Consolidated Returns as of 31 May 2023
Live Update: Jun 02 2023, 09:57PM Eastern Time
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 15.16% compound annual return, with a 38.23% standard deviation.
Asset Allocation and ETFs
The Stocks/Bonds 40/60 with Bitcoin Portfolio has the following asset allocation:
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 May 31, 2023
The Stocks/Bonds 40/60 with Bitcoin Portfolio guaranteed the following returns.
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
Chg (%) | Return (%) | Return (%) as of May 31, 2023 | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
1 Day | Time ET(*) | Jun 2023 | 1M | 6M | 1Y | 5Y | 10Y |
MAX
(~14Y) |
||
Stocks/Bonds 40/60 with Bitcoin Portfolio | 0.34 | 0.89 | -0.75 | 3.16 | -0.14 | 6.07 | 15.16 | 17.38 | ||
US Inflation Adjusted return | -0.75 | 1.24 | -3.78 | 2.17 | 12.16 | 14.43 | ||||
Components | ||||||||||
VTI
|
Vanguard Total Stock Market | 1.65 | Jun 02 2023 | 2.67 | 0.43 | 2.44 | 2.13 | 9.99 | 11.40 | 9.04 |
BND
|
Vanguard Total Bond Market | -0.56 | Jun 02 2023 | -0.29 | -1.16 | 1.58 | -2.40 | 0.80 | 1.34 | 4.50 |
^BTC
|
Bitcoin | 1.25 | 09:57PM, Jun 02 2023 | 1.25 | -7.65 | 58.21 | -13.80 | 29.91 | 73.29 | 147.10 |
In 2022, the Stocks/Bonds 40/60 with Bitcoin Portfolio granted a 1.83% dividend yield. If you are interested in getting periodic income, please refer to the Stocks/Bonds 40/60 with Bitcoin Portfolio: Dividend Yield page.
Portfolio Metrics as of May 31, 2023
Metrics of Stocks/Bonds 40/60 with Bitcoin Portfolio, updated as of 31 May 2023.
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
Metrics as of May 31, 2023 | ||||||||
---|---|---|---|---|---|---|---|---|
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y |
MAX
(~14Y) |
|
Portfolio Return (%) | -0.75 | 3.34 | 3.16 | -0.14 | 4.38 | 6.07 | 15.16 | 17.38 |
US Inflation (%) | 0.00 | 0.84 | 1.90 | 3.79 | 5.77 | 3.81 | 2.68 | 2.58 |
Infl. Adjusted Return (%) | -0.75 | 2.48 | 1.24 | -3.78 | -1.31 | 2.17 | 12.16 | 14.43 |
Waiting for updates, inflation of May 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||
RISK INDICATORS | ||||||||
Standard Deviation (%) | 13.18 | 10.82 | 10.22 | 38.23 | 35.01 | |||
Sharpe Ratio | -0.25 | 0.31 | 0.46 | 0.38 | 0.38 | |||
Sortino Ratio | -0.35 | 0.42 | 0.63 | 1.31 | 1.06 | |||
MAXIMUM DRAWDOWN | ||||||||
Drawdown Depth (%) | -9.15 | -19.39 | -19.39 | -22.55 | -41.83 | |||
Start (yyyy mm) | 2022 08 | 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) | 2 | 11 | 11 | 2 | 5 | |||
Start to Recovery (# months) in progress |
9
|
> 19
|
> 19
|
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 | 86% | 99% | 100% | 100% | ||||
MONTHS | ||||||||
Positive | 0 | 2 | 3 | 6 | 20 | 37 | 76 | 112 |
Negative | 1 | 1 | 3 | 6 | 16 | 23 | 44 | 61 |
% Positive | 0% | 67% | 50% | 50% | 56% | 62% | 63% | 65% |
WITHDRAWAL RATES (WR) | ||||||||
Safe WR (%) | 36.33 | 23.11 | 26.17 | 22.54 | ||||
Perpetual WR (%) | 0.00 | 2.13 | 10.84 | 12.61 |
- 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.
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.
Asset |
VTI
|
BND
|
^BTC
|
---|---|---|---|
VTI
|
-
|
0.74
|
0.65
|
BND
|
0.74
|
-
|
0.51
|
^BTC
|
0.65
|
0.51
|
-
|
Asset |
VTI
|
BND
|
^BTC
|
---|---|---|---|
VTI
|
-
|
0.44
|
0.43
|
BND
|
0.44
|
-
|
0.30
|
^BTC
|
0.43
|
0.30
|
-
|
Asset |
VTI
|
BND
|
^BTC
|
---|---|---|---|
VTI
|
-
|
0.34
|
0.17
|
BND
|
0.34
|
-
|
0.07
|
^BTC
|
0.17
|
0.07
|
-
|
Asset |
VTI
|
BND
|
^BTC
|
---|---|---|---|
VTI
|
-
|
0.24
|
0.15
|
BND
|
0.24
|
-
|
0.09
|
^BTC
|
0.15
|
0.09
|
-
|
If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.
Capital Growth as of May 31, 2023
The Inflation Adjusted Capital now would be 3151.27$, with a net total return of 215.13% (12.16% annualized).
The Inflation Adjusted Capital now would be 6984.32$, with a net total return of 598.43% (14.43% annualized).
Drawdowns
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.
