Data Source: from January 2009 to October 2022 (~14 years)
Consolidated Returns as of 31 October 2022
Live Update: Nov 29 2022, 04:57PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.28%
1 Day
Nov 29 2022, 04:57PM Eastern Time
2.09%
Current Month
November 2022

The Stocks/Bonds 40/60 with Bitcoin Portfolio is a Medium Risk portfolio and can be implemented with 3 ETFs.

It's exposed for 39% on the Stock Market and for 2% on Commodities.

In the last 10 Years, the Stocks/Bonds 40/60 with Bitcoin Portfolio obtained a 16.86% compound annual return, with a 38.29% standard deviation.

Asset Allocation and ETFs

The Stocks/Bonds 40/60 with Bitcoin Portfolio has the following asset allocation:

39% Stocks
59% Fixed Income
2% Commodities

The Stocks/Bonds 40/60 with Bitcoin Portfolio can be implemented with the following ETFs:

Weight Ticker ETF Name Investment Themes
39.00 %
VTI Vanguard Total Stock Market Equity, U.S., Large Cap
59.00 %
BND Vanguard Total Bond Market Bond, U.S., All-Term
2.00 %
^BTC Bitcoin Commodities
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

Portfolio and ETF Returns as of Oct 31, 2022

The Stocks/Bonds 40/60 with Bitcoin Portfolio guaranteed the following returns.

Portfolio returns are calculated in USD, assuming: November 2022 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
STOCKS/BONDS 40/60 WITH BITCOIN PORTFOLIO RETURNS
Consolidated returns as of 31 October 2022
Live Update: Nov 29 2022, 04:57PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%)
Return (%) as of Oct 31, 2022
  1 Day Time ET(*) Nov 2022 1M 6M 1Y 5Y 10Y MAX
(~14Y)
Stocks/Bonds 40/60 with Bitcoin Portfolio -0.28 2.09 2.28 -6.87 -17.55 7.17 16.86 17.58
US Inflation Adjusted return 1.87 -9.65 -23.48 3.19 13.94 14.65
Components
VTI
Vanguard Total Stock Market
-0.16 04:00PM
Nov 29 2022
2.03 8.11 -5.43 -16.87 9.80 12.41 10.34
BND
Vanguard Total Bond Market
-0.37 04:00PM
Nov 29 2022
2.87 -1.16 -6.55 -15.59 -0.50 0.65 6.25
^BTC
Bitcoin
0.16 04:57PM
Nov 29 2022
-19.60 5.50 -45.92 -66.02 27.74 115.15 151.59
Returns over 1 year are annualized | Available data source: since Jan 2009
(*) Eastern Time (ET - America/New York)

US Inflation is updated to Oct 2022. Current inflation (annualized) is 1Y: 7.75% , 5Y: 3.85% , 10Y: 2.57%

Portfolio Metrics as of Oct 31, 2022

Metrics of Stocks/Bonds 40/60 with Bitcoin Portfolio, updated as of 31 October 2022.

Portfolio metrics are calculated based on monthly returns, assuming:
STOCKS/BONDS 40/60 WITH BITCOIN PORTFOLIO
Portfolio Metrics
Data Source: 1 January 2009 - 31 October 2022 (~14 years)
Swipe left to see all data
Metrics as of Oct 31, 2022
1M 3M 6M 1Y 3Y 5Y 10Y MAX
(~14Y)
Portfolio
Return (%)
2.28 -7.07 -6.87 -17.55 3.17 7.17 16.86 17.58
US Inflation (%) 0.41 0.59 3.08 7.75 5.01 3.85 2.57 2.55
Infl. Adjusted
Return (%)
1.87 -7.62 -9.65 -23.48 -1.76 3.19 13.94 14.65
Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 11.43 11.36 10.51 38.29 35.67
Sharpe Ratio -1.60 0.24 0.59 0.43 0.38
Sortino Ratio -2.33 0.33 0.82 1.47 1.06
MAXIMUM DRAWDOWN
Drawdown Depth (%) -19.39 -19.39 -19.39 -22.55 -41.83
Start (yyyy mm) 2021 11 2021 11 2021 11 2013 12 2011 07
Bottom (yyyy mm) 2022 09 2022 09 2022 09 2014 01 2011 11
Start to Bottom (# months) 11 11 11 2 5
Start to Recovery (# months) in progress
> 12
> 12
> 12
44
28
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 205.12 68.47 39.20 23.76
Worst Return (%) -31.98 -3.51 4.28 14.61
% Positive Periods 89% 99% 100% 100%
MONTHS
Positive 1 1 3 4 21 38 78 108
Negative 0 2 3 8 15 22 42 58
% Positive 100% 33% 50% 33% 58% 63% 65% 65%
WITHDRAWAL RATES (WR)
Safe WR (%) 37.95 25.40 26.04 23.30
Perpetual WR (%) 0.00 3.09 12.23 12.78
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
  • Standard Deviation: it's a measure of the dispersion of returns around the mean
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
  • Rolling Returns: returns over a time frame (best, worst, % of positive returns).
  • Pos./Neg. Months: number of months with positive/negative return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
  • Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).

