Data Source: from January 2009 to November 2023 (~15 years)
Consolidated Returns as of 30 November 2023
Live Update: Dec 02 2023, 09:58AM Eastern Time
Consolidated Returns as of 30 November 2023
Live Update: Dec 02 2023, 09:58AM Eastern Time
Category: Commodities
Commodity: Bitcoin (^BTC)
COMMODITY • LIVE PERFORMANCE (USD currency)
0.25%
1 Day
Dec 02 2023, 09:58AM Eastern Time
0.25%
Current Month
December 2023
In the last 10 Years, the Bitcoin (^BTC) Commodity obtained a 41.81% compound annual return, with a 78.41% standard deviation.
Table of contents
The Bitcoin (^BTC) Commodity is part of the following Lazy Portfolios:
| Portfolio Name | Author | ^BTC Weight▾ |
|---|---|---|
| Stocks/Bonds 60/40 with Bitcoin | 2.00% | |
| Stocks/Bonds 40/60 with Bitcoin | 2.00% | |
| All Weather Portfolio with Bitcoin | Ray Dalio | 2.00% |
| Permanent Portfolio with Bitcoin | Harry Browne | 2.00% |
| Golden Butterfly with Bitcoin | 2.00% | |
| Desert Portfolio with Bitcoin | Gyroscopic Investing | 2.00% |
Investment Returns as of Nov 30, 2023
The Bitcoin (^BTC) Commodity guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
BITCOIN (^BTC) COMMODITY
Consolidated returns as of 30 November 2023
Live Update: Dec 02 2023, 09:58AM 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) |
|||
| Bitcoin (^BTC) Commodity | 0.25 | 0.25 | 8.76 | 37.81 | 118.03 | 57.23 | 41.81 | 144.93 | |||
| US Inflation Adjusted return | 8.76 | 36.22 | 110.98 | 51.08 | 37.92 | 138.75 | |||||
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
Capital Growth as of Nov 30, 2023
An investment of 1$, since December 2013,
now would be worth 32.88$, with a total return of 3187.99% (41.81% annualized).
The Inflation Adjusted Capital now would be 24.91$, with a net total return of 2390.74% (37.92% annualized).
The Inflation Adjusted Capital now would be 24.91$, with a net total return of 2390.74% (37.92% annualized).
An investment of 1$, since January 2009,
now would be worth 635530.85$, with a total return of 63552985.10% (144.93% annualized).
The Inflation Adjusted Capital now would be 434250.81$, with a net total return of 43424980.60% (138.75% annualized).
The Inflation Adjusted Capital now would be 434250.81$, with a net total return of 43424980.60% (138.75% annualized).
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Investment Metrics as of Nov 30, 2023
Metrics of Bitcoin (^BTC) Commodity, updated as of 30 November 2023.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
BITCOIN (^BTC) COMMODITY
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 (%) | 8.76 | 43.95 | 37.81 | 118.03 | 25.13 | 57.23 | 41.81 | 144.93 |
| Infl. Adjusted Return (%) details | 8.76 | 43.64 | 36.22 | 110.98 | 18.34 | 51.08 | 37.92 | 138.75 |
| 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 (%) | -14.71 | -72.55 | -72.55 | -80.43 | -81.56 | |||
| Start to Recovery (# months) details | 4 | 25* | 25* | 39 | 19 | |||
| Start (yyyy mm) | 2023 07 | 2021 11 | 2021 11 | 2013 12 | 2011 07 | |||
| Start to Bottom (# months) | 2 | 14 | 14 | 17 | 5 | |||
| Bottom (yyyy mm) | 2023 08 | 2022 12 | 2022 12 | 2015 04 | 2011 11 | |||
| Bottom to End (# months) | 2 | 11 | 11 | 22 | 14 | |||
| End (yyyy mm) | 2023 10 | - | - | 2017 02 | 2013 01 | |||
| Longest Drawdown Depth (%) |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
-80.43 | |||
| Start to Recovery (# months) details | 39 | |||||||
| Start (yyyy mm) | 2023 07 | 2021 11 | 2021 11 | 2013 12 | 2013 12 | |||
| Start to Bottom (# months) | 2 | 14 | 14 | 17 | 17 | |||
| Bottom (yyyy mm) | 2023 08 | 2022 12 | 2022 12 | 2015 04 | 2015 04 | |||
| Bottom to End (# months) | 2 | 11 | 11 | 22 | 22 | |||
| End (yyyy mm) | 2023 10 | - | - | 2017 02 | 2017 02 | |||
