Data Source: from January 2009 to November 2023 (~15 years)
Consolidated Returns as of 30 November 2023
Live Update: Dec 02 2023, 10:59AM Eastern Time
Consolidated Returns as of 30 November 2023
Live Update: Dec 02 2023, 10:59AM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.82%
1 Day
Dec 02 2023, 10:59AM Eastern Time
0.82%
Current Month
December 2023
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 5.66% compound annual return, with a 11.49% standard deviation.
Table of contents
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 | Currency | ETF Name | Investment Themes |
|---|---|---|---|---|
| 39.00 |
VTI
|
USD | Vanguard Total Stock Market | Equity, U.S., Large Cap |
| 59.00 |
BND
|
USD | Vanguard Total Bond Market | Bond, U.S., All-Term |
| 2.00 |
^BTC
|
USD | 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 Nov 30, 2023
The Stocks/Bonds 40/60 with Bitcoin Portfolio guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- a rebalancing of the components at every January 1st. How do returns change with different rebalancing strategies?
- the reinvestment of dividends.
STOCKS/BONDS 40/60 WITH BITCOIN PORTFOLIO
Consolidated returns as of 30 November 2023
Live Update: Dec 02 2023, 10:59AM Eastern Time
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Nov 30, 2023 | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Dec 2023 | 1M | 6M | 1Y | 5Y | 10Y |
MAX
(~15Y) |
|||
| Stocks/Bonds 40/60 with Bitcoin Portfolio | 0.82 | 0.82 | 6.70 | 4.84 | 8.15 | 7.06 | 5.66 | 17.12 | |||
| US Inflation Adjusted return | 6.70 | 3.63 | 4.65 | 2.87 | 2.77 | 14.17 | |||||
| Components | |||||||||||
|
VTI
|
USD | Vanguard Total Stock Market | 0.84 | Dec 01 2023 | 0.84 | 9.42 | 10.04 | 12.72 | 11.71 | 11.16 | 13.55 |
|
BND
|
USD | Vanguard Total Bond Market | 0.82 | Dec 01 2023 | 0.82 | 4.54 | -0.60 | 0.97 | 0.72 | 1.33 | 2.17 |
|
^BTC
|
USD | Bitcoin | 0.36 | 10:59AM, Dec 02 2023 | 0.36 | 8.76 | 37.81 | 118.03 | 57.23 | 41.81 | 144.93 |
Returns over 1 year are annualized | Available data source: since Jan 2009
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Oct 2023.
Waiting for updates, inflation of Nov 2023 is set to 0%.
Current inflation (annualized) is
1Y: 3.35%
, 5Y: 4.07%
, 10Y: 2.82%
Live update: World Markets and Indexes
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.
Capital Growth as of Nov 30, 2023
An investment of 1$, since December 2013,
now would be worth 1.73$, with a total return of 73.43% (5.66% annualized).
The Inflation Adjusted Capital now would be 1.31$, with a net total return of 31.38% (2.77% annualized).
The Inflation Adjusted Capital now would be 1.31$, with a net total return of 31.38% (2.77% annualized).
An investment of 1$, since January 2009,
now would be worth 10.57$, with a total return of 956.59% (17.12% annualized).
The Inflation Adjusted Capital now would be 7.22$, with a net total return of 621.96% (14.17% annualized).
The Inflation Adjusted Capital now would be 7.22$, with a net total return of 621.96% (14.17% annualized).
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Portfolio Metrics as of Nov 30, 2023
Metrics of Stocks/Bonds 40/60 with Bitcoin Portfolio, updated as of 30 November 2023.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- a rebalancing of the components at every January 1st. How do returns change with different rebalancing strategies?
- the reinvestment of dividends.