Portfolio Components Correlation

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1.

If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.

Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 31 October 2022
Swipe left to see all data
 
 
 
Asset VTI BND ^BTC
VTI
1.00
0.69
0.61
BND
0.69
1.00
0.31
^BTC
0.61
0.31
1.00
 
 
 
Asset VTI BND ^BTC
VTI
1.00
0.39
0.37
BND
0.39
1.00
0.24
^BTC
0.37
0.24
1.00
 
 
 
Asset VTI BND ^BTC
VTI
1.00
0.28
0.18
BND
0.28
1.00
0.07
^BTC
0.18
0.07
1.00
 
 
 
Asset VTI BND ^BTC
VTI
1.00
0.20
0.15
BND
0.20
1.00
0.09
^BTC
0.15
0.09
1.00

Portfolio Dividends

In 2021, the Stocks/Bonds 40/60 with Bitcoin Portfolio granted a 1.80% dividend yield. If you are interested in getting periodic income, please refer to the Stocks/Bonds 40/60 with Bitcoin Portfolio: Dividend Yield page.

Capital Growth as of Oct 31, 2022

An investment of 1000$, since November 2012, now would be worth 4749.71$, with a total return of 374.97% (16.86% annualized).

The Inflation Adjusted Capital now would be 3686.73$, with a net total return of 268.67% (13.94% annualized).
An investment of 1000$, since January 2009, now would be worth 9391.57$, with a total return of 839.16% (17.58% annualized).

The Inflation Adjusted Capital now would be 6625.14$, with a net total return of 562.51% (14.65% annualized).

Drawdowns

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-22.55% Dec 2013 Jan 2014 2 Jul 2017 42 44
-19.39% Nov 2021 Sep 2022 11 in progress 1 12
-8.64% Feb 2020 Mar 2020 2 May 2020 2 4
-6.33% May 2013 Jun 2013 2 Sep 2013 3 5
-5.78% Sep 2018 Dec 2018 4 Mar 2019 3 7
-2.95% Feb 2018 Mar 2018 2 Aug 2018 5 7
-2.68% Sep 2021 Sep 2021 1 Oct 2021 1 2
-1.94% Sep 2020 Oct 2020 2 Nov 2020 1 3
-1.06% May 2021 May 2021 1 Jun 2021 1 2
-0.37% Jan 2021 Jan 2021 1 Feb 2021 1 2
-0.26% Sep 2019 Sep 2019 1 Oct 2019 1 2
-0.19% Sep 2017 Sep 2017 1 Oct 2017 1 2
-0.11% May 2019 May 2019 1 Jun 2019 1 2
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-41.83% Jul 2011 Nov 2011 5 Oct 2013 23 28
-22.55% Dec 2013 Jan 2014 2 Jul 2017 42 44
-19.39% Nov 2021 Sep 2022 11 in progress 1 12
-8.64% Feb 2020 Mar 2020 2 May 2020 2 4
-8.48% Jan 2009 Feb 2009 2 May 2009 3 5
-5.78% Sep 2018 Dec 2018 4 Mar 2019 3 7
-3.85% May 2010 Jun 2010 2 Sep 2010 3 5
-2.95% Feb 2018 Mar 2018 2 Aug 2018 5 7
-2.68% Sep 2021 Sep 2021 1 Oct 2021 1 2
-1.94% Sep 2020 Oct 2020 2 Nov 2020 1 3
-1.06% May 2021 May 2021 1 Jun 2021 1 2
-0.98% Oct 2009 Oct 2009 1 Nov 2009 1 2
-0.63% Jan 2010 Jan 2010 1 Feb 2010 1 2
-0.39% Mar 2011 Mar 2011 1 Apr 2011 1 2
-0.37% Jan 2021 Jan 2021 1 Feb 2021 1 2
-0.26% Sep 2019 Sep 2019 1 Oct 2019 1 2
-0.19% Nov 2010 Nov 2010 1 Dec 2010 1 2
-0.19% Sep 2017 Sep 2017 1 Oct 2017 1 2
-0.11% May 2019 May 2019 1 Jun 2019 1 2

