BTC, GOLD, UUP, And A Load Of Other Rubbish
INFL is also a good idea for an inflation hedge, although it doesn't have a lot of history
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in BTC, GOLD, UUP, And A Load Of Other Rubbish, 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 3 months.
The earliest data available for this chart is Dec 16, 2013, corresponding to the inception date of SVARX
Returns By Period
As of May 3, 2025, the BTC, GOLD, UUP, And A Load Of Other Rubbish returned 1.86% Year-To-Date and 10.63% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.31% | 5.38% | -0.74% | 10.90% | 14.93% | 10.61% |
| BTC, GOLD, UUP, And A Load Of Other Rubbish | 1.91% | 1.75% | 4.82% | 12.44% | 13.69% | 10.68% |
| Portfolio components: | ||||||
IAU iShares Gold Trust | 23.15% | 4.04% | 18.11% | 40.10% | 13.39% | 10.21% |
EUO ProShares UltraShort Euro | -15.21% | -4.73% | -6.62% | -5.28% | 0.77% | 2.09% |
LCSIX LoCorr Long/Short Commodity Strategies Fund | 0.57% | -1.35% | -3.67% | -8.28% | 0.62% | 5.05% |
QLEIX AQR Long-Short Equity Fund | 10.99% | 3.25% | 17.19% | 23.34% | 22.26% | 9.71% |
UUP Invesco DB US Dollar Index Bullish Fund | -6.42% | -1.50% | -1.87% | 0.43% | 2.75% | 2.56% |
YCS ProShares UltraShort Yen | -11.03% | -1.28% | -6.60% | -1.48% | 17.88% | 6.54% |
PPA Invesco Aerospace & Defense ETF | 8.95% | 10.03% | 9.61% | 22.08% | 20.19% | 14.49% |
OSTIX Osterweis Strategic Income Fund | 0.89% | 0.69% | 2.10% | 6.31% | 7.08% | 4.59% |
USMV iShares Edge MSCI Min Vol USA ETF | 4.92% | 0.16% | 4.02% | 16.32% | 11.73% | 10.60% |
XLP Consumer Staples Select Sector SPDR Fund | 4.30% | -0.56% | 3.07% | 10.28% | 10.08% | 8.14% |
QQQ Invesco QQQ | -4.24% | 8.47% | 0.60% | 12.94% | 18.58% | 17.36% |
XMMO Invesco S&P MidCap Momentum ETF | -3.07% | 8.39% | -1.20% | 7.09% | 18.62% | 14.82% |
SVARX Spectrum Low Volatility Fund | 0.59% | -0.34% | 0.84% | 3.47% | 6.50% | 6.48% |
RPIFX T. Rowe Price Institutional Floating Rate Fund | -0.39% | 0.32% | 1.23% | 5.55% | 7.19% | 4.64% |
BTC-USD Bitcoin | 3.73% | 16.61% | 39.86% | 54.09% | 61.21% | 83.05% |
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% | -0.12% | -0.55% | 0.56% | 1.91% | |||||||
| 2024 | 2.35% | 3.00% | 3.58% | 1.08% | 1.51% | 1.03% | 0.10% | 0.13% | 1.21% | 2.44% | 2.68% | 0.49% | 21.39% |
| 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% | 3.49% | 0.12% | -2.05% | 3.25% |
| 2021 | 0.30% | 1.42% | 4.53% | 0.80% | 0.75% | -0.23% | 0.81% | 0.64% | -0.60% | 2.58% | -0.56% | 2.26% | 13.34% |
| 2020 | 2.15% | -2.49% | -4.74% | 4.28% | 1.94% | 0.85% | 2.12% | 1.40% | -1.32% | -0.40% | 3.17% | 3.18% | 10.21% |
| 2019 | 2.83% | 2.36% | 0.64% | 1.84% | -0.08% | 3.78% | 1.31% | 0.55% | 0.24% | 0.30% | 0.34% | 0.54% | 15.59% |
| 2018 | 0.32% | -1.13% | -0.99% | 1.34% | 0.54% | -0.62% | 1.45% | 0.42% | 0.90% | -1.69% | -0.32% | -2.65% | -2.50% |
| 2017 | 0.19% | 2.47% | -0.39% | 1.02% | 1.83% | 0.04% | 0.46% | 2.79% | 0.46% | 2.34% | 1.85% | 1.49% | 15.48% |
