Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
GBTC Grayscale Bitcoin Trust ETF | Cryptocurrency | 25% |
IWF iShares Russell 1000 Growth ETF | Large Cap Growth Equities | 25% |
MOAT VanEck Morningstar Wide Moat ETF | Large Cap Blend Equities | 25% |
VFINX Vanguard 500 Index Fund Investor Shares | Large Cap Blend Equities | 25% |
Find the right asset allocation for MOATS AND BITCOIN
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio OptimizerPerformance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in MOATS AND BITCOIN, 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.
Loading charts...
Returns By Period
As of Jun 12, 2026, the MOATS AND BITCOIN returned -5.33% Year-To-Date and 33.59% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 1.75% | -0.09% | 8.02% | 7.15% | 22.78% | 19.45% | 11.73% | 13.53% |
Portfolio MOATS AND BITCOIN | 1.29% | -5.84% | -5.33% | -7.03% | -0.14% | 29.40% | 14.99% | 33.59% |
| Portfolio components: | ||||||||
GBTC Grayscale Bitcoin Trust ETF | 2.71% | -21.45% | -27.85% | -31.30% | -42.50% | 55.49% | 9.89% | 46.15% |
IWF iShares Russell 1000 Growth ETF | 1.57% | -1.44% | 2.83% | 1.71% | 19.30% | 22.57% | 13.90% | 18.15% |
MOAT VanEck Morningstar Wide Moat ETF | 1.16% | 2.54% | -1.06% | -2.38% | 12.21% | 10.67% | 7.69% | 13.35% |
VFINX Vanguard 500 Index Fund Investor Shares | -1.62% | -1.70% | 6.66% | 5.86% | 21.97% | 20.58% | 12.79% | 15.00% |
Monthly Returns
Based on dividend-adjusted daily data since May 4, 2015, MOATS AND BITCOIN's average daily return is +0.14%, while the average monthly return is +2.99%. At this rate, an investment would double in approximately 2.0 years.
Historically, 57% of months were positive and 43% were negative. The best month was May 2017 with a return of +73.3%, while the worst month was Mar 2020 at -16.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.
On a daily basis, MOATS AND BITCOIN closed higher 53% of trading days. The best single day was May 24, 2017 with a return of +19.1%, while the worst single day was Mar 12, 2020 at -14.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.84% | -5.77% | -4.69% | 9.70% | 2.94% | -5.87% | -5.33% | ||||||
| 2025 | 4.09% | -6.63% | -5.18% | 3.11% | 7.71% | 4.67% | 4.35% | -0.71% | 3.76% | 1.12% | -4.16% | -0.42% | 11.14% |
| 2024 | 3.00% | 16.10% | 6.33% | -7.61% | 6.50% | -0.28% | 0.68% | -0.18% | 3.40% | 1.43% | 14.32% | -2.56% | 46.49% |
| 2023 | 18.55% | -3.08% | 16.26% | 0.99% | -2.52% | 13.58% | 2.70% | -2.11% | -3.38% | 7.87% | 10.98% | 8.55% | 88.51% |
| 2022 | -9.79% | 0.33% | 3.22% | -10.51% | -5.73% | -15.23% | 13.31% | -7.30% | -9.44% | 6.42% | -1.47% | -6.45% | -37.67% |
| 2021 | 1.42% | 8.57% | 7.81% | 2.56% | -7.76% | 2.04% | 5.95% | 4.30% | -6.43% | 17.05% | -3.04% | -5.60% | 26.94% |
Benchmark Metrics
MOATS AND BITCOIN has an annualized alpha of 23.93%, beta of 1.04, and R2 of 0.34 versus S&P 500 Index. Calculated based on daily prices since May 04, 2015.
- This portfolio captured 190.09% of S&P 500 Index gains but only 94.25% of its losses - a favorable profile for investors.