Rolling Returns ( more details)

Stocks/Bonds 40/60 with Bitcoin Portfolio: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
23.10 205.12
Dec 2012 - Nov 2013
-31.98
Jul 2011 - Jun 2012
10.97%
2 Years
22.12 93.87
Dec 2011 - Nov 2013
-8.54
Jul 2011 - Jun 2013
2.80%
3 Years
21.21 68.47
Dec 2010 - Nov 2013
-3.51
Dec 2013 - Nov 2016
0.76%
5 Years
21.80 39.20
Mar 2009 - Feb 2014
4.28
Dec 2013 - Nov 2018
0.00%
7 Years
20.33 28.20
Jan 2011 - Dec 2017
7.21
Dec 2013 - Nov 2020
0.00%
10 Years
20.99 23.76
Mar 2009 - Feb 2019
14.61
Jul 2011 - Jun 2021
0.00%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Stocks/Bonds 40/60 with Bitcoin Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Stocks/Bonds 40/60 with Bitcoin Portfolio?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.43
60%
-0.58
40%
-0.87
40%
1.06
80%
0.52
60%
0.52
80%
2.46
100%
0.50
80%
-2.20
0%
0.77
60%
3.26
80%
1.62
80%
 Capital Growth on monthly avg returns
100
100.43
99.84
98.97
100.02
100.54
101.06
103.55
104.07
101.79
102.57
105.91
107.63
Best 3.8
2019
1.6
2019
1.8
2019
6.8
2020
2.5
2020
4.7
2019
5.1
2022
2.2
2020
-0.3
2019
4.0
2021
8.9
2017
4.8
2017
Worst -3.9
2022
-2.3
2020
-6.5
2020
-6.2
2022
-1.1
2021
-4.7
2022
0.2
2019
-3.3
2022
-6.1
2022
-3.7
2018
-0.8
2021
-2.7
2018
Monthly Seasonality over the period Nov 2017 - Oct 2022
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.37
50%
0.59
70%
0.81
40%
1.47
80%
0.71
70%
0.03
70%
1.93
90%
0.83
70%
-1.09
20%
2.38
70%
13.55
90%
-1.28
60%
 Capital Growth on monthly avg returns
100
100.37
100.96
101.77
103.27
104.00
104.03
106.03
106.92
105.75
108.27
122.94
121.37
Best 3.8
2019
2.7
2013
10.0
2013
7.0
2013
2.5
2017
4.7
2019
5.1
2022
4.3
2017
2.1
2013
11.6
2013
115.9
2013
4.8
2017
Worst -3.9
2022
-2.3
2020
-6.5
2020
-6.2
2022
-1.3
2013
-5.1
2013
-1.0
2014
-3.3
2022
-6.1
2022
-3.7
2018
-0.8
2021
-22.5
2013
Monthly Seasonality over the period Nov 2012 - Oct 2022
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.26
50%
0.60
71%
1.04
50%
2.85
86%
2.36
64%
2.25
71%
1.40
86%
-0.55
64%
-1.28
36%
1.49
57%
10.52
77%
0.20
69%
 Capital Growth on monthly avg returns
100
100.26
100.86
101.91
104.82
107.29
109.70
111.24
110.63
109.21
110.84
122.50
122.75
Best 3.8
2019
3.8
2011
10.0
2013
19.1
2011
27.9
2011
29.8
2011
5.1
2022
4.3
2017
3.4
2010
11.6
2013
115.9
2013
10.5
2011
Worst -4.4
2009
-4.3
2009
-6.5
2020
-6.2
2022
-2.5
2010
-5.1
2013
-8.7
2011
-18.7
2011
-14.7
2011
-6.4
2011
-1.7
2011
-22.5
2013
Monthly Seasonality over the period Jan 2009 - Oct 2022

Monthly/Yearly Returns

Stocks/Bonds 40/60 with Bitcoin Portfolio data source starts from January 2009: let's focus on monthly and yearly returns.