| Longest negative period (# months) details | 6 | 33 | 33 | 40 | 40 | |||
| Period Start (yyyy mm) | 2023 04 | 2021 01 | 2021 01 | 2013 12 | 2013 12 | |||
| Period End (yyyy mm) | 2023 09 | 2023 09 | 2023 09 | 2017 03 | 2017 03 | |||
| Annualized Return (%) | -12.64 | -2.38 | -2.38 | -2.85 | -2.85 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||
| Deepest Drawdown Depth (%) | -15.24 | -74.42 | -74.42 | -80.76 | -81.60 | |||
| Start to Recovery (# months) details | 4 | 25* | 25* | 41 | 19 | |||
| Start (yyyy mm) | 2023 07 | 2021 11 | 2021 11 | 2013 12 | 2011 07 | |||
| Start to Bottom (# months) | 2 | 14 | 14 | 21 | 5 | |||
| Bottom (yyyy mm) | 2023 08 | 2022 12 | 2022 12 | 2015 08 | 2011 11 | |||
| Bottom to End (# months) | 2 | 11 | 11 | 20 | 14 | |||
| End (yyyy mm) | 2023 10 | - | - | 2017 04 | 2013 01 | |||
| Longest Drawdown Depth (%) |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
-80.76 | |||
| Start to Recovery (# months) details | 41 | |||||||
| Start (yyyy mm) | 2023 07 | 2021 11 | 2021 11 | 2013 12 | 2013 12 | |||
| Start to Bottom (# months) | 2 | 14 | 14 | 21 | 21 | |||
| Bottom (yyyy mm) | 2023 08 | 2022 12 | 2022 12 | 2015 08 | 2015 08 | |||
| Bottom to End (# months) | 2 | 11 | 11 | 20 | 20 | |||
| End (yyyy mm) | 2023 10 | - | - | 2017 04 | 2017 04 | |||
| Longest negative period (# months) details | 6 | 34* | 34* | 40 | 40 | |||
| Period Start (yyyy mm) | 2023 04 | 2021 02 | 2021 02 | 2013 12 | 2013 12 | |||
| Period End (yyyy mm) | 2023 09 | 2023 11 | 2023 11 | 2017 03 | 2017 03 | |||
| Annualized Return (%) | -15.99 | -0.86 | -0.86 | -4.15 | -4.15 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | MAX | |||
| Standard Deviation (%) | 50.88 | 71.63 | 72.64 | 78.41 | 188.75 | |||
| Sharpe Ratio | 2.22 | 0.32 | 0.76 | 0.52 | 0.75 | |||
| Sortino Ratio | 3.71 | 0.48 | 1.16 | 0.80 | 2.08 | |||
| Ulcer Index | 5.85 | 45.10 | 36.65 | 48.19 | 43.52 | |||
| Ratio: Return / Standard Deviation | 2.32 | 0.35 | 0.79 | 0.53 | 0.77 | |||
| Ratio: Return / Deepest Drawdown | 8.03 | 0.35 | 0.79 | 0.52 | 1.78 | |||
| % Positive Months details | 66% | 52% | 53% | 53% | 63% | |||
| Positive Months | 8 | 19 | 32 | 64 | 113 | |||
| Negative Months | 4 | 17 | 28 | 56 | 66 | |||
|
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 41.81 | 238.15 | ||||||
| Worst 10 Years Return (%) - Annualized | 41.81 | |||||||
| Best 10 Years Return (%) - Annualized | 37.92 | 232.30 | ||||||
| Worst 10 Years Return (%) - Annualized | 37.92 | |||||||
|
ROLLING PERIOD RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | MAX | |||
| Over the latest 10Y | ||||||||
| Best Rolling Return (%) - Annualized | 1340.96 | 252.20 | 169.32 | 41.81 | ||||
| Worst Rolling Return (%) - Annualized | -73.03 | -14.12 | 5.22 | |||||
| % Positive Periods | 66% | 98% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 1309.91 | 245.36 | 163.65 | 37.92 | ||||
| Worst Rolling Return (%) - Annualized | -73.01 | -15.11 | 1.39 | |||||
| % Positive Periods | 66% | 98% | 100% | 100% | ||||
| Over all the available data source (Jan 2009 - Nov 2023) | ||||||||
| Best Rolling Return (%) - Annualized | 23946.19 | 1738.60 | 575.68 | 238.15 | ||||
| Worst Rolling Return (%) - Annualized | -73.03 | -14.12 | 5.22 | 41.81 | ||||
| % Positive Periods | 76% | 99% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 23119.84 | 1700.29 | 561.98 | 232.30 | ||||
| Worst Rolling Return (%) - Annualized | -73.01 | -15.11 | 1.39 | 37.92 | ||||
| % Positive Periods | 70% | 99% | 100% | 100% | ||||
|
WITHDRAWAL RATES (WR)
|
1Y | 3Y | 5Y | 10Y | MAX | |||
| Safe WR (%) | 41.25 | 46.58 | 9.91 | 80.18 | ||||
| Perpetual WR (%) | 15.49 | 33.81 | 27.50 | 58.12 | ||||
- 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!
