Stocks/Bonds 60/40 with Bitcoin Portfolio: ETF allocation and returns

Data Source: from January 2009 to February 2024 (~15 years)
Consolidated Returns as of 29 February 2024
Live Update: Mar 03 2024, 08:58AM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.72%
1 Day
Mar 03 2024, 08:58AM Eastern Time
0.70%
Current Month
March 2024

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

It's exposed for 59% on the Stock Market and for 2% on Commodities.

In the last 10 Years, the Stocks/Bonds 60/40 with Bitcoin Portfolio obtained a 11.08% compound annual return, with a 11.18% standard deviation.

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Asset Allocation and ETFs

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

59% Stocks
39% Fixed Income
2% Commodities

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

Weight (%) Ticker Currency ETF Name Investment Themes
59.00
VTI
USD Vanguard Total Stock Market Equity, U.S., Large Cap
39.00
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 Feb 29, 2024

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

Returns are calculated in USD, assuming: March 2024 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
STOCKS/BONDS 60/40 WITH BITCOIN PORTFOLIO
Consolidated returns as of 29 February 2024
Live Update: Mar 03 2024, 08:58AM Eastern Time
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Feb 29, 2024
  1 Day Time ET(*) Mar 2024 1M 6M 1Y 5Y 10Y MAX
(~15Y)
Stocks/Bonds 60/40 with Bitcoin Portfolio 0.72 0.70 3.46 11.70 21.22 10.63 11.08 19.65
US Inflation Adjusted return 3.46 10.44 18.02 6.28 8.08 16.67
Components
VTI
USD Vanguard Total Stock Market 0.92 Mar 01 2024 0.92 5.30 13.69 28.61 13.82 11.96 14.17
BND
USD Vanguard Total Bond Market 0.42 Mar 01 2024 0.42 -1.36 2.38 3.47 0.54 1.39 2.27
^BTC
USD Bitcoin 0.54 08:58AM, Mar 03 2024 -0.12 42.60 131.25 157.87 74.23 59.65 149.00
Returns over 1 year are annualized | Available data source: since Jan 2009
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Current inflation (annualized) is 1Y: 2.71% , 5Y: 4.10% , 10Y: 2.77%

In 2023, the Stocks/Bonds 60/40 with Bitcoin Portfolio granted a 2.31% dividend yield. If you are interested in getting periodic income, please refer to the Stocks/Bonds 60/40 with Bitcoin Portfolio: Dividend Yield page.

Capital Growth as of Feb 29, 2024

An investment of 1$, since March 2014, now would be worth 2.86$, with a total return of 186.04% (11.08% annualized).

The Inflation Adjusted Capital now would be 2.18$, with a net total return of 117.56% (8.08% annualized).
An investment of 1$, since January 2009, now would be worth 15.19$, with a total return of 1418.90% (19.65% annualized).

The Inflation Adjusted Capital now would be 10.37$, with a net total return of 936.83% (16.67% annualized).

Portfolio Metrics as of Feb 29, 2024

Metrics of Stocks/Bonds 60/40 with Bitcoin Portfolio, updated as of 29 February 2024.