We are providing two different views:
  • Histogram: it shows the distribution of the returns recorded so far
  • Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 2009 - Oct 2022
108 Positive Months (65%) - 58 Negative Months (35%)
MONTHLY RETURNS TABLE
Jan 2009 - Oct 2022
(Scroll down to see all data)
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-17.55 -22.86 -3.9 -1.4 -0.3 -6.2 0.1 -4.7 5.1 -3.3 -6.1 2.3
2021
+10.09 +2.86 -0.4 1.1 1.7 2.4 -1.1 1.4 1.8 1.4 -2.7 4.0 -0.8 0.8
2020
+18.86 +17.26 1.8 -2.3 -6.5 6.8 2.5 1.2 3.6 2.2 -1.7 -0.3 6.6 4.3
2019
+19.07 +16.41 3.8 1.6 1.8 2.2 -0.1 4.7 0.2 0.5 -0.3 1.4 0.8 1.0
2018
-3.54 -5.34 0.8 -2.0 -1.0 0.0 1.2 0.1 1.5 1.7 -0.3 -3.7 0.8 -2.7
2017
+35.81 +33.00 0.8 2.4 -0.3 1.4 2.5 1.1 1.3 4.3 -0.2 4.4 8.9 4.8
2016
+8.97 +6.76 -1.7 0.8 3.1 0.7 1.0 1.7 1.9 -0.4 0.3 -1.0 0.4 2.0
2015
+1.21 +0.48 -0.2 1.5 -0.2 -0.1 0.3 -1.2 1.4 -2.9 -0.6 3.6 0.3 -0.6
2014
+7.16 +6.35 -0.1 1.4 -0.2 0.4 1.9 1.0 -1.0 2.2 -1.5 1.4 1.6 -0.1
2013
+135.55 +132.07 2.7 2.7 10.0 7.0 -1.3 -5.1 3.5 2.7 2.1 11.6 115.9 -22.5
2012
+11.90 +9.98 2.7 1.5 1.0 0.4 -2.0 2.3 2.1 1.5 2.0 -1.2 1.0 0.4
2011
+34.51 +30.64 2.3 3.8 -0.4 19.1 27.9 29.8 -8.7 -18.7 -14.7 -6.4 -1.7 10.5
2010
+17.41 +15.68 -0.6 1.5 2.3 1.5 -2.5 -1.4 3.1 -0.8 3.4 5.7 -0.2 4.5
2009
+13.41 +10.41 -4.4 -4.3 3.6 4.3 2.5 0.5 3.9 2.1 2.3 -1.0 3.1 0.4

Portfolio efficiency

Compared to the Stocks/Bonds 40/60 with Bitcoin Portfolio, no other portfolio in our database granted a higher return over 10 Years and a less severe drawdown at the same time.

The following portfolios share asset allocation strategy and/or similar asset weights.

Swipe left to see all data
5 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 40/60 with Bitcoin
+7.17 10.51 -19.39 39 59 2
Stocks/Bonds 40/60 2x Leveraged
+4.00 16.09 -36.46 40 60 0
Stocks/Bonds 40/60
+3.81 8.93 -18.63 40 60 0
Stocks/Bonds 40/60 Momentum
+3.54 9.12 -21.11 40 60 0
Stocks/Bonds 40/60 ESG
+2.90 8.72 -19.76 40 60 0

Here's a list containing the Best Classic Portfolios, with the highest returns over 10 Years and Medium Risk categorization.

Swipe left to see all data
10 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
Couch Potato
Scott Burns
+6.80 8.76 -19.77 50 50 0
Stocks/Bonds 40/60 Momentum
+6.17 7.25 -21.11 40 60 0
One-Decision Portfolio
Marvin Appel
+5.79 8.18 -16.74 50 50 0
Stocks/Bonds 40/60
+5.53 7.00 -18.63 40 60 0
Sheltered Sam 50/50
Bill Bernstein
+5.12 7.38 -15.17 48.5 50 1.5
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