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Correlations as of Nov 30, 2023
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.
Monthly correlations of Bitcoin (^BTC) Commodity vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).
BITCOIN (^BTC) COMMODITY
Monthly correlations as of 30 November 2023
Swipe left to see all data
| Correlation vs ^BTC | |||||
|---|---|---|---|---|---|
| Asset Class | 1 Year | 5 Years | 10 Years | Since Jan 2009 |
|
|
VTI
|
US Total Stock Market |
0.39
|
0.43
|
0.30
|
0.15
|
|
SPY
|
US Large Cap |
0.41
|
0.41
|
0.30
|
0.15
|
|
IJR
|
US Small Cap |
0.29
|
0.40
|
0.22
|
0.13
|
|
VNQ
|
US REITs |
0.44
|
0.41
|
0.23
|
0.07
|
|
QQQ
|
US Technology |
0.42
|
0.40
|
0.30
|
0.14
|
|
PFF
|
Preferred Stocks |
0.34
|
0.40
|
0.27
|
0.05
|
|
EFA
|
EAFE Stocks |
0.55
|
0.34
|
0.25
|
0.13
|
|
VT
|
World All Countries |
0.45
|
0.40
|
0.28
|
0.13
|
|
EEM
|
Emerging Markets |
0.51
|
0.23
|
0.15
|
0.04
|
|
VGK
|
Europe |
0.51
|
0.35
|
0.24
|
0.14
|
|
VPL
|
Pacific |
0.51
|
0.32
|
0.24
|
0.11
|
|
FLLA
|
Latin America |
0.41
|
0.29
|
0.19
|
0.03
|
|
BND
|
US Total Bond Market |
0.48
|
0.29
|
0.19
|
0.08
|
|
TLT
|
Long Term Treasuries |
0.48
|
0.15
|
0.09
|
-0.03
|
|
BIL
|
US Cash |
-0.29
|
-0.05
|
-0.03
|
-0.10
|
|
TIP
|
TIPS |
0.59
|
0.41
|
0.27
|
0.10
|
|
LQD
|
Invest. Grade Bonds |
0.48
|
0.33
|
0.22
|
0.10
|
|
HYG
|
High Yield Bonds |
0.47
|
0.41
|
0.28
|
0.11
|
|
CWB
|
US Convertible Bonds |
0.31
|
0.44
|
0.27
|
0.12
|
|
BNDX
|
International Bonds |
0.51
|
0.37
|
0.25
|
0.10
|
|
EMB
|
Emerg. Market Bonds |
0.45
|
0.31
|
0.23
|
0.06
|
|
GLD
|
Gold |
0.65
|
0.20
|
0.10
|
0.00
|
|
DBC
|
Commodities |
0.09
|
0.13
|
0.13
|
0.07
|
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.
