Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
GBTC Grayscale Bitcoin Trust (BTC) | Financial Services | 25% |
IWF iShares Russell 1000 Growth ETF | Large Cap Growth Equities | 25% |
MOAT VanEck Vectors Morningstar Wide Moat ETF | Large Cap Blend Equities | 25% |
VFINX Vanguard 500 Index Fund Investor Shares | Large Cap Blend Equities | 25% |
Performance
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.
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The earliest data available for this chart is May 4, 2015, corresponding to the inception date of GBTC
Returns By Period
As of Apr 2, 2026, the MOATS AND BITCOIN returned -10.87% Year-To-Date and 36.12% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio MOATS AND BITCOIN | -0.40% | -4.68% | -10.87% | -15.75% | 5.30% | 27.19% | 12.47% | 36.12% |
| Portfolio components: | ||||||||
IWF iShares Russell 1000 Growth ETF | -0.02% | -4.07% | -9.06% | -8.66% | 17.67% | 21.30% | 12.41% | 16.66% |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 0.11% | -8.33% | -6.76% | -2.71% | 10.87% | 10.84% | 7.95% | 13.46% |
VFINX Vanguard 500 Index Fund Investor Shares | 0.72% | -3.45% | -3.68% | -1.56% | 17.24% | 18.43% | 11.80% | 14.00% |
GBTC Grayscale Bitcoin Trust (BTC) | -1.70% | -1.94% | -23.71% | -45.06% | -24.09% | 48.11% | 0.50% | 57.65% |
Monthly Returns
Based on dividend-adjusted daily data since May 5, 2015, MOATS AND BITCOIN's average daily return is +0.14%, while the average monthly return is +2.97%. At this rate, your investment would double in approximately 2.0 years.
Historically, 58% of months were positive and 42% 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% | 0.07% | -10.87% | ||||||||
| 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 24.84%, beta of 1.04, and R² of 0.34 versus S&P 500 Index. Calculated based on daily prices since May 05, 2015.
- This portfolio captured 195.20% of S&P 500 Index gains but only 93.37% 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
- 24.84%
- Beta
- 1.04
- R²
- 0.34
- Upside Capture
- 195.20%
- Downside Capture
- 93.37%
Expense Ratio
MOATS AND BITCOIN has an expense ratio of 0.20%, which is considered low. 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 7 for risk / return — in the bottom 7% 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
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.25 | 0.88 | -0.63 |
Sortino ratioReturn per unit of downside risk | 0.51 | 1.37 | -0.86 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.21 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.34 | 1.39 | -1.05 |
Martin ratioReturn relative to average drawdown | 0.97 | 6.43 | -5.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
IWF iShares Russell 1000 Growth ETF | 39 | 0.79 | 1.30 | 1.18 | 1.14 | 3.83 |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 28 | 0.55 | 0.93 | 1.12 | 0.88 | 3.23 |
VFINX Vanguard 500 Index Fund Investor Shares | 49 | 0.99 | 1.51 | 1.23 | 1.53 | 7.24 |
GBTC Grayscale Bitcoin Trust (BTC) | 20 | -0.54 | -0.53 | 0.94 | -0.45 | -0.95 |
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Dividends
Dividend yield
MOATS AND BITCOIN provided a 0.73% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.73% | 0.68% | 0.74% | 0.72% | 0.93% | 0.68% | 0.89% | 1.02% | 1.25% | 2.37% | 1.13% | 1.37% |
| Portfolio components: | ||||||||||||
IWF iShares Russell 1000 Growth ETF | 0.39% | 0.36% | 0.46% | 0.67% | 0.91% | 0.49% | 0.66% | 0.99% | 1.27% | 1.10% | 1.43% | 1.37% |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 1.45% | 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 | 1.07% | 1.02% | 1.14% | 1.36% | 1.57% | 1.15% | 1.45% | 1.77% | 1.94% | 1.69% | 1.92% | 1.99% |
GBTC Grayscale Bitcoin Trust (BTC) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 5.61% | 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 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 16.57%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -51.27% | Dec 19, 2017 | 255 | Dec 24, 2018 | 284 | Feb 11, 2020 | 539 |
| -46.62% | Nov 10, 2021 | 285 | Dec 28, 2022 | 235 | Dec 5, 2023 | 520 |
| -38.87% | Feb 13, 2020 | 22 | Mar 16, 2020 | 99 | Aug 5, 2020 | 121 |
| -24.7% | May 6, 2015 | 78 | Aug 25, 2015 | 50 | Nov 4, 2015 | 128 |
| -22.85% | Dec 18, 2024 | 75 | Apr 8, 2025 | 56 | Jun 30, 2025 | 131 |
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 4 assets, with an effective number of assets of 4.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | GBTC | MOAT | IWF | VFINX | Portfolio | |
|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.25 | 0.87 | 0.94 | 1.00 | 0.61 |
| GBTC | 0.25 | 1.00 | 0.24 | 0.25 | 0.25 | 0.88 |
| MOAT | 0.87 | 0.24 | 1.00 | 0.77 | 0.87 | 0.58 |
| IWF | 0.94 | 0.25 | 0.77 | 1.00 | 0.94 | 0.60 |
| VFINX | 1.00 | 0.25 | 0.87 | 0.94 | 1.00 | 0.61 |
| Portfolio | 0.61 | 0.88 | 0.58 | 0.60 | 0.61 | 1.00 |