STOCKS/BONDS 40/60 WITH BITCOIN PORTFOLIO
Advanced Metrics
Data Source: 1 January 2009 - 30 November 2023 (~15 years)
Swipe left to see all data
| Metrics as of Nov 30, 2023 | ||||||||
|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y |
MAX
(~15Y) |
|
| Investment Return (%) | 6.70 | 2.08 | 4.84 | 8.15 | 2.13 | 7.06 | 5.66 | 17.12 |
| Infl. Adjusted Return (%) details | 6.70 | 1.86 | 3.63 | 4.65 | -3.41 | 2.87 | 2.77 | 14.17 |
| US Inflation (%) | 0.00 | 0.21 | 1.17 | 3.35 | 5.74 | 4.07 | 2.82 | 2.59 |
| Waiting for updates, inflation of Nov 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||
|
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | MAX | |||
| Deepest Drawdown Depth (%) | -5.79 | -19.39 | -19.39 | -22.55 | -41.83 | |||
| Start to Recovery (# months) details | 4 | 25* | 25* | 44 | 28 | |||
| Start (yyyy mm) | 2023 08 | 2021 11 | 2021 11 | 2013 12 | 2011 07 | |||
| Start to Bottom (# months) | 3 | 11 | 11 | 2 | 5 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2014 01 | 2011 11 | |||
| Bottom to End (# months) | 1 | 14 | 14 | 42 | 23 | |||
| End (yyyy mm) | 2023 11 | - | - | 2017 07 | 2013 10 | |||
| Longest Drawdown Depth (%) |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
-22.55 | |||
| Start to Recovery (# months) details | 44 | |||||||
| Start (yyyy mm) | 2023 08 | 2021 11 | 2021 11 | 2013 12 | 2013 12 | |||
| Start to Bottom (# months) | 3 | 11 | 11 | 2 | 2 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2014 01 | 2014 01 | |||
| Bottom to End (# months) | 1 | 14 | 14 | 42 | 42 | |||
| End (yyyy mm) | 2023 11 | - | - | 2017 07 | 2017 07 | |||
| Longest negative period (# months) details | 9 | 35 | 35 | 43 | 43 | |||
| Period Start (yyyy mm) | 2023 02 | 2020 12 | 2020 12 | 2013 12 | 2013 12 | |||
| Period End (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2017 06 | 2017 06 | |||
| Annualized Return (%) | -1.47 | -0.05 | -0.05 | -0.25 | -0.25 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||
| Deepest Drawdown Depth (%) | -6.40 | -24.88 | -24.88 | -24.88 | -41.96 | |||
| Start to Recovery (# months) details | 4* | 25* | 25* | 25* | 29 | |||
| Start (yyyy mm) | 2023 08 | 2021 11 | 2021 11 | 2021 11 | 2011 07 | |||
| Start to Bottom (# months) | 3 | 11 | 11 | 11 | 5 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2011 11 | |||
| Bottom to End (# months) | 1 | 14 | 14 | 14 | 24 | |||
| End (yyyy mm) | - | - | - | - | 2013 11 | |||
| Longest Drawdown Depth (%) |
same as deepest |
same as deepest |
same as deepest |
-22.83 | -22.83 | |||
| Start to Recovery (# months) details | 47 | 47 | ||||||
| Start (yyyy mm) | 2023 08 | 2021 11 | 2021 11 | 2013 12 | 2013 12 | |||
| Start to Bottom (# months) | 3 | 11 | 11 | 2 | 2 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2014 01 | 2014 01 | |||
| Bottom to End (# months) | 1 | 14 | 14 | 45 | 45 | |||
| End (yyyy mm) | - | - | - | 2017 10 | 2017 10 | |||
| Longest negative period (# months) details | 11 | 36* | 52 | 52 | 52 | |||
| Period Start (yyyy mm) | 2022 12 | 2020 12 | 2019 07 | 2019 07 | 2019 07 | |||
| Period End (yyyy mm) | 2023 10 | 2023 11 | 2023 10 | 2023 10 | 2023 10 | |||
| Annualized Return (%) | -2.10 | -3.41 | -0.42 | -0.42 | -0.42 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | MAX | |||
| Standard Deviation (%) | 10.93 | 10.95 | 10.64 | 11.49 | 34.49 | |||