Metrics are calculated based on monthly returns, assuming:
STOCKS/BONDS 60/40 WITH BITCOIN PORTFOLIO
Advanced Metrics
Data Source: 1 January 2009 - 29 February 2024 (~15 years)
Swipe left to see all data
Metrics as of Feb 29, 2024
1M 3M 6M 1Y 3Y 5Y 10Y MAX
(~15Y)
Investment Return (%) 3.46 9.25 11.70 21.22 5.36 10.63 11.08 19.65
Infl. Adjusted Return (%) details 3.46 8.67 10.44 18.02 -0.15 6.28 8.08 16.67
US Inflation (%) 0.00 0.54 1.14 2.71 5.52 4.10 2.77 2.55
Pending updates, the monthly inflation after Jan 2024 is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Deepest Drawdown Depth (%) -6.70 -21.45 -21.45 -21.45 -42.67
Start to Recovery (# months) details 4 26 26 26 28
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2011 07
Start to Bottom (# months) 3 9 9 9 5
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2011 11
Bottom to End (# months) 1 17 17 17 23
End (yyyy mm) 2023 11 2024 02 2024 02 2024 02 2013 10
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest
-22.56
Start to Recovery (# months) details 41
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2013 12
Start to Bottom (# months) 3 9 9 9 2
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2014 01
Bottom to End (# months) 1 17 17 17 39
End (yyyy mm) 2023 11 2024 02 2024 02 2024 02 2017 04
Longest negative period (# months) details 7 32 32 32 40
Period Start (yyyy mm) 2023 04 2021 03 2021 03 2021 03 2013 12
Period End (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2017 03
Annualized Return (%) -0.31 -0.21 -0.21 -0.21 -0.30
Deepest Drawdown Depth (%) -7.58 -26.36 -26.36 -26.36 -43.26
Start to Recovery (# months) details 5 28* 28* 28* 28
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) 2 17 17 17 23
End (yyyy mm) 2023 12 - - - 2013 10
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest
-22.95
Start to Recovery (# months) details 43
Start (yyyy mm) 2023 08 2021 11 2021 11 2021 11 2013 12
Start to Bottom (# months) 3 11 11 11 2
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2014 01
Bottom to End (# months) 2 17 17 17 41
End (yyyy mm) 2023 12 - - - 2017 06
Longest negative period (# months) details 7 36* 39 39 42
Period Start (yyyy mm) 2023 04 2021 03 2019 07 2019 07 2013 12
Period End (yyyy mm) 2023 10 2024 02 2022 09 2022 09 2017 05
Annualized Return (%) -3.51 -0.15 -0.01 -0.01 -0.32
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y MAX
Standard Deviation (%) 10.76 13.25 13.29 11.18 33.94
Sharpe Ratio 1.49 0.23 0.66 0.89 0.46
Sortino Ratio 2.14 0.31 0.90 1.22 1.15
Ulcer Index 2.45 10.05 8.06 5.92 13.51
Ratio: Return / Standard Deviation 1.97 0.40 0.80 0.99 0.58
Ratio: Return / Deepest Drawdown 3.17 0.25 0.50 0.52 0.46
% Positive Months details 66% 55% 61% 65% 66%
Positive Months 8 20 37 78 121
Negative Months 4 16 23 42 61
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Best 10 Years Return (%) - Annualized 11.08 26.33
Worst 10 Years Return (%) - Annualized 7.56
Best 10 Years Return (%) - Annualized 8.08 24.14
Worst 10 Years Return (%) - Annualized 4.65
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Over the latest 10Y
Best Rolling Return (%) - Annualized 43.70 20.14 19.03 11.08
Worst Rolling Return (%) - Annualized -17.90 4.59 6.32
% Positive Periods 83% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 84.64 31.03 22.67 14.79
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - 2.59 7.99
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 40.03 16.80 15.89 8.08
Worst Rolling Return (%) - Annualized -23.70 -0.98 2.42
% Positive Periods 79% 91% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 84.64 31.03 22.67 14.79
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - 2.59 7.99
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 2009 - Feb 2024)
Best Rolling Return (%) - Annualized 212.71 71.19 43.09 26.33
Worst Rolling Return (%) - Annualized -32.02 -2.31 5.93 7.56
% Positive Periods 86% 99% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 67.55 27.57 18.56 11.45
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - 2.59 4.18
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 208.90 67.58 40.20 24.14
Worst Rolling Return (%) - Annualized -33.13 -3.39 2.42 4.65
% Positive Periods 84% 94% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 67.55 27.57 18.56 11.45
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - 2.59 4.18
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • 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 initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

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 29 February 2024
Swipe left to see all data
Asset
VTI
BND
^BTC
VTI
-
0.69
0.27
BND
0.69
-
0.05
^BTC
0.27
0.05
-
Asset
VTI
BND
^BTC
VTI
-
0.52
0.45
BND
0.52
-
0.28
^BTC
0.45
0.28
-
Asset
VTI
BND
^BTC
VTI
-
0.38
0.34
BND
0.38
-
0.17
^BTC
0.34
0.17
-
Asset
VTI
BND
^BTC
VTI
-
0.27
0.15
BND
0.27
-
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 60/40 WITH BITCOIN PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 March 2014 - 29 February 2024 (10 Years)
Data Source: 1 January 2009 - 29 February 2024 (~15 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-21.45% Jan 2022 Sep 2022 9 Feb 2024 17 26 11.74
-12.82% Feb 2020 Mar 2020 2 Jul 2020 4 6 5.49
-8.81% Sep 2018 Dec 2018 4 Apr 2019 4 8 3.93
-5.38% Aug 2015 Sep 2015 2 Nov 2015 2 4 3.04
-4.11% Dec 2015 Jan 2016 2 Mar 2016 2 4 2.46
-4.00% Feb 2018 Mar 2018 2 Jul 2018 4 6 2.53
-3.35% Sep 2021 Sep 2021 1 Oct 2021 1 2 1.93
-2.88% Sep 2020 Oct 2020 2 Nov 2020 1 3 1.86
-1.81% Sep 2014 Sep 2014 1 Oct 2014 1 2 1.04
-1.79% May 2019 May 2019 1 Jun 2019 1 2 1.03
-1.39% Jul 2014 Jul 2014 1 Aug 2014 1 2 0.80
-1.38% Dec 2014 Jan 2015 2 Feb 2015 1 3 0.69
-1.27% Jun 2015 Jun 2015 1 Jul 2015 1 2 0.74
-1.27% Oct 2016 Oct 2016 1 Nov 2016 1 2 0.73
-1.09% Nov 2021 Nov 2021 1 Dec 2021 1 2 0.63
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 53 2.3 Months 43.80%
 