| 2016 | -0.39% | 0.31% | 0.89% | -0.13% | 1.83% | 0.65% | 1.20% | 0.08% | -0.15% | 1.03% | 2.82% | 1.62% | 10.15% |
| 2015 | 1.58% | 1.63% | 0.43% | -1.37% | 2.15% | -1.23% | 1.10% | -2.46% | -0.50% | 3.53% | 1.01% | -0.66% | 5.17% |
| 2014 | -0.10% | 1.09% | -0.19% | -0.17% | 1.46% | 0.91% | 0.02% | 1.50% | 0.89% | 1.04% | 2.54% | 0.44% | 9.80% |
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 83, BTC, GOLD, UUP, And A Load Of Other Rubbish is among the top 17% 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 | |
|---|---|---|---|---|---|
IAU iShares Gold Trust | 2.60 | 3.48 | 1.45 | 2.00 | 13.95 |
EUO ProShares UltraShort Euro | 0.06 | 0.19 | 1.02 | 0.00 | 0.14 |
LCSIX LoCorr Long/Short Commodity Strategies Fund | -1.36 | -1.71 | 0.78 | -0.62 | -2.04 |
QLEIX AQR Long-Short Equity Fund | 2.92 | 3.62 | 1.60 | 1.37 | 20.39 |
UUP Invesco DB US Dollar Index Bullish Fund | 0.53 | 0.74 | 1.10 | 0.06 | 1.30 |
YCS ProShares UltraShort Yen | 0.41 | 0.74 | 1.09 | 0.10 | 1.43 |
PPA Invesco Aerospace & Defense ETF | 0.82 | 1.26 | 1.18 | 0.32 | 3.62 |
OSTIX Osterweis Strategic Income Fund | 2.18 | 2.87 | 1.58 | 0.31 | 9.22 |
USMV iShares Edge MSCI Min Vol USA ETF | 0.42 | 0.67 | 1.10 | 0.11 | 2.06 |
XLP Consumer Staples Select Sector SPDR Fund | 0.15 | 0.31 | 1.04 | 0.03 | 0.57 |
QQQ Invesco QQQ | 0.12 | 0.37 | 1.05 | 0.02 | 0.47 |
XMMO Invesco S&P MidCap Momentum ETF | 0.00 | 0.19 | 1.02 | 0.00 | 0.01 |
SVARX Spectrum Low Volatility Fund | 0.32 | 0.44 | 1.06 | 0.03 | 0.69 |
RPIFX T. Rowe Price Institutional Floating Rate Fund | 1.71 | 3.05 | 1.64 | 0.26 | 6.62 |
BTC-USD Bitcoin | 1.64 | 2.27 | 1.24 | 1.35 | 7.13 |
Dividends
Dividend yield
BTC, GOLD, UUP, And A Load Of Other Rubbish provided a 3.14% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.14% | 3.35% | 4.43% | 2.95% | 1.62% | 1.18% | 1.54% | 2.43% | 2.28% | 2.11% | 2.16% | 2.45% |
| 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 | 2.68% | 2.69% | 1.89% | 10.75% | 7.14% | 2.93% | 0.54% | 12.36% | 0.02% | 3.20% | 7.35% | 9.86% |
QLEIX AQR Long-Short Equity Fund | 6.42% | 7.12% | 20.79% | 14.15% | 0.00% | 1.57% | 0.00% | 6.03% | 9.11% | 3.01% | 4.98% | 8.00% |
UUP Invesco DB US Dollar Index Bullish Fund | 4.78% | 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 | 0.51% | 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 | 5.98% | 5.25% | 5.71% | 4.71% | 4.03% | 3.85% | 4.74% | 4.66% | 4.58% | 5.24% | 5.98% | 5.15% |
USMV iShares Edge MSCI Min Vol USA ETF | 1.56% | 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 | 0.61% | 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 | 0.51% | 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 | 7.12% | 8.49% | 3.35% | 0.00% | 5.70% | 0.71% | 3.38% | 2.41% | 4.79% | 6.68% | 3.02% | 2.82% |
RPIFX T. Rowe Price Institutional Floating Rate Fund | 7.44% | 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.
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.