| Sharpe Ratio | 0.30 | 0.02 | 0.51 | 0.40 | 0.38 | |||
| Sortino Ratio | 0.47 | 0.03 | 0.69 | 0.49 | 1.05 | |||
| Ulcer Index | 2.38 | 9.60 | 7.59 | 10.73 | 13.91 | |||
| Ratio: Return / Standard Deviation | 0.75 | 0.19 | 0.66 | 0.49 | 0.50 | |||
| Ratio: Return / Deepest Drawdown | 1.41 | 0.11 | 0.36 | 0.25 | 0.41 | |||
| % Positive Months details | 50% | 52% | 60% | 61% | 64% | |||
| Positive Months | 6 | 19 | 36 | 74 | 115 | |||
| Negative Months | 6 | 17 | 24 | 46 | 64 | |||
|
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 5.66 | 23.76 | ||||||
| Worst 10 Years Return (%) - Annualized | 5.66 | |||||||
| Best 10 Years Return (%) - Annualized | 2.77 | 21.61 | ||||||
| Worst 10 Years Return (%) - Annualized | 2.77 | |||||||
|
ROLLING PERIOD RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | MAX | |||
| Over the latest 10Y | ||||||||
| Best Rolling Return (%) - Annualized | 35.89 | 16.35 | 15.88 | 5.66 | ||||
| Worst Rolling Return (%) - Annualized | -17.55 | -3.51 | 4.28 | |||||
| % Positive Periods | 82% | 98% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 33.13 | 14.03 | 13.16 | 2.77 | ||||
| Worst Rolling Return (%) - Annualized | -23.48 | -4.63 | 0.81 | |||||
| % Positive Periods | 78% | 81% | 100% | 100% | ||||
| Over all the available data source (Jan 2009 - Nov 2023) | ||||||||
| Best Rolling Return (%) - Annualized | 205.12 | 68.47 | 39.20 | 23.76 | ||||
| Worst Rolling Return (%) - Annualized | -31.98 | -3.51 | 4.28 | 5.66 | ||||
| % Positive Periods | 86% | 99% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 201.40 | 64.96 | 36.41 | 21.61 | ||||
| Worst Rolling Return (%) - Annualized | -33.10 | -4.63 | 0.81 | 2.77 | ||||
| % Positive Periods | 83% | 88% | 100% | 100% | ||||
|
WITHDRAWAL RATES (WR)
|
1Y | 3Y | 5Y | 10Y | MAX | |||
| Safe WR (%) | 32.46 | 23.09 | 10.55 | 22.54 | ||||
| Perpetual WR (%) | 0.00 | 2.79 | 2.69 | 12.41 | ||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
- Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
- Longest negative period: it's the maximum period for which an overall negative return has been observed
- 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)
- Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio
- Best/Worst 10Y returns: the best and the worst 10-year return over a time frame
- Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum 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).
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.
Explore historical data since 1871 and fine-tune your investment strategy for better results.
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.
Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 30 November 2023
Swipe left to see all data
| Asset |
VTI
|
BND
|
^BTC
|
|---|---|---|---|
|
VTI
|
-
|
0.80
|
0.39
|
|
BND
|
0.80
|
-
|
0.48
|
|
^BTC
|
0.39
|
0.48
|
-
|
| Asset |
VTI
|
BND
|
^BTC
|
|---|---|---|---|
|
VTI
|
-
|
0.48
|
0.43
|
|
BND
|
0.48
|
-
|
0.29
|
|
^BTC
|
0.43
|
0.29
|
-
|
| Asset |
VTI
|
BND
|
^BTC
|
|---|---|---|---|
|
VTI
|
-
|
0.37
|
0.30
|
|
BND
|
0.37
|
-
|
0.19
|
|
^BTC
|
0.30
|
0.19
|
-
|
| Asset |
VTI
|
BND
|
^BTC
|
|---|---|---|---|
|
VTI
|
-
|
0.28
|
0.15
|
|
BND
|
0.28
|
-
|
0.08
|
|
^BTC
|
0.15
|
0.08
|
-
|
If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.
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.