DD = 0% 43.80%
 
0% < DD <= -5% 41 3.0 Months 33.88%
 
DD <= -5% 77.69%
 
-5% < DD <= -10% 10 12.1 Months 8.26%
 
DD <= -10% 85.95%
 
-10% < DD <= -15% 11 11.0 Months 9.09%
 
DD <= -15% 95.04%
 
-15% < DD <= -20% 5 24.2 Months 4.13%
 
DD <= -20% 99.17%
 
-20% < DD <= -25% 1 121.0 Months 0.83%
 
DD <= -25% 100.00%
 
-25% < DD <= -30% 0 - 0.00%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-26.36% Nov 2021 Sep 2022 11 in progress 17 28 16.81
-12.57% Feb 2020 Mar 2020 2 Jun 2020 3 5 5.67
-9.21% Sep 2018 Dec 2018 4 Apr 2019 4 8 4.22
-5.80% Mar 2015 Sep 2015 7 Apr 2016 7 14 2.61
-4.28% Feb 2018 Mar 2018 2 Aug 2018 5 7 2.76
-3.74% Sep 2021 Sep 2021 1 Oct 2021 1 2 2.16
-3.21% Sep 2020 Oct 2020 2 Nov 2020 1 3 2.06
-1.90% Aug 2016 Oct 2016 3 Dec 2016 2 5 0.82
-1.81% May 2019 May 2019 1 Jun 2019 1 2 1.05
-1.81% Sep 2014 Sep 2014 1 Oct 2014 1 2 1.05
-1.59% May 2021 May 2021 1 Jul 2021 2 3 0.87
-1.50% Jul 2014 Jul 2014 1 Aug 2014 1 2 0.87
-0.58% Jan 2015 Jan 2015 1 Feb 2015 1 2 0.33
-0.55% Aug 2019 Aug 2019 1 Oct 2019 2 3 0.37
-0.45% Jan 2021 Jan 2021 1 Feb 2021 1 2 0.26
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 43 2.8 Months 35.54%
 
DD = 0% 35.54%
 
0% < DD <= -5% 48 2.5 Months 39.67%
 
DD <= -5% 75.21%
 
-5% < DD <= -10% 7 17.3 Months 5.79%
 
DD <= -10% 80.99%
 
-10% < DD <= -15% 5 24.2 Months 4.13%
 
DD <= -15% 85.12%
 
-15% < DD <= -20% 10 12.1 Months 8.26%
 
DD <= -20% 93.39%
 
-20% < DD <= -25% 7 17.3 Months 5.79%
 
DD <= -25% 99.17%
 
-25% < DD <= -30% 1 121.0 Months 0.83%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-42.67% Jul 2011 Nov 2011 5 Oct 2013 23 28 26.48
-22.56% Dec 2013 Jan 2014 2 Apr 2017 39 41 14.30
-21.45% Jan 2022 Sep 2022 9 Feb 2024 17 26 11.74
-12.82% Feb 2020 Mar 2020 2 Jul 2020 4 6 5.49
-11.49% Jan 2009 Feb 2009 2 May 2009 3 5 5.97
-8.81% Sep 2018 Dec 2018 4 Apr 2019 4 8 3.93
-7.03% May 2010 Jun 2010 2 Oct 2010 4 6 3.83
-4.00% Feb 2018 Mar 2018 2 Jul 2018 4 6 2.53
-3.35% Sep 2021 Sep 2021 1 Oct 2021 1 2 1.93
-2.88% Sep 2020 Oct 2020 2 Nov 2020 1 3 1.86
-1.79% May 2019 May 2019 1 Jun 2019 1 2 1.03
-1.60% Jan 2010 Jan 2010 1 Feb 2010 1 2 0.93
-1.56% Oct 2009 Oct 2009 1 Nov 2009 1 2 0.90
-1.09% Nov 2021 Nov 2021 1 Dec 2021 1 2 0.63
-0.96% May 2021 May 2021 1 Jun 2021 1 2 0.56
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 53 3.5 Months 28.96%
 
