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

Data Source: from January 2009 to April 2024 (~15 years)
Consolidated Returns as of 30 April 2024
Live Update: May 23 2024, 12:00PM Eastern Time Currency: USD
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.08%
1 Day
May 23 2024, 12:00PM Eastern Time
4.26%
Current Month
May 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 10.88% compound annual return, with a 11.29% 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
(%)
Investment Themes (Orig.Currency) ETF
Ticker
ETF
Currency
ETF Name
59.00 Equity, U.S., Large Cap (USD)
VTI
USD Vanguard Total Stock Market
39.00 Bond, U.S., All-Term (USD)
BND
USD Vanguard Total Bond Market
2.00 Commodities (USD)
^BTC
USD Bitcoin

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 Apr 30, 2024

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

Returns are calculated in USD, assuming: May 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 30 April 2024
Live Update: May 23 2024, 12:00PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Apr 30, 2024
  1 Day Time ET(*) May 2024 1M 6M 1Y 5Y 10Y MAX
(~15Y)
Stocks/Bonds 60/40 with Bitcoin Portfolio -0.08 4.26 -3.95 15.76 14.48 9.26 10.88 19.29
US Inflation Adjusted return -4.25 13.66 10.76 4.88 7.80 16.27
Components
VTI
USD Vanguard Total Stock Market 0.13 12:00PM, May 23 2024 5.61 -4.34 20.73 21.94 12.27 11.72 13.89
BND
USD Vanguard Total Bond Market -0.32 11:59AM, May 23 2024 1.58 -2.41 4.92 -1.40 -0.16 1.16 2.13
^BTC
USD Bitcoin -1.55 11:59AM, May 23 2024 16.81 -14.53 71.50 100.69 62.55 63.27 146.24
Returns over 1 year are annualized | Available data source: since Jan 2009
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Apr 2024. Current inflation (annualized) is 1Y: 3.36% , 5Y: 4.18% , 10Y: 2.85%

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 Apr 30, 2024

An investment of 1$, since May 2014, now would be worth 2.81$, with a total return of 180.79% (10.88% annualized).

The Inflation Adjusted Capital now would be 2.12$, with a net total return of 111.99% (7.80% annualized).
An investment of 1$, since January 2009, now would be worth 14.95$, with a total return of 1394.88% (19.29% annualized).

The Inflation Adjusted Capital now would be 10.09$, with a net total return of 908.96% (16.27% annualized).

Portfolio Metrics as of Apr 30, 2024

Metrics of Stocks/Bonds 60/40 with Bitcoin Portfolio, updated as of 30 April 2024.

Metrics are calculated based on monthly returns, assuming:
STOCKS/BONDS 60/40 WITH BITCOIN PORTFOLIO
Advanced Metrics
Data Source: 1 January 2009 - 30 April 2024 (~15 years)
Swipe left to see all data
Metrics as of Apr 30, 2024
1M 3M 6M 1Y 3Y 5Y 10Y MAX
(~15Y)
Investment Return (%) -3.95 1.83 15.76 14.48 2.80 9.26 10.88 19.29
Infl. Adjusted Return (%) details -4.25 0.68 13.66 10.76 -2.55 4.88 7.80 16.27
US Inflation (%) 0.31 1.14 1.85 3.36 5.50 4.18 2.85 2.60
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 6 30 32 32 40
Period Start (yyyy mm) 2023 05 2021 05 2021 03 2021 03 2013 12
Period End (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2017 03
Annualized Return (%) -2.20 -2.50 -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 30* 30* 30* 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 19 19 19 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 19 19 19 41
End (yyyy mm) 2023 12 - - - 2017 06
Longest negative period (# months) details 6 36* 40* 40* 42
Period Start (yyyy mm) 2023 05 2021 05 2021 01 2021 01 2013 12
Period End (yyyy mm) 2023 10 2024 04 2024 04 2024 04 2017 05
Annualized Return (%) -5.04 -2.55 -0.59 -0.59 -0.32
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y MAX
Standard Deviation (%) 11.93 13.38 13.44 11.29 33.78
Sharpe Ratio 0.77 0.01 0.55 0.85 0.45
Sortino Ratio 1.11 0.02 0.74 1.17 1.12
Ulcer Index 2.68 10.07 8.08 5.93 13.44
Ratio: Return / Standard Deviation 1.21 0.21 0.69 0.96 0.57
Ratio: Return / Deepest Drawdown 2.16 0.13 0.43 0.51 0.45
% Positive Months details 58% 52% 60% 65% 66%
Positive Months 7 19 36 78 122
Negative Months 5 17 24 42 62
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Best 10 Years Return (%) - Annualized 10.88 26.33
Worst 10 Years Return (%) - Annualized 7.56
Best 10 Years Return (%) - Annualized 7.80 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 10.88
Worst Rolling Return (%) - Annualized -17.90 2.80 6.32
% Positive Periods 83% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 84.64 29.67 22.67 15.01
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - 2.59 7.93
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 40.03 16.80 15.89 7.80
Worst Rolling Return (%) - Annualized -23.70 -2.55 2.42
% Positive Periods 79% 89% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 84.64 29.67 22.67 15.01
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - 2.59 7.93
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 2009 - Apr 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% 93% 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 30 April 2024
Swipe left to see all data

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 May 2014 - 30 April 2024 (10 Years)
Data Source: 1 January 2009 - 30 April 2024 (~15 years)
Inflation Adjusted:
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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 May 2014 - 30 April 2024 (10 Years)
Data Source: 1 January 2009 - 30 April 2024 (~15 years)
Inflation Adjusted:

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.
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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 May 2014 - 30 April 2024 (10 Years)
Data Source: 1 January 2009 - 30 April 2024 (~15 years)
78 Positive Months (65%) - 42 Negative Months (35%)
122 Positive Months (66%) - 62 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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In the following table, you can compare the current portfolio with a list of famous portfolios. Metrics are calculated over the last 10 Years.

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

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