STOCKS/BONDS 40/60 WITH BITCOIN PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 December 2013 - 30 November 2023 (10 Years)
Data Source: 1 January 2009 - 30 November 2023 (~15 years)
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -22.55% | Dec 2013 | Jan 2014 | 2 | Jul 2017 | 42 | 44 | 15.16 |
| -19.39% | Nov 2021 | Sep 2022 | 11 | in progress | 14 | 25 | 11.44 |
| -8.64% | Feb 2020 | Mar 2020 | 2 | May 2020 | 2 | 4 | 4.14 |
| -5.78% | Sep 2018 | Dec 2018 | 4 | Mar 2019 | 3 | 7 | 2.83 |
| -2.95% | Feb 2018 | Mar 2018 | 2 | Aug 2018 | 5 | 7 | 1.84 |
| -2.68% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 | 1.55 |
| -1.94% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 | 1.28 |
| -1.06% | May 2021 | May 2021 | 1 | Jun 2021 | 1 | 2 | 0.61 |
| -0.37% | Jan 2021 | Jan 2021 | 1 | Feb 2021 | 1 | 2 | 0.21 |
| -0.26% | Sep 2019 | Sep 2019 | 1 | Oct 2019 | 1 | 2 | 0.15 |
| -0.19% | Sep 2017 | Sep 2017 | 1 | Oct 2017 | 1 | 2 | 0.11 |
| -0.11% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 | 0.06 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -24.88% | Nov 2021 | Sep 2022 | 11 | in progress | 14 | 25 | 17.42 |
| -22.83% | Dec 2013 | Jan 2014 | 2 | Oct 2017 | 45 | 47 | 16.23 |
| -8.69% | Feb 2020 | Mar 2020 | 2 | May 2020 | 2 | 4 | 4.13 |
| -5.61% | Feb 2018 | Dec 2018 | 11 | Mar 2019 | 3 | 14 | 2.91 |
| -2.94% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 | 1.70 |
| -2.11% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 | 1.39 |
| -1.85% | May 2021 | May 2021 | 1 | Aug 2021 | 3 | 4 | 1.03 |
| -0.79% | Jan 2021 | Jan 2021 | 1 | Mar 2021 | 2 | 3 | 0.41 |
| -0.34% | Sep 2019 | Sep 2019 | 1 | Oct 2019 | 1 | 2 | 0.19 |
| -0.32% | May 2019 | May 2019 | 1 | Jun 2019 | 1 | 2 | 0.18 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -41.83% | Jul 2011 | Nov 2011 | 5 | Oct 2013 | 23 | 28 | 26.75 |
| -22.55% | Dec 2013 | Jan 2014 | 2 | Jul 2017 | 42 | 44 | 15.16 |
| -19.39% | Nov 2021 | Sep 2022 | 11 | in progress | 14 | 25 | 11.44 |
| -8.64% | Feb 2020 | Mar 2020 | 2 | May 2020 | 2 | 4 | 4.14 |
| -8.48% | Jan 2009 | Feb 2009 | 2 | May 2009 | 3 | 5 | 4.46 |
| -5.78% | Sep 2018 | Dec 2018 | 4 | Mar 2019 | 3 | 7 | 2.83 |
| -3.85% | May 2010 | Jun 2010 | 2 | Sep 2010 | 3 | 5 | 2.04 |
| -2.95% | Feb 2018 | Mar 2018 | 2 | Aug 2018 | 5 | 7 | 1.84 |
| -2.68% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 | 1.55 |
| -1.94% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 | 1.28 |
| -1.06% | May 2021 | May 2021 | 1 | Jun 2021 | 1 | 2 | 0.61 |
| -0.98% | Oct 2009 | Oct 2009 | 1 | Nov 2009 | 1 | 2 | 0.57 |
| -0.63% | Jan 2010 | Jan 2010 | 1 | Feb 2010 | 1 | 2 | 0.37 |
| -0.39% | Mar 2011 | Mar 2011 | 1 | Apr 2011 | 1 | 2 | 0.23 |
| -0.37% | Jan 2021 | Jan 2021 | 1 | Feb 2021 | 1 | 2 | 0.21 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -41.96% | Jul 2011 | Nov 2011 | 5 | Nov 2013 | 24 | 29 | 27.34 |
| -24.88% | Nov 2021 | Sep 2022 | 11 | in progress | 14 | 25 | 17.42 |
| -22.83% | Dec 2013 | Jan 2014 | 2 | Oct 2017 | 45 | 47 | 16.23 |
| -9.32% | Jan 2009 | Feb 2009 | 2 | Jul 2009 | 5 | 7 | 4.42 |
| -8.69% | Feb 2020 | Mar 2020 | 2 | May 2020 | 2 | 4 | 4.13 |
| -5.61% | Feb 2018 | Dec 2018 | 11 | Mar 2019 | 3 | 14 | 2.91 |
| -3.84% | May 2010 | Jun 2010 | 2 | Sep 2010 | 3 | 5 | 2.07 |
| -2.94% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 | 1.70 |
| -2.11% | Sep 2020 | Oct 2020 | 2 | Nov 2020 | 1 | 3 | 1.39 |
| -1.85% | May 2021 | May 2021 | 1 | Aug 2021 | 3 | 4 | 1.03 |
| -1.36% | Mar 2011 | Mar 2011 | 1 | Apr 2011 | 1 | 2 | 0.78 |
| -1.07% | Oct 2009 | Oct 2009 | 1 | Nov 2009 | 1 | 2 | 0.62 |
| -0.97% | Jan 2010 | Jan 2010 | 1 | Feb 2010 | 1 | 2 | 0.56 |
| -0.79% | Jan 2021 | Jan 2021 | 1 | Mar 2021 | 2 | 3 | 0.41 |
| -0.34% | Sep 2019 | Sep 2019 | 1 | Oct 2019 | 1 | 2 | 0.19 |
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.