DD = 0% 28.96%
 
0% < DD <= -5% 36 5.1 Months 19.67%
 
DD <= -5% 48.63%
 
-5% < DD <= -10% 25 7.3 Months 13.66%
 
DD <= -10% 62.30%
 
-10% < DD <= -15% 27 6.8 Months 14.75%
 
DD <= -15% 77.05%
 
-15% < DD <= -20% 17 10.8 Months 9.29%
 
DD <= -20% 86.34%
 
-20% < DD <= -25% 8 22.9 Months 4.37%
 
DD <= -25% 90.71%
 
-25% < DD <= -30% 6 30.5 Months 3.28%
 
DD <= -30% 93.99%
 
-30% < DD <= -35% 7 26.1 Months 3.83%
 
DD <= -35% 97.81%
 
-35% < DD <= -40% 2 91.5 Months 1.09%
 
DD <= -40% 98.91%
 
-40% < DD <= -45% 2 91.5 Months 1.09%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-43.26% Jul 2011 Nov 2011 5 Oct 2013 23 28 27.74
-26.36% Nov 2021 Sep 2022 11 in progress 17 28 16.81
-22.95% Dec 2013 Jan 2014 2 Jun 2017 41 43 15.10
-12.57% Feb 2020 Mar 2020 2 Jun 2020 3 5 5.67
-12.04% Jan 2009 Feb 2009 2 May 2009 3 5 6.30
-9.21% Sep 2018 Dec 2018 4 Apr 2019 4 8 4.22
-6.94% May 2010 Jun 2010 2 Oct 2010 4 6 3.86
-4.28% Feb 2018 Mar 2018 2 Aug 2018 5 7 2.76
-3.74% Sep 2021 Sep 2021 1 Oct 2021 1 2 2.16
-3.21% Sep 2020 Oct 2020 2 Nov 2020 1 3 2.06
-1.85% Oct 2009 Oct 2009 1 Nov 2009 1 2 1.07
-1.81% May 2019 May 2019 1 Jun 2019 1 2 1.05
-1.67% Jan 2010 Jan 2010 1 Feb 2010 1 2 0.96
-1.59% May 2021 May 2021 1 Jul 2021 2 3 0.87
-0.79% Mar 2011 Mar 2011 1 Apr 2011 1 2 0.46
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 45 4.1 Months 24.59%
 
DD = 0% 24.59%
 
0% < DD <= -5% 39 4.7 Months 21.31%
 
DD <= -5% 45.90%
 
-5% < DD <= -10% 17 10.8 Months 9.29%
 
DD <= -10% 55.19%
 
-10% < DD <= -15% 22 8.3 Months 12.02%
 
DD <= -15% 67.21%
 
-15% < DD <= -20% 28 6.5 Months 15.30%
 
DD <= -20% 82.51%
 
-20% < DD <= -25% 12 15.3 Months 6.56%
 
DD <= -25% 89.07%
 
-25% < DD <= -30% 7 26.1 Months 3.83%
 
DD <= -30% 92.90%
 
-30% < DD <= -35% 7 26.1 Months 3.83%
 
DD <= -35% 96.72%
 
-35% < DD <= -40% 4 45.8 Months 2.19%
 
DD <= -40% 98.91%
 
-40% < DD <= -45% 2 91.5 Months 1.09%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 