The current BTC, GOLD, UUP, And A Load Of Other Rubbish drawdown is 1.14%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -12.47% | Feb 21, 2020 | 25 | Mar 16, 2020 | 143 | Aug 6, 2020 | 168 |
| -6.63% | Dec 17, 2017 | 374 | Dec 25, 2018 | 94 | Mar 29, 2019 | 468 |
| -5.31% | Feb 11, 2025 | 57 | Apr 8, 2025 | — | — | — |
| -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 |
Volatility
Volatility Chart
The current BTC, GOLD, UUP, And A Load Of Other Rubbish volatility is 4.31%, 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
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
| ^GSPC | LCSIX | BTC-USD | IAU | RPIFX | EUO | YCS | UUP | SVARX | QLEIX | OSTIX | XLP | PPA | QQQ | XMMO | USMV | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.05 | 0.17 | -0.00 | 0.26 | -0.10 | 0.21 | -0.12 | 0.40 | 0.50 | 0.46 | 0.60 | 0.75 | 0.91 | 0.81 | 0.85 | 0.70 |
| LCSIX | -0.05 | 1.00 | 0.02 | 0.10 | -0.03 | -0.01 | -0.07 | -0.03 | 0.00 | -0.02 | -0.01 | -0.01 | -0.02 | -0.04 | -0.00 | -0.02 | 0.05 |
| BTC-USD | 0.17 | 0.02 | 1.00 | 0.07 | 0.03 | -0.06 | -0.01 | -0.08 | 0.06 | 0.03 | 0.09 | 0.04 | 0.10 | 0.13 | 0.14 | 0.09 | 0.43 |
| IAU | -0.00 | 0.10 | 0.07 | 1.00 | 0.01 | -0.37 | -0.43 | -0.43 | 0.15 | -0.03 | 0.05 | 0.04 | 0.01 | 0.00 | 0.02 | 0.05 | 0.07 |
| RPIFX | 0.26 | -0.03 | 0.03 | 0.01 | 1.00 | -0.05 | 0.04 | -0.08 | 0.33 | 0.14 | 0.45 | 0.14 | 0.20 | 0.21 | 0.23 | 0.21 | 0.20 |
| EUO | -0.10 | -0.01 | -0.06 | -0.37 | -0.05 | 1.00 | 0.39 | 0.91 | -0.15 | -0.05 | -0.10 | -0.09 | -0.06 | -0.07 | -0.09 | -0.10 | 0.22 |
| YCS | 0.21 | -0.07 | -0.01 | -0.43 | 0.04 | 0.39 | 1.00 | 0.51 | -0.07 | 0.16 | 0.03 | 0.05 | 0.18 | 0.17 | 0.16 | 0.11 | 0.42 |
| UUP | -0.12 | -0.03 | -0.08 | -0.43 | -0.08 | 0.91 | 0.51 | 1.00 | -0.19 | -0.05 | -0.13 | -0.11 | -0.07 | -0.08 | -0.11 | -0.12 | 0.21 |
| SVARX | 0.40 | 0.00 | 0.06 | 0.15 | 0.33 | -0.15 | -0.07 | -0.19 | 1.00 | 0.17 | 0.46 | 0.23 | 0.30 | 0.36 | 0.33 | 0.33 | 0.29 |
| QLEIX | 0.50 | -0.02 | 0.03 | -0.03 | 0.14 | -0.05 | 0.16 | -0.05 | 0.17 | 1.00 | 0.22 | 0.36 | 0.45 | 0.38 | 0.39 | 0.43 | 0.45 |
| OSTIX | 0.46 | -0.01 | 0.09 | 0.05 | 0.45 | -0.10 | 0.03 | -0.13 | 0.46 | 0.22 | 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 | 0.23 | 0.36 | 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 | -0.06 | 0.18 | -0.07 | 0.30 | 0.45 | 0.39 | 0.46 | 1.00 | 0.54 | 0.67 | 0.65 | 0.60 |
| QQQ | 0.91 | -0.04 | 0.13 | 0.00 | 0.21 | -0.07 | 0.17 | -0.08 | 0.36 | 0.38 | 0.40 | 0.42 | 0.54 | 1.00 | 0.68 | 0.65 | 0.57 |
| XMMO | 0.81 | -0.00 | 0.14 | 0.02 | 0.23 | -0.09 | 0.16 | -0.11 | 0.33 | 0.39 | 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 | 0.33 | 0.43 | 0.35 | 0.74 | 0.65 | 0.65 | 0.65 | 1.00 | 0.56 |
| Portfolio | 0.70 | 0.05 | 0.43 | 0.07 | 0.20 | 0.22 | 0.42 | 0.21 | 0.29 | 0.45 | 0.34 | 0.40 | 0.60 | 0.57 | 0.59 | 0.56 | 1.00 |