STOCKS/BONDS 40/60 WITH BITCOIN PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 December 2013 - 30 November 2023 (10 Years)
Data Source: 1 January 2009 - 30 November 2023 (~15 years)
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -17.55 |
11/2021 10/2022 |
0.82$ | -0.65 | 0.99$ | 8.21 | 1.08$ | 21.20 | 1.21$ | 35.89 |
02/2017 01/2018 |
1.35$ | 8.15 | 17.43% |
| 2Y | -8.03 |
12/2013 11/2015 |
0.84$ | -0.75 | 0.98$ | 9.23 | 1.19$ | 17.17 | 1.37$ | 23.23 |
02/2016 01/2018 |
1.51$ | -3.31 | 15.46% |
| 3Y | -3.51 |
12/2013 11/2016 |
0.89$ | 4.38 | 1.13$ | 12.60 | 1.42$ | 14.99 | 1.52$ | 16.35 |
02/2017 01/2020 |
1.57$ | 2.13 | 1.18% |
| 5Y | 4.28 |
12/2013 11/2018 |
1.23$ | 6.19 | 1.35$ | 11.19 | 1.69$ | 15.10 | 2.01$ | 15.88 |
11/2016 10/2021 |
2.08$ | 7.06 | 0.00% |
| 7Y | 7.21 |
12/2013 11/2020 |
1.62$ | 9.23 | 1.85$ | 10.15 | 1.96$ | 12.12 | 2.22$ | 12.52 |
11/2014 10/2021 |
2.28$ | 9.85 | 0.00% |
| 10Y | 5.66 |
12/2013 11/2023 |
1.73$ | 5.66 | 1.73$ | 5.66 | 1.73$ | 5.66 | 1.73$ | 5.66 |
12/2013 11/2023 |
1.73$ | 5.66 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -23.48 |
11/2021 10/2022 |
0.76$ | -4.05 | 0.95$ | 6.86 | 1.06$ | 16.41 | 1.16$ | 33.13 |
02/2017 01/2018 |
1.33$ | 4.65 | 21.10% |
| 2Y | -11.60 |
11/2021 10/2023 |
0.78$ | -7.09 | 0.86$ | 7.72 | 1.16$ | 14.55 | 1.31$ | 20.48 |
02/2016 01/2018 |
1.45$ | -8.10 | 20.62% |
| 3Y | -4.63 |
12/2013 11/2016 |
0.86$ | -0.74 | 0.97$ | 10.16 | 1.33$ | 12.57 | 1.42$ | 14.03 |
02/2017 01/2020 |
1.48$ | -3.41 | 18.82% |
| 5Y | 0.81 |
01/2018 12/2022 |
1.04$ | 2.34 | 1.12$ | 9.33 | 1.56$ | 12.30 | 1.78$ | 13.16 |
02/2016 01/2021 |
1.85$ | 2.87 | 0.00% |
| 7Y | 5.20 |
10/2016 09/2023 |
1.42$ | 5.75 | 1.47$ | 6.79 | 1.58$ | 10.04 | 1.95$ | 10.48 |
05/2014 04/2021 |
2.00$ | 6.11 | 0.00% |
| 10Y | 2.77 |
12/2013 11/2023 |
1.31$ | 2.77 | 1.31$ | 2.77 | 1.31$ | 2.77 | 1.31$ | 2.77 |
12/2013 11/2023 |
1.31$ | 2.77 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -31.98 |
07/2011 06/2012 |
0.68$ | 0.86 | 1.00$ | 12.17 | 1.12$ | 32.19 | 1.32$ | 205.12 |
12/2012 11/2013 |
3.05$ | 8.15 | 13.69% |
| 2Y | -8.54 |
07/2011 06/2013 |
0.83$ | 3.93 | 1.08$ | 15.74 | 1.33$ | 43.38 | 2.05$ | 93.87 |
12/2011 11/2013 |
3.75$ | -3.31 | 10.90% |
| 3Y | -3.51 |
12/2013 11/2016 |
0.89$ | 6.37 | 1.20$ | 14.99 | 1.52$ | 34.69 | 2.44$ | 68.47 |
12/2010 11/2013 |
4.78$ | 2.13 | 0.69% |
| 5Y | 4.28 |
12/2013 11/2018 |
1.23$ | 9.14 | 1.54$ | 15.58 | 2.06$ | 34.27 | 4.36$ | 39.20 |
03/2009 02/2014 |
5.22$ | 7.06 | 0.00% |
| 7Y | 7.21 |
12/2013 11/2020 |
1.62$ | 9.82 | 1.92$ | 21.22 | 3.84$ | 26.58 | 5.20$ | 28.20 |
01/2011 12/2017 |
5.69$ | 9.85 | 0.00% |
| 10Y | 5.66 |
12/2013 11/2023 |
1.73$ | 15.86 | 4.35$ | 20.53 | 6.47$ | 22.90 | 7.85$ | 23.76 |
03/2009 02/2019 |
8.42$ | 5.66 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -33.10 |
07/2011 06/2012 |