- R2 of 0.34 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 23.93%
- Beta
- 1.04
- R²
- 0.34
- Upside Capture
- 190.09%
- Downside Capture
- 94.25%
Expense Ratio
MOATS AND BITCOIN has an expense ratio of 0.57%, 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.
Return for Risk
Risk / Return Rank
MOATS AND BITCOIN ranks 5 for risk / return — in the bottom 5% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for MOATS AND BITCOIN and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | 1.85 | -1.86 |
| Sortino ratioReturn per unit of downside risk | 0.11 | 2.52 | -2.41 |
| Omega ratioGain probability vs. loss probability | 1.01 | 1.34 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.01 | 2.52 | -2.52 |
| Martin ratioReturn relative to average drawdown | -0.02 | 11.31 | -11.33 |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
GBTC Grayscale Bitcoin Trust ETF | 2 | -0.97 | -1.40 | 0.84 | -0.81 | -1.43 |
IWF iShares Russell 1000 Growth ETF | 36 | 1.21 | 1.70 | 1.22 | 1.19 | 3.93 |
MOAT VanEck Morningstar Wide Moat ETF | 28 | 0.88 | 1.35 | 1.15 | 0.99 | 3.02 |
VFINX Vanguard 500 Index Fund Investor Shares | 53 | 1.77 | 2.42 | 1.32 | 2.44 | 11.11 |
Loading charts...
Dividends
Dividend yield
MOATS AND BITCOIN provided a 0.67% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.67% | 0.68% | 0.74% | 0.72% | 0.93% | 0.68% | 0.89% | 1.02% | 1.25% | 2.37% | 1.13% | 1.37% |
| Portfolio components: | ||||||||||||
GBTC Grayscale Bitcoin Trust ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 5.61% | 0.00% | 0.00% |
IWF iShares Russell 1000 Growth ETF | 0.35% | 0.36% | 0.46% | 0.67% | 0.91% | 0.49% | 0.66% | 0.99% | 1.27% | 1.10% | 1.43% | 1.37% |
MOAT VanEck Morningstar Wide Moat ETF | 1.37% | 1.36% | 1.37% | 0.86% | 1.25% | 1.08% | 1.46% | 1.31% | 1.79% | 1.07% | 1.17% | 2.13% |
VFINX Vanguard 500 Index Fund Investor Shares | 0.97% | 1.02% | 1.14% | 1.36% | 1.57% | 1.15% | 1.45% | 1.77% | 1.94% | 1.69% | 1.92% | 1.99% |
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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the MOATS AND BITCOIN. 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 MOATS AND BITCOIN was 51.27%, occurring on Dec 24, 2018. Recovery took 284 trading sessions.
The current MOATS AND BITCOIN drawdown is 11.57%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Rate-hike selloffLate 2018 | -51.27%Dec 2018 | 1y 5d | 1y 1mo | 2y 1moDec 2017 - Feb 2020 |
Bear market2022 | -46.62%Dec 2022 | 1y 1mo | 11mo 12d | 2y 25dNov 2021 - Dec 2023 |
COVID crash2020 | -38.87%Mar 2020 | 1mo 2d | 4mo 22d | 5mo 24dFeb 2020 - Aug 2020 |
2015 bear market2015 | -25.56%Aug 2015 | 3mo 21d | 2mo 11d | 6mo 2dMay 2015 - Nov 2015 |
2025 selloff2025 | -22.85%Apr 2025 | 3mo 21d | 2mo 23d | 6mo 14dDec 2024 - Jun 2025 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 4.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.20 | 1.25 | 1.20 | 1.26 | 1.26 |
The portfolio has a diversification ratio of 1.26, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
MOATS AND BITCOIN correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since May 4, 2015 | 0.61 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VFINX has the highest benchmark correlation at 1.00, while GBTC has the lowest at 0.25.
Asset Correlations Table
Find what MOATS AND BITCOIN is missing
See which holdings overlap, where MOATS AND BITCOIN is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification