Stocks/Bonds 60/40 with Bitcoin vs Stocks/Bonds 60/40 Momentum Portfolio Comparison

Last Update: 31 May 2023

The Stocks/Bonds 60/40 with Bitcoin Portfolio obtained a 16.93% compound annual return, with a 37.56% standard deviation, in the last 10 Years.

The Stocks/Bonds 60/40 Momentum Portfolio obtained a 7.58% compound annual return, with a 9.94% standard deviation, in the last 10 Years.

Summary

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Stocks/Bonds 60/40 with Bitcoin Portfolio Stocks/Bonds 60/40 Momentum Portfolio
Risk High High
Asset Allocation Stocks 59% 60%
Fixed Income 39% 40%
Commodities 2% 0%
10 Years Stats Return +16.93% +7.58%
Std Dev 37.56% 9.94%
Max Drawdown -22.56% -24.21%

Last Update: 31 May 2023

Historical Returns as of May 31, 2023

Comparison period starts from January 2009

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1M 6M 1Y 5Y(*) 10Y(*) MAX(*)
Stocks/Bonds 60/40 with Bitcoin Portfolio -0.43 +3.31 +0.75 +7.87 +16.93 +19.47
Stocks/Bonds 60/40 Momentum Portfolio -3.31 -5.57 -4.10 +3.87 +7.58 +8.83
(*) Returns over 1 year are annualized

Capital Growth as of May 31, 2023

Stocks/Bonds 60/40 with Bitcoin Portfolio: an investment of 1000$, since June 2013, now would be worth 4779.74$, with a total return of 377.97% (16.93% annualized).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1000$, since June 2013, now would be worth 2075.61$, with a total return of 107.56% (7.58% annualized).

Stocks/Bonds 60/40 with Bitcoin Portfolio: an investment of 1000$, since January 2009, now would be worth 13001.70$, with a total return of 1200.17% (19.47% annualized).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1000$, since January 2009, now would be worth 3385.25$, with a total return of 238.52% (8.83% annualized).

Drawdowns

Drawdown comparison chart since May 2013.

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Stocks/Bonds 60/40 with Bitcoin Portfolio
Stocks/Bonds 60/40 Momentum Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-24.21% Nov 2021 Sep 2022
-22.56% Dec 2013 Jan 2014
-21.45% Jan 2022 Sep 2022
-12.82% Feb 2020 Mar 2020
-10.73% Feb 2020 Mar 2020
-9.29% Oct 2018 Dec 2018
-8.81% Sep 2018 Dec 2018
-5.20% Sep 2020 Oct 2020
-4.96% Jun 2013 Jun 2013
-4.61% Aug 2015 Sep 2015
-4.00% Feb 2018 Mar 2018
-3.57% Aug 2016 Nov 2016
-3.35% Sep 2021 Sep 2021
-3.18% Feb 2018 Apr 2018
-2.88% Sep 2020 Oct 2020
-2.56% Sep 2021 Sep 2021
-2.40% Mar 2014 Apr 2014
-2.18% Feb 2021 Mar 2021
-2.13% Aug 2013 Aug 2013
-1.79% May 2019 May 2019

Drawdown comparison chart since January 2009.

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Stocks/Bonds 60/40 with Bitcoin Portfolio
Stocks/Bonds 60/40 Momentum Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-42.67% Jul 2011 Nov 2011
-24.21% Nov 2021 Sep 2022
-22.56% Dec 2013 Jan 2014
-21.45% Jan 2022 Sep 2022
-12.82% Feb 2020 Mar 2020
-12.79% Jan 2009 Feb 2009
-11.49% Jan 2009 Feb 2009
-10.73% Feb 2020 Mar 2020
-9.29% Oct 2018 Dec 2018
-8.81% Sep 2018 Dec 2018
-7.14% May 2011 Sep 2011
-7.03% May 2010 Jun 2010
-6.43% May 2010 Jun 2010
-5.20% Sep 2020 Oct 2020
-4.61% Aug 2015 Sep 2015
-4.00% Feb 2018 Mar 2018
-3.57% Aug 2016 Nov 2016
-3.51% Apr 2012 May 2012
-3.35% Sep 2021 Sep 2021
-3.18% Feb 2018 Apr 2018

Yearly Returns

Yearly return comparison. Common historical serie start from January 2009.

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Year Stocks/Bonds 60/40 with Bitcoin Portfolio Stocks/Bonds 60/40 Momentum Portfolio
2023
 +7.40% -2.99%
2022
 -17.90% -16.20%
2021
 +15.60% +7.27%
2020
 +21.52% +20.99%
2019
 +23.43% +19.89%
2018
 -4.56% -1.04%
2017
 +39.33% +23.93%
2016
 +11.03% +4.01%
2015
 +1.17% +5.58%
2014
 +8.50% +11.10%
2013
 +142.67% +19.91%
2012
 +14.56% +10.22%
2011
 +33.12% +6.73%
2010
 +19.66% +13.29%
2009
 +18.47% +11.92%