0.66$ | -1.72 | 0.98$ | 10.15 | 1.10$ | 30.23 | 1.30$ | 201.40 |
12/2012 11/2013 |
3.01$ | 4.65 | 16.07% |
| 2Y | -11.60 |
11/2021 10/2023 |
0.78$ | 1.70 | 1.03$ | 13.30 | 1.28$ | 41.54 | 2.00$ | 91.00 |
12/2011 11/2013 |
3.64$ | -8.10 | 14.10% |
| 3Y | -4.63 |
12/2013 11/2016 |
0.86$ | 4.49 | 1.14$ | 12.57 | 1.42$ | 33.42 | 2.37$ | 64.96 |
12/2010 11/2013 |
4.48$ | -3.41 | 11.11% |
| 5Y | 0.81 |
01/2018 12/2022 |
1.04$ | 5.65 | 1.31$ | 13.07 | 1.84$ | 31.86 | 3.98$ | 36.41 |
03/2009 02/2014 |
4.72$ | 2.87 | 0.00% |
| 7Y | 5.20 |
10/2016 09/2023 |
1.42$ | 6.16 | 1.51$ | 19.46 | 3.47$ | 24.59 | 4.66$ | 26.06 |
01/2011 12/2017 |
5.05$ | 6.11 | 0.00% |
| 10Y | 2.77 |
12/2013 11/2023 |
1.31$ | 12.82 | 3.33$ | 18.48 | 5.44$ | 20.78 | 6.60$ | 21.61 |
03/2009 02/2019 |
7.07$ | 2.77 | 0.00% |
| Annualized rolling and percentiles/median 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.
For further information about the seasonality, check the Asset Class Seasonality page.
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| 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% |
1.09
80% |
2.42
100% |
-0.14
60% |
-2.80
0% |
1.28
60% |
3.47
80% |
0.11
60% |
| 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 |
6.7 2023 |
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 |
-1.1 2023 |
-0.8 2021 |
-2.8 2022 |
Monthly Seasonality over the period Feb 2009 - Nov 2023
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| 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% |
0.83
80% |
1.71
90% |
0.41
60% |
-1.62
10% |
1.11
60% |
2.93
90% |
-1.60
50% |
| 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 |
0.3 2016 |
4.4 2017 |
8.9 2017 |
4.8 2017 |
| Worst |
-3.9 2022 |
-2.6 2023 |
-6.5 2020 |
-6.2 2022 |
-1.1 2021 |
-4.7 2022 |
-1.0 2014 |
-3.3 2022 |
-6.1 2022 |
-3.7 2018 |
-0.8 2021 |
-22.5 2013 |
Monthly Seasonality over the period Feb 2009 - Nov 2023
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 |
0.61
53% |
0.38
67% |
1.19
53% |
2.72
87% |
2.15
60% |
2.30
73% |
1.39
87% |
-0.61
60% |
-1.42
33% |
1.32
53% |
9.84
80% |
-0.01
64% |
| 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 Seasonality over the period Feb 2009 - Nov 2023
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the Stocks/Bonds 40/60 with Bitcoin Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
STOCKS/BONDS 40/60 WITH BITCOIN PORTFOLIO
Monthly Returns Distribution
Data Source: 1 December 2013 - 30 November 2023 (10 Years)
Data Source: 1 January 2009 - 30 November 2023 (~15 years)
74 Positive Months (62%) - 46 Negative Months (38%)
115 Positive Months (64%) - 64 Negative Months (36%)
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(Scroll down to see all data)
Portfolio efficiency
The following portfolios granted a higher return over 10 Years and a less severe drawdown at the same time.