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 | 8 | 19 |
-8.64% | Feb 2020 | Mar 2020 | 2 | May 2020 | 2 | 4 |
-5.78% | Sep 2018 | Dec 2018 | 4 | Mar 2019 | 3 | 7 |
-5.09% | Jun 2013 | Jun 2013 | 1 | Aug 2013 | 2 | 3 |
-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 |
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 | 8 | 19 |
-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)
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
Rolling Period |
Annualized Return (%) | Negative Periods |
|||
---|---|---|---|---|---|
Average | Latest | Best | Worst | ||
1 Year |
21.77 | -0.14 |
205.12 Dec 2012 - Nov 2013 |
-31.98 Jul 2011 - Jun 2012 |
14.20% |
2 Years |
20.96 | -3.13 |
93.87 Dec 2011 - Nov 2013 |
-8.54 Jul 2011 - Jun 2013 |
7.33% |
3 Years |
20.37 | 4.38 |
68.47 Dec 2010 - Nov 2013 |
-3.51 Dec 2013 - Nov 2016 |
0.72% |
5 Years |
20.82 | 6.07 |
39.20 Mar 2009 - Feb 2014 |
4.28 Dec 2013 - Nov 2018 |
0.00% |
7 Years |
19.50 | 9.56 |
28.20 Jan 2011 - Dec 2017 |
7.21 Dec 2013 - Nov 2020 |
0.00% |
10 Years |
20.38 | 15.16 |
23.76 Mar 2009 - Feb 2019 |
14.61 Jul 2011 - Jun 2021 |
0.00% |
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?
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Gain Frequency |
1.35
60% |
-0.71
40% |
-0.02
60% |
1.22
80% |
0.13
40% |
0.52
80% |
2.46
100% |
0.50
80% |
-2.20
0% |
0.77
60% |
2.29
80% |
0.11
60% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
101.35
|
100.63
|
100.61
|
101.84
|
101.97
|
102.50
|
105.03
|
105.55
|
103.23
|
104.03
|
106.41
|
106.53
|
Best |
5.4 2023 |
1.6 2019 |
3.3 2023 |
6.8 2020 |
2.5 2020 |
4.7 2019 |
5.1 2022 |
2.2 2020 |
-0.3 2019 |
4.0 2021 |
6.6 2020 |
4.3 2020 |
Worst |
-3.9 2022 |
-2.6 2023 |
-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 |
-2.8 2022 |
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Gain Frequency |
0.64
50% |
0.06
60% |
0.14
40% |
0.86
80% |
0.76
70% |
0.03
70% |
1.93
90% |
0.83
70% |
-1.09
20% |
2.38
70% |
13.86
90% |
-1.60
50% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
100.64
|
100.70
|
100.83
|
101.70
|
102.47
|
102.50
|
104.48
|
105.34
|
104.20
|
106.68
|
121.46
|
119.52
|
Best |
5.4 2023 |
2.4 2017 |
3.3 2023 |
6.8 2020 |
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 |
-2.6 2023 |
-6.5 2020 |
-6.2 2022 |
-1.1 2021 |
-5.1 2013 |
-1.0 2014 |
-3.3 2022 |
-6.1 2022 |
-3.7 2018 |
-0.8 2021 |
-22.5 2013 |
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Gain Frequency |
0.61
53% |
0.38
67% |
1.19
53% |
2.72
87% |
2.15
60% |
2.25
71% |
1.40
86% |
-0.55
64% |
-1.28
36% |
1.49
57% |
10.06
79% |
-0.01
64% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
100.61
|
100.99
|
102.19
|
104.97
|
107.23
|
109.64
|
111.18
|
110.57
|
109.15
|
110.78
|
121.92
|
121.91
|
Best |
5.4 2023 |
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/Yearly Returns
Stocks/Bonds 40/60 with Bitcoin Portfolio data source starts from January 2009: let's focus on monthly and yearly returns.
- Histogram: it shows the distribution of the returns recorded so far
- Plain Table: it shows the detailed monthly and yearly returns
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
2023 |
+6.12 | +3.83 | 5.4 | -2.6 | 3.3 | 0.8 | -0.7 | |||||||
2022 |
-16.62 | -21.67 | -3.9 | -1.4 | -0.3 | -6.2 | 0.1 | -4.7 | 5.1 | -3.3 | -6.1 | 2.3 | 4.0 | -2.8 |
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.
5 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
Stocks/Bonds 40/60 with Bitcoin | +6.07 | 10.22 | -19.39 | 39 | 59 | 2 | ||
Stocks/Bonds 40/60 2x Leveraged | +5.78 | 17.41 | -36.46 | 40 | 60 | 0 | ||
Stocks/Bonds 40/60 | +4.69 | 9.47 | -18.63 | 40 | 60 | 0 | ||
Stocks/Bonds 40/60 ESG | +4.50 | 9.27 | -19.76 | 40 | 60 | 0 | ||
Stocks/Bonds 40/60 Momentum | +2.91 | 9.45 | -21.11 | 40 | 60 | 0 |
Here's a list containing the Best Classic Portfolios, with the highest returns over 10 Years and Medium Risk categorization.
10 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
Couch Potato | +6.61 | 9.01 | -19.77 | 50 | 50 | 0 | ||
Stocks/Bonds 40/60 Momentum | +5.58 | 7.52 | -21.11 | 40 | 60 | 0 | ||
Stocks/Bonds 40/60 | +5.55 | 7.38 | -18.63 | 40 | 60 | 0 | ||
One-Decision Portfolio | +5.37 | 8.49 | -16.74 | 50 | 50 | 0 | ||
Four Square | +4.95 | 8.37 | -19.67 | 50 | 50 | 0 |