BITCOIN (^BTC) COMMODITY
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 |
| -80.43% | Dec 2013 | Apr 2015 | 17 | Feb 2017 | 22 | 39 | 59.75 |
| -73.81% | Jan 2018 | Jan 2019 | 13 | Oct 2020 | 21 | 34 | 42.33 |
| -72.55% | Nov 2021 | Dec 2022 | 14 | in progress | 11 | 25 | 52.01 |
| -40.65% | Apr 2021 | Jun 2021 | 3 | Oct 2021 | 4 | 7 | 24.79 |
| -11.86% | Mar 2017 | Mar 2017 | 1 | Apr 2017 | 1 | 2 | 6.85 |
| -10.02% | Sep 2017 | Sep 2017 | 1 | Oct 2017 | 1 | 2 | 5.78 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -80.76% | Dec 2013 | Aug 2015 | 21 | Apr 2017 | 20 | 41 | 59.04 |
| -74.42% | Nov 2021 | Dec 2022 | 14 | in progress | 11 | 25 | 54.93 |
| -74.35% | Jan 2018 | Jan 2019 | 13 | Oct 2020 | 21 | 34 | 43.82 |
| -42.14% | Apr 2021 | Jun 2021 | 3 | Oct 2021 | 4 | 7 | 26.20 |
| -10.49% | Sep 2017 | Sep 2017 | 1 | Oct 2017 | 1 | 2 | 6.06 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -81.56% | Jul 2011 | Nov 2011 | 5 | Jan 2013 | 14 | 19 | 53.97 |
| -80.43% | Dec 2013 | Apr 2015 | 17 | Feb 2017 | 22 | 39 | 59.75 |
| -73.81% | Jan 2018 | Jan 2019 | 13 | Oct 2020 | 21 | 34 | 42.33 |
| -72.55% | Nov 2021 | Dec 2022 | 14 | in progress | 11 | 25 | 52.01 |
| -40.65% | Apr 2021 | Jun 2021 | 3 | Oct 2021 | 4 | 7 | 24.79 |
| -29.97% | May 2013 | Jun 2013 | 2 | Aug 2013 | 2 | 4 | 17.42 |
| -11.86% | Mar 2017 | Mar 2017 | 1 | Apr 2017 | 1 | 2 | 6.85 |
| -10.02% | Sep 2017 | Sep 2017 | 1 | Oct 2017 | 1 | 2 | 5.78 |
| -8.77% | Mar 2011 | Mar 2011 | 1 | Apr 2011 | 1 | 2 | 5.06 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -81.60% | Jul 2011 | Nov 2011 | 5 | Jan 2013 | 14 | 19 | 54.40 |
| -80.76% | Dec 2013 | Aug 2015 | 21 | Apr 2017 | 20 | 41 | 59.04 |
| -74.42% | Nov 2021 | Dec 2022 | 14 | in progress | 11 | 25 | 54.93 |
| -74.35% | Jan 2018 | Jan 2019 | 13 | Oct 2020 | 21 | 34 | 43.82 |
| -42.14% | Apr 2021 | Jun 2021 | 3 | Oct 2021 | 4 | 7 | 26.20 |
| -30.26% | May 2013 | Jun 2013 | 2 | Aug 2013 | 2 | 4 | 17.63 |
| -10.49% | Sep 2017 | Sep 2017 | 1 | Oct 2017 | 1 | 2 | 6.06 |
| -9.65% | Mar 2011 | Mar 2011 | 1 | Apr 2011 | 1 | 2 | 5.57 |
| -3.76% | Jan 2009 | Sep 2010 | 21 | Oct 2010 | 1 | 22 | 2.67 |
| -0.04% | Nov 2010 | Nov 2010 | 1 | Dec 2010 | 1 | 2 | 0.02 |
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.
BITCOIN (^BTC) COMMODITY
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 | -73.03 |
02/2014 01/2015 |
0.26$ | -54.75 | 0.45$ | 57.43 | 1.57$ | 304.10 | 4.04$ | 1340.96 |
12/2016 11/2017 |
14.40$ | 118.03 | 33.03% |
| 2Y | -43.00 |
12/2013 11/2015 |
0.32$ | -15.42 | 0.71$ | 78.69 | 3.19$ | 229.52 | 10.85$ | 454.41 |
01/2016 12/2017 |
30.73$ | -18.68 | 25.77% |
| 3Y | -14.12 |
12/2013 11/2016 |
0.63$ | 31.69 | 2.28$ | 83.53 | 6.18$ | 158.20 | 17.21$ | 252.20 |
02/2015 01/2018 |
43.68$ | 25.13 | 1.18% |
| 5Y | 5.22 |
01/2018 12/2022 |
1.28$ | 30.28 | 3.75$ | 85.41 | 21.91$ | 132.89 | 68.50$ | 169.32 |
