GSPC	LCSIX	BTC-USD	IAU	RPIFX	EUO	YCS	UUP	QLEIX	SVARX	OSTIX	XLP	PPA	QQQ	XMMO	USMV	Portfolio
^GSPC	1.00	-0.05	0.16	-0.01	0.26	-0.10	0.21	-0.12	0.50	0.41	0.47	0.60	0.75	0.91	0.81	0.85	0.70
LCSIX	-0.05	1.00	0.02	0.10	-0.03	-0.02	-0.07	-0.04	-0.02	-0.00	-0.02	-0.01	-0.02	-0.04	-0.00	-0.02	0.04
BTC-USD	0.16	0.02	1.00	0.07	0.03	-0.06	-0.01	-0.08	0.02	0.06	0.09	0.04	0.10	0.13	0.13	0.09	0.43
IAU	-0.01	0.10	0.07	1.00	0.01	-0.37	-0.43	-0.43	-0.03	0.15	0.05	0.04	0.01	-0.00	0.02	0.05	0.06
RPIFX	0.26	-0.03	0.03	0.01	1.00	-0.05	0.04	-0.08	0.14	0.33	0.45	0.14	0.20	0.21	0.23	0.21	0.20
EUO	-0.10	-0.02	-0.06	-0.37	-0.05	1.00	0.40	0.92	-0.05	-0.15	-0.10	-0.09	-0.05	-0.06	-0.09	-0.10	0.22
YCS	0.21	-0.07	-0.01	-0.43	0.04	0.40	1.00	0.51	0.16	-0.07	0.04	0.05	0.18	0.18	0.16	0.11	0.42
UUP	-0.12	-0.04	-0.08	-0.43	-0.08	0.92	0.51	1.00	-0.05	-0.19	-0.13	-0.11	-0.07	-0.08	-0.10	-0.12	0.21
QLEIX	0.50	-0.02	0.02	-0.03	0.14	-0.05	0.16	-0.05	1.00	0.17	0.22	0.36	0.45	0.38	0.39	0.43	0.45
SVARX	0.41	-0.00	0.06	0.15	0.33	-0.15	-0.07	-0.19	0.17	1.00	0.46	0.23	0.31	0.37	0.33	0.33	0.29
OSTIX	0.47	-0.02	0.09	0.05	0.45	-0.10	0.04	-0.13	0.22	0.46	1.00	0.24	0.39	0.40	0.41	0.35	0.34
XLP	0.60	-0.01	0.04	0.04	0.14	-0.09	0.05	-0.11	0.36	0.23	0.24	1.00	0.46	0.42	0.40	0.74	0.40
PPA	0.75	-0.02	0.10	0.01	0.20	-0.05	0.18	-0.07	0.45	0.31	0.39	0.46	1.00	0.54	0.67	0.65	0.61
QQQ	0.91	-0.04	0.13	-0.00	0.21	-0.06	0.18	-0.08	0.38	0.37	0.40	0.42	0.54	1.00	0.68	0.65	0.57
XMMO	0.81	-0.00	0.13	0.02	0.23	-0.09	0.16	-0.10	0.39	0.33	0.41	0.40	0.67	0.68	1.00	0.65	0.59
USMV	0.85	-0.02	0.09	0.05	0.21	-0.10	0.11	-0.12	0.43	0.33	0.35	0.74	0.65	0.65	0.65	1.00	0.56
Portfolio	0.70	0.04	0.43	0.06	0.20	0.22	0.42	0.21	0.45	0.29	0.34	0.40	0.61	0.57	0.59	0.56	1.00

The correlation results are calculated based on daily price changes starting from Dec 17, 2013

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

BTC, GOLD, UUP, And A Load Of Other Rubbish

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

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