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Btc_berk
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BTC-USD 50%BRK-B 50%EquityEquity
PositionCategory/SectorWeight
BRK-B
Berkshire Hathaway Inc.
Financial Services

50%

BTC-USD
Bitcoin

50%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Btc_berk, 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%2,000,000.00%4,000,000.00%6,000,000.00%8,000,000.00%NovemberDecember2024FebruaryMarchApril
6,479,071.57%
366.46%
Btc_berk
Benchmark (^GSPC)
Portfolio components

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

Returns By Period

As of Apr 20, 2024, the Btc_berk returned 32.89% Year-To-Date and 48.65% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
Btc_berk32.89%-0.21%65.88%76.26%49.67%48.50%
BTC-USD
Bitcoin
51.05%0.10%112.86%129.51%62.95%62.44%
BRK-B
Berkshire Hathaway Inc.
13.58%-1.58%20.61%24.90%13.88%12.31%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20244.17%24.62%10.23%
20230.25%13.01%7.36%6.54%

Expense Ratio

The Btc_berk has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

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.


Btc_berk
Sharpe ratio
The chart of Sharpe ratio for Btc_berk, currently valued at 3.65, compared to the broader market-1.000.001.002.003.004.003.65
Sortino ratio
The chart of Sortino ratio for Btc_berk, currently valued at 4.35, compared to the broader market-2.000.002.004.006.004.35
Omega ratio
The chart of Omega ratio for Btc_berk, currently valued at 1.49, compared to the broader market0.801.001.201.401.601.801.49
Calmar ratio
The chart of Calmar ratio for Btc_berk, currently valued at 1.94, compared to the broader market0.002.004.006.008.001.94
Martin ratio
The chart of Martin ratio for Btc_berk, currently valued at 28.74, compared to the broader market0.0010.0020.0030.0040.0028.74
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BTC-USD
Bitcoin
4.093.991.462.0029.69
BRK-B
Berkshire Hathaway Inc.
1.642.321.270.505.17

Sharpe Ratio

The current Btc_berk Sharpe ratio is 3.65. A Sharpe ratio of 3.0 or higher is considered excellent.

-1.000.001.002.003.004.003.65

The Sharpe ratio of Btc_berk is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00NovemberDecember2024FebruaryMarchApril
3.65
1.66
Btc_berk
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield


Btc_berk doesn't pay dividends

Drawdowns

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%NovemberDecember2024FebruaryMarchApril
-7.53%
-5.46%
Btc_berk
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Btc_berk. 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_berk was 73.81%, occurring on Nov 19, 2011. Recovery took 449 trading sessions.

The current Btc_berk drawdown is 7.53%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-73.81%Jun 10, 2011163Nov 19, 2011449Feb 10, 2013612
-59.52%Dec 17, 2017364Dec 15, 2018691Nov 5, 20201055
-57.47%Dec 5, 2013628Aug 24, 2015484Dec 20, 20161112
-50.46%Apr 11, 20137Apr 17, 2013202Nov 5, 2013209
-50.01%Nov 9, 2021366Nov 9, 2022419Jan 2, 2024785

Volatility

Volatility Chart

The current Btc_berk volatility is 8.72%, 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%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2024FebruaryMarchApril
8.72%
3.15%
Btc_berk
Benchmark (^GSPC)
Portfolio components

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.

BRK-BBTC-USD
BRK-B1.000.05
BTC-USD0.051.00