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 60/40 WITH BITCOIN PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 2014 - 29 February 2024 (10 Years)
Data Source: 1 January 2009 - 29 February 2024 (~15 years)
Inflation Adjusted:
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 -17.90 01/2022
12/2022
0.82$ -0.79 0.99$ 10.47 1.10$ 26.72 1.26$ 43.70 04/2020
03/2021
1.43$ 21.22 16.51%
2Y -6.18 11/2021
10/2023
0.88$ 1.86 1.03$ 10.58 1.22$ 20.06 1.44$ 27.71 02/2016
01/2018
1.63$ 4.85 12.37%
3Y 4.59 01/2021
12/2023
1.14$ 6.78 1.21$ 14.45 1.49$ 17.26 1.61$ 20.14 01/2019
12/2021
1.73$ 5.36 0.00%
5Y 6.32 01/2018
12/2022
1.35$ 8.18 1.48$ 12.64 1.81$ 17.88 2.27$ 19.03 11/2016
10/2021
2.38$ 10.63 0.00%
7Y 11.06 11/2015
10/2022
2.08$ 11.30 2.11$ 12.22 2.24$ 14.22 2.53$ 14.77 11/2014
10/2021
2.62$ 12.50 0.00%
10Y 11.08 03/2014
02/2024
2.86$ 11.08 2.86$ 11.08 2.86$ 11.08 2.86$ 11.08 03/2014
02/2024
2.86$ 11.08 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 -23.70 11/2021
10/2022
0.76$ -3.66 0.96$ 8.53 1.08$ 22.70 1.22$ 40.03 04/2020
03/2021
1.40$ 18.02 20.18%
2Y -11.05 11/2021
10/2023
0.79$ -4.79 0.90$ 8.66 1.18$ 17.10 1.37$ 24.80 02/2016
01/2018
1.55$ 0.51 19.59%
3Y -0.98 12/2020
11/2023
0.97$ 1.67 1.05$ 11.95 1.40$ 14.78 1.51$ 16.80 10/2015
09/2018
1.59$ -0.15 8.24%
5Y 2.42 01/2018
12/2022
1.12$ 4.15 1.22$ 10.75 1.66$ 14.98 2.00$ 15.89 05/2016
04/2021
2.08$ 6.28 0.00%
7Y 7.43 10/2016
09/2023
1.65$ 7.92 1.70$ 8.74 1.79$ 11.93 2.20$ 12.57 05/2014
04/2021
2.29$ 8.74 0.00%
10Y 8.08 03/2014
02/2024
2.17$ 8.08 2.17$ 8.08 2.17$ 8.08 2.17$ 8.08 03/2014
02/2024
2.17$ 8.08 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 -32.02 07/2011
06/2012
0.67$ 1.05 1.01$ 15.03 1.15$ 34.49 1.34$ 212.71 12/2012
11/2013
3.12$ 21.22 13.45%
2Y -6.86 12/2013
11/2015
0.86$ 4.16 1.08$ 18.73 1.40$ 42.23 2.02$ 98.23 12/2011
11/2013
3.92$ 4.85 9.43%
3Y -2.31 12/2013
11/2016
0.93$ 7.83 1.25$ 17.18 1.60$ 36.68 2.55$ 71.19 12/2010
11/2013
5.01$ 5.36 0.68%
5Y 5.93 12/2013
11/2018
1.33$ 10.14 1.62$ 18.26 2.31$ 36.16 4.67$ 43.09 03/2009
02/2014
5.99$ 10.63 0.00%
7Y 8.83 12/2013
11/2020
1.80$ 12.10 2.22$ 22.34 4.10$ 28.42 5.75$ 30.26 12/2010
11/2017
6.36$ 12.50 0.00%
10Y 7.56 12/2013
11/2023
2.07$ 16.93 4.77$ 22.50 7.61$ 24.71 9.09$ 26.33 03/2009
02/2019
10.35$ 11.08 0.00%
15Y 19.57 01/2009
12/2023
14.59$ 19.57 14.59$ 20.07 15.54$ 20.87 17.16$ 20.87 03/2009
02/2024
17.16$ 20.87 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 -33.13 07/2011
06/2012
0.66$ -1.45 0.98$ 13.05 1.13$ 30.79 1.30$ 208.90 12/2012
11/2013
3.08$ 18.02 15.79%
2Y -11.05 11/2021
10/2023
0.79$ 1.07 1.02$ 16.00 1.34$ 40.85 1.98$ 95.28 12/2011
11/2013
3.81$ 0.51 13.84%
3Y -3.39 12/2013
11/2016
0.90$ 5.65 1.17$ 14.77 1.51$ 34.77 2.44$ 67.58 12/2010
11/2013
4.70$ -0.15 5.44%
5Y 2.42 01/2018
12/2022
1.12$ 6.28 1.35$ 15.60 2.06$ 33.87 4.30$ 40.20 03/2009
02/2014
5.41$ 6.28 0.00%
7Y 7.16 12/2013
11/2020
1.62$ 8.38 1.75$ 20.60 3.70$ 26.37 5.14$ 28.18 03/2009
02/2016
5.68$ 8.74 0.00%
10Y 4.65 12/2013
11/2023
1.57$ 14.16 3.76$ 20.25 6.32$ 22.59 7.66$ 24.14 03/2009
02/2019
8.69$ 8.08 0.00%
15Y 16.59 01/2009
12/2023
9.99$ 16.59 9.99$ 17.07 10.63$ 17.88 11.78$ 17.88 03/2009
02/2024
11.78$ 17.88 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 60/40 with Bitcoin Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Stocks/Bonds 60/40 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
0.63
60%
-0.57
40%
-0.11
80%
1.76
80%
0.02
20%
1.45
80%
3.09
100%
0.02
40%
-3.27
20%
1.88
60%
4.23
80%
1.89
80%
Best 6.2
2023
3.5
2024
3.3
2023
8.9
2020
3.4
2020
5.8
2019
6.5
2022
3.8
2020
0.2
2019
5.3
2021
8.7
2020
5.2
2020
Worst -4.7
2022
-4.2
2020
-9.0
2020
-7.3
2022
-1.8
2019
-6.1
2022
0.5
2019
-3.5
2022
-7.1
2022
-1.3
2023
-1.1
2021
-3.8
2022
Monthly Seasonality over the period Feb 2009 - Feb 2024
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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
0.73
60%
0.36
60%
0.15
50%
1.17
90%
0.84
60%
1.05
80%
2.19
90%
0.48
50%
-1.89
30%
1.49
60%
3.57
90%
1.04
60%
Best 6.2
2023
3.5
2024
4.3
2016
8.9
2020
3.4
2020
5.8
2019
6.5
2022
4.1
2017
0.4
2017
5.3
2021
9.3
2017
5.2
2020
Worst -4.7
2022
-4.2
2020
-9.0
2020
-7.3
2022
-1.8
2019
-6.1
2022
-1.4
2014
-4.1
2015
-7.1
2022
-5.0
2018
-1.1
2021
-4.9
2018
Monthly Seasonality over the period Feb 2009 - Feb 2024
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
0.59
56%
0.70
69%
1.48
60%
3.07
93%
2.06
53%
2.38
73%
1.92
87%
-0.67
53%
-1.45
47%
1.67
53%
10.08
87%
0.49
67%
Best 6.2
2023
4.5
2011
10.6
2013
19.1
2011
27.2
2011
29.4
2011
6.5
2022
4.1
2017
5.3
2010
11.9
2013
112.1
2013
10.6
2011
Worst -5.6
2009
-6.3
2009
-9.0
2020
-7.3
2022
-4.3
2010
-6.1
2022
-9.1
2011
-19.6
2011
-16.0
2011
-5.0
2011
-1.7
2011
-21.8
2013
Monthly Seasonality over the period Feb 2009 - Feb 2024

