BTC 10, GOLD and UUP
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BTC-USD Bitcoin | 10% | |
IAU iShares Gold Trust | Precious Metals, Gold | 30% |
UUP Invesco DB US Dollar Index Bullish Fund | Currency | 40% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in BTC 10, GOLD and UUP, 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 Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Apr 20, 2025, the BTC 10, GOLD and UUP returned 1.66% Year-To-Date and 18.34% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.71% | -9.92% | 6.35% | 13.40% | 9.65% |
| BTC 10, GOLD and UUP | 1.66% | -0.09% | 6.85% | 16.25% | 18.16% | 18.34% |
| Portfolio components: | ||||||
BTC-USD Bitcoin | -9.61% | 0.34% | 23.53% | 32.28% | 65.16% | 80.21% |
UUP Invesco DB US Dollar Index Bullish Fund | -7.21% | -3.91% | -1.72% | -1.27% | 2.47% | 2.05% |
IAU iShares Gold Trust | 26.50% | 9.04% | 21.92% | 38.75% | 14.06% | 10.56% |
VOO Vanguard S&P 500 ETF | -9.88% | -6.64% | -9.35% | 7.75% | 15.08% | 11.58% |
Monthly Returns
The table below presents the monthly returns of BTC 10, GOLD and UUP, 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 | 3.66% | -1.69% | 0.55% | -0.78% | 1.66% | ||||||||
| 2024 | 1.07% | 5.92% | 5.58% | -0.56% | 2.01% | 0.67% | 1.66% | -0.44% | 2.70% | 3.61% | 4.98% | -0.12% | 30.33% |
| 2023 | 6.53% | -0.87% | 5.23% | 0.69% | 0.20% | 1.51% | 0.70% | -0.85% | -0.91% | 5.06% | 2.61% | 2.27% | 24.13% |
| 2022 | -2.85% | 2.34% | 2.29% | -2.11% | -2.79% | -3.61% | 3.34% | -2.16% | -1.55% | 1.47% | 0.08% | -1.39% | -7.01% |
| 2021 | 0.55% | 3.01% | 6.25% | 1.10% | -1.48% | -1.42% | 2.99% | 2.25% | -2.18% | 5.94% | -0.67% | -0.65% | 16.39% |
| 2020 | 4.82% | -2.37% | -4.67% | 8.02% | 2.65% | 0.36% | 5.29% | 1.09% | -2.37% | 2.12% | 5.01% | 9.77% | 32.80% |
| 2019 | 1.63% | 1.95% | 1.16% | 3.84% | 7.02% | 9.26% | 0.90% | 1.81% | -1.27% | 1.56% | -1.77% | 0.62% | 29.57% |
| 2018 | -2.22% | -0.55% | -3.12% | 3.98% | -1.31% | -2.07% | 2.28% | -0.77% | -0.59% | -0.32% | -2.88% | -1.02% | -8.46% |
| 2017 | 0.92% | 4.50% | -1.36% | 2.80% | 8.37% | 1.05% | 1.57% | 8.33% | -1.86% | 5.97% | 8.57% | 7.23% | 56.02% |
| 2016 | -0.48% | 4.56% | -0.99% | 1.64% | 1.60% | 5.72% | 0.32% | -1.47% | 0.53% | 1.47% | 0.39% | 3.78% | 18.16% |
| 2015 | 0.63% | 0.51% | -0.17% | -1.69% | 1.06% | -0.18% | -0.08% | -2.91% | -0.71% | 5.91% | 1.93% | 0.91% | 5.07% |
| 2014 | 1.87% | -1.61% | -1.95% | -0.25% | 3.77% | 1.96% | -1.34% | -0.40% | -1.92% | -1.32% | 2.16% | -0.29% | 0.49% |
Expense Ratio
BTC 10, GOLD and UUP has an expense ratio of 0.38%, 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 94, BTC 10, GOLD and UUP is among the top 6% 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 | |
|---|---|---|---|---|---|
BTC-USD Bitcoin | 1.20 | 1.85 | 1.19 | 0.90 | 5.47 |
UUP Invesco DB US Dollar Index Bullish Fund | -0.02 | 0.02 | 1.00 | -0.16 | -0.07 |
IAU iShares Gold Trust | 3.54 | 4.65 | 1.62 | 2.86 | 18.66 |
VOO Vanguard S&P 500 ETF | -0.02 | 0.12 | 1.02 | 0.32 | -0.07 |
Dividends
Dividend yield
BTC 10, GOLD and UUP provided a 2.22% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.22% | 2.04% | 2.87% | 0.69% | 0.25% | 0.31% | 1.19% | 0.85% | 0.39% | 0.40% | 0.42% | 0.37% |
| Portfolio components: | ||||||||||||
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% |
UUP Invesco DB US Dollar Index Bullish Fund | 4.82% | 4.48% | 6.45% | 0.89% | 0.00% | 0.00% | 2.03% | 1.08% | 0.10% | 0.00% | 0.00% | 0.00% |
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% |
VOO Vanguard S&P 500 ETF | 1.44% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
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 10, GOLD and UUP. 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 10, GOLD and UUP was 41.21%, occurring on Oct 20, 2011. Recovery took 517 trading sessions.
The current BTC 10, GOLD and UUP drawdown is 2.78%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.21% | Jun 10, 2011 | 133 | Oct 20, 2011 | 517 | Mar 20, 2013 | 650 |
| -26.66% | Dec 5, 2013 | 14 | Dec 18, 2013 | 933 | Jul 8, 2016 | 947 |
| -19.61% | Apr 11, 2013 | 86 | Jul 5, 2013 | 126 | Nov 8, 2013 | 212 |
| -19.45% | Nov 8, 2010 | 29 | Dec 6, 2010 | 58 | Feb 2, 2011 | 87 |
| -18.75% | Dec 17, 2017 | 374 | Dec 25, 2018 | 177 | Jun 20, 2019 | 551 |
Volatility
Volatility Chart
The current BTC 10, GOLD and UUP volatility is 4.90%, 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
Asset Correlations Table
| BTC-USD | VOO | IAU | UUP | |
|---|---|---|---|---|
| BTC-USD | 1.00 | 0.10 | 0.05 | -0.06 |
| VOO | 0.10 | 1.00 | 0.04 | -0.17 |
| IAU | 0.05 | 0.04 | 1.00 | -0.41 |
| UUP | -0.06 | -0.17 | -0.41 | 1.00 |