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10 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Cape US Sector Value | +13.36 | 15.80 | -21.00 | 100 | 0 | 0 | ||
| US Stocks Minimum Volatility | +10.13 | 12.15 | -19.06 | 100 | 0 | 0 | ||
| Simple Path to Wealth | +8.81 | 12.07 | -22.24 | 75 | 25 | 0 | ||
| Stocks/Bonds 60/40 | +7.37 | 10.11 | -20.69 | 60 | 40 | 0 | ||
| Aim Bold Strategy | +6.91 | 9.41 | -20.16 | 45 | 40 | 15 | ||
| Edge Select Moderately Aggressive | +6.90 | 11.11 | -22.31 | 69 | 31 | 0 | ||
| Perfect Portfolio | +6.67 | 11.80 | -18.62 | 80 | 20 | 0 | ||
| Couch Potato | +6.57 | 9.18 | -19.77 | 50 | 50 | 0 | ||
| Sheltered Sam 80/20 | +6.51 | 11.91 | -19.89 | 77.6 | 20 | 2.4 | ||
| Stocks/Bonds 60/40 ESG | +6.39 | 10.35 | -22.44 | 60 | 40 | 0 | ||
| Seven Value | +6.32 | 11.79 | -20.44 | 71.5 | 28.5 | 0 | ||
| Late Sixties and Beyond | +6.25 | 11.27 | -22.44 | 71 | 29 | 0 | ||
| No Brainer Portfolio | +6.15 | 11.60 | -19.76 | 75 | 25 | 0 | ||
| Long Term Portfolio | +6.14 | 11.88 | -20.52 | 80 | 20 | 0 | ||
| Robust | +6.04 | 11.21 | -19.09 | 70 | 20 | 10 | ||
| Lazy Portfolio | +5.96 | 10.74 | -22.43 | 70 | 30 | 0 | ||
| Sheltered Sam 70/30 | +5.88 | 10.51 | -17.80 | 67.9 | 30 | 2.1 | ||
| Six Ways from Sunday | +5.78 | 11.50 | -19.67 | 66.7 | 33.3 | 0 | ||
| Margaritaville | +5.74 | 10.70 | -21.96 | 67 | 33 | 0 | ||
| Edge Select Moderate | +5.73 | 9.27 | -20.56 | 53 | 47 | 0 | ||
| LifeStrategy Moderate Growth | +5.71 | 9.67 | -20.84 | 60 | 40 | 0 | ||
| Tilt Toward Value | +5.66 | 9.73 | -20.45 | 60 | 40 | 0 | ||
| Stocks/Bonds 40/60 with Bitcoin | +5.66 | 11.49 | -22.55 | 39 | 59 | 2 | ||
The following portfolios share asset allocation strategy and/or similar asset weights.
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5 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Stocks/Bonds 40/60 with Bitcoin | +7.06 | 10.64 | -19.39 | 39 | 59 | 2 | ||
| Stocks/Bonds 40/60 2x Leveraged | +5.86 | 18.53 | -36.46 | 40 | 60 | 0 | ||
| Stocks/Bonds 40/60 ESG | +5.73 | 9.85 | -19.76 | 40 | 60 | 0 | ||
| Stocks/Bonds 40/60 | +5.34 | 9.96 | -18.63 | 40 | 60 | 0 | ||
| Stocks/Bonds 40/60 Momentum | +3.80 | 9.72 | -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.
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10 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Couch Potato | +6.57 | 9.18 | -19.77 | 50 | 50 | 0 | ||
| One-Decision Portfolio | +5.48 | 8.80 | -16.74 | 50 | 50 | 0 | ||
| Stocks/Bonds 40/60 Momentum | +5.44 | 7.77 | -21.11 | 40 | 60 | 0 | ||
| Stocks/Bonds 40/60 | +5.41 | 7.69 | -18.63 | 40 | 60 | 0 | ||
| Permanent Portfolio | +4.86 | 7.22 | -15.92 | 25 | 50 | 25 | ||
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.
Explore historical data since 1871 and fine-tune your investment strategy for better results.