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Stocks/Bonds 60/40 with Bitcoin Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

STOCKS/BONDS 60/40 WITH BITCOIN PORTFOLIO
Monthly Returns Distribution
Data Source: 1 March 2014 - 29 February 2024 (10 Years)
Data Source: 1 January 2009 - 29 February 2024 (~15 years)
78 Positive Months (65%) - 42 Negative Months (35%)
121 Positive Months (66%) - 61 Negative Months (34%)
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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 Author Return Dev.Std Drawdown Stocks Bonds Comm
Cape US Sector Value Robert Shiller +14.01 15.76 -21.00 100 0 0
Stocks/Bonds 60/40 with Bitcoin +11.08 11.18 -21.45 59 39 2

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

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5 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 60/40 2x Leveraged +11.97 23.45 -39.53 60 40 0
Stocks/Bonds 60/40 with Bitcoin +10.63 13.29 -21.45 59 39 2
Stocks/Bonds 60/40 ESG +9.30 12.65 -22.44 60 40 0
Stocks/Bonds 60/40 +8.67 12.59 -20.69 60 40 0
Stocks/Bonds 60/40 Momentum +7.54 12.62 -24.21 60 40 0

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

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10 Years Stats (%)
% Allocation
Portfolio Author Return Dev.Std Drawdown Stocks Bonds Comm
Simple Path to Wealth JL Collins +9.41 12.09 -22.24 75 25 0
Stocks/Bonds 60/40 Momentum +8.28 10.33 -24.21 60 40 0
Shield Strategy Aim Ways +7.87 8.92 -19.36 42 38 20
Stocks/Bonds 60/40 +7.85 10.15 -20.69 60 40 0
Edge Select Moderately Aggressive Merrill Lynch +7.43 11.12 -22.31 69 31 0
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