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BTC, GOLD, UUP, And A Load Of Other Rubbish
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500

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.


YTD1M6M1Y5Y*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 Rubbish3.90%2.75%4.43%12.46%13.58%10.71%
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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.50%-0.46%-0.08%-0.51%2.43%3.90%
20242.35%3.00%3.58%1.08%1.51%1.03%0.11%0.13%1.21%2.44%2.68%0.41%21.29%
20233.07%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%
20210.30%1.42%4.53%0.80%0.75%-0.23%0.81%0.64%-0.60%2.58%-0.57%2.26%13.32%
20202.15%-2.49%-4.74%4.28%1.94%0.85%2.12%1.40%-1.32%-0.40%2.78%3.34%9.96%
20192.83%2.36%0.64%1.84%-0.08%3.78%1.31%0.55%0.24%0.30%0.19%0.54%15.41%
20180.32%-1.13%-0.99%1.34%0.54%-0.62%1.45%0.42%0.90%-1.69%-0.32%-2.15%-2.00%
20170.19%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%
20151.58%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.


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.


The Risk-Adjusted Performance Rank of BTC, GOLD, UUP, And A Load Of Other Rubbish is 8787
Overall Rank
The Sharpe Ratio Rank of BTC, GOLD, UUP, And A Load Of Other Rubbish is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC, GOLD, UUP, And A Load Of Other Rubbish is 9696
Sortino Ratio Rank
The Omega Ratio Rank of BTC, GOLD, UUP, And A Load Of Other Rubbish is 9797
Omega Ratio Rank
The Calmar Ratio Rank of BTC, GOLD, UUP, And A Load Of Other Rubbish is 5353
Calmar Ratio Rank
The Martin Ratio Rank of BTC, GOLD, UUP, And A Load Of Other Rubbish is 9595
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
IAU
iShares Gold Trust
2.213.181.412.0613.03
EUO
ProShares UltraShort Euro
-0.210.031.00-0.21-0.15
LCSIX
LoCorr Long/Short Commodity Strategies Fund
-1.44-1.610.79-0.71-1.77
QLEIX
AQR Long-Short Equity Fund
2.474.201.721.7124.10
UUP
Invesco DB US Dollar Index Bullish Fund
0.110.581.070.040.83
YCS
ProShares UltraShort Yen
-0.290.841.100.141.48
PPA
Invesco Aerospace & Defense ETF
1.311.801.260.585.51
OSTIX
Osterweis Strategic Income Fund
2.972.511.460.278.46
USMV
iShares Edge MSCI Min Vol USA ETF
1.100.551.080.081.60
XLP
Consumer Staples Select Sector SPDR Fund
0.730.131.020.000.07
QQQ
Invesco QQQ
0.531.011.140.172.11
XMMO
Invesco S&P MidCap Momentum ETF
0.350.631.090.060.83
SVARX
Spectrum Low Volatility Fund
1.30-0.490.931.34-0.63
RPIFX
T. Rowe Price Institutional Floating Rate Fund
2.594.131.900.5112.17
BTC-USD
Bitcoin
1.203.111.332.4211.47

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.


TTM20242023202220212020201920182017201620152014
Portfolio3.23%3.43%4.43%2.95%1.64%1.55%1.69%2.43%2.49%2.35%2.16%2.46%
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, 202025Mar 16, 2020143Aug 6, 2020168
-5.73%Dec 17, 2017374Dec 25, 201852Feb 15, 2019426
-5.26%Feb 11, 202557Apr 8, 202534May 12, 202591
-4.96%Jul 17, 201539Aug 24, 201565Oct 28, 2015104
-4.2%Jul 17, 202420Aug 5, 202449Sep 23, 202469
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.

^GSPCLCSIXBTC-USDIAURPIFXEUOYCSUUPQLEIXSVARXOSTIXXLPPPAQQQXMMOUSMVPortfolio
^GSPC1.00-0.050.16-0.010.26-0.100.21-0.120.500.410.470.600.750.910.810.850.70
LCSIX-0.051.000.020.10-0.03-0.02-0.07-0.04-0.02-0.00-0.02-0.01-0.02-0.04-0.00-0.020.04
BTC-USD0.160.021.000.070.03-0.06-0.01-0.080.020.060.090.040.100.130.130.090.43
IAU-0.010.100.071.000.01-0.37-0.43-0.43-0.030.150.050.040.01-0.000.020.050.06
RPIFX0.26-0.030.030.011.00-0.050.04-0.080.140.330.450.140.200.210.230.210.20
EUO-0.10-0.02-0.06-0.37-0.051.000.400.92-0.05-0.15-0.10-0.09-0.05-0.06-0.09-0.100.22
YCS0.21-0.07-0.01-0.430.040.401.000.510.16-0.070.040.050.180.180.160.110.42
UUP-0.12-0.04-0.08-0.43-0.080.920.511.00-0.05-0.19-0.13-0.11-0.07-0.08-0.10-0.120.21
QLEIX0.50-0.020.02-0.030.14-0.050.16-0.051.000.170.220.360.450.380.390.430.45
SVARX0.41-0.000.060.150.33-0.15-0.07-0.190.171.000.460.230.310.370.330.330.29
OSTIX0.47-0.020.090.050.45-0.100.04-0.130.220.461.000.240.390.400.410.350.34
XLP0.60-0.010.040.040.14-0.090.05-0.110.360.230.241.000.460.420.400.740.40
PPA0.75-0.020.100.010.20-0.050.18-0.070.450.310.390.461.000.540.670.650.61
QQQ0.91-0.040.13-0.000.21-0.060.18-0.080.380.370.400.420.541.000.680.650.57
XMMO0.81-0.000.130.020.23-0.090.16-0.100.390.330.410.400.670.681.000.650.59
USMV0.85-0.020.090.050.21-0.100.11-0.120.430.330.350.740.650.650.651.000.56
Portfolio0.700.040.430.060.200.220.420.210.450.290.340.400.610.570.590.561.00
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