04/2016 03/2021 |
141.69$ | 57.23 | 0.00% |
| 7Y | 49.62 |
12/2013 11/2020 |
16.78$ | 72.78 | 45.97$ | 83.61 | 70.34$ | 104.48 | 149.45$ | 110.80 |
04/2015 03/2022 |
184.94$ | 75.80 | 0.00% |
| 10Y | 41.81 |
12/2013 11/2023 |
32.87$ | 41.81 | 32.87$ | 41.81 | 32.87$ | 41.81 | 32.87$ | 41.81 |
12/2013 11/2023 |
32.87$ | 41.81 | 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 | -73.01 |
02/2014 01/2015 |
0.26$ | -54.84 | 0.45$ | 52.82 | 1.52$ | 294.65 | 3.94$ | 1309.91 |
12/2016 11/2017 |
14.09$ | 110.98 | 33.03% |
| 2Y | -43.52 |
12/2013 11/2015 |
0.31$ | -18.73 | 0.66$ | 73.37 | 3.00$ | 222.34 | 10.39$ | 443.05 |
01/2016 12/2017 |
29.49$ | -22.70 | 25.77% |
| 3Y | -15.11 |
12/2013 11/2016 |
0.61$ | 27.10 | 2.05$ | 79.72 | 5.80$ | 153.02 | 16.19$ | 245.36 |
02/2015 01/2018 |
41.19$ | 18.34 | 1.18% |
| 5Y | 1.39 |
01/2018 12/2022 |
1.07$ | 25.91 | 3.16$ | 82.63 | 20.31$ | 127.80 | 61.34$ | 163.65 |
04/2016 03/2021 |
127.38$ | 51.08 | 0.00% |
| 7Y | 47.28 |
12/2013 11/2020 |
15.03$ | 66.90 | 36.06$ | 77.49 | 55.49$ | 99.52 | 125.87$ | 105.23 |
11/2014 10/2021 |
153.35$ | 69.81 | 0.00% |
| 10Y | 37.92 |
12/2013 11/2023 |
24.90$ | 37.92 | 24.90$ | 37.92 | 24.90$ | 37.92 | 24.90$ | 37.92 |
12/2013 11/2023 |
24.90$ | 37.92 | 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 | -73.03 |
02/2014 01/2015 |
0.26$ | -41.82 | 0.58$ | 111.82 | 2.11$ | 976.08 | 10.76$ | 23946.19 |
07/2010 06/2011 |
240.46$ | 118.03 | 23.21% |
| 2Y | -43.00 |
12/2013 11/2015 |
0.32$ | -3.83 | 0.92$ | 132.43 | 5.40$ | 739.55 | 70.48$ | 1987.58 |
12/2011 11/2013 |
435.80$ | -18.68 | 16.03% |
| 3Y | -14.12 |
12/2013 11/2016 |
0.63$ | 36.67 | 2.55$ | 126.47 | 11.61$ | 415.63 | 137.09$ | 1738.60 |
12/2010 11/2013 |
6215.27$ | 25.13 | 0.69% |
| 5Y | 5.22 |
01/2018 12/2022 |
1.28$ | 40.75 | 5.52$ | 133.14 | 68.87$ | 422.79 | 3905.06$ | 575.68 |
02/2009 01/2014 |
14083.18$ | 57.23 | 0.00% |
| 7Y | 49.62 |
12/2013 11/2020 |
16.78$ | 78.76 | 58.33$ | 144.68 | 525.09$ | 291.93 | 14205.68$ | 400.12 |
09/2010 08/2017 |
78260.06$ | 75.80 | 0.00% |
| 10Y | 41.81 |
12/2013 11/2023 |
32.87$ | 80.25 | 362.10$ | 166.90 | 18345.52$ | 229.93 | 152823.57$ | 238.15 |
09/2010 08/2020 |
195449.63$ | 41.81 | 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 | -73.01 |
02/2014 01/2015 |
0.26$ | -42.98 | 0.57$ | 108.41 | 2.08$ | 954.25 | 10.54$ | 23119.84 |
07/2010 06/2011 |
232.19$ | 110.98 | 29.17% |
| 2Y | -43.52 |
12/2013 11/2015 |
0.31$ | -5.44 | 0.89$ | 127.45 | 5.17$ | 721.27 | 67.44$ | 1956.73 |
12/2011 11/2013 |
423.01$ | -22.70 | 16.03% |
| 3Y | -15.11 |
12/2013 11/2016 |
0.61$ | 33.04 | 2.35$ | 121.55 | 10.87$ | 405.10 | 128.86$ | 1700.29 |
12/2010 11/2013 |
5834.83$ | 18.34 | 0.69% |
| 5Y | 1.39 |
01/2018 12/2022 |
1.07$ | 35.69 | 4.59$ | 129.49 | 63.64$ | 413.86 | 3582.76$ | 561.98 |
02/2009 01/2014 |
12712.11$ | 51.08 | 0.00% |
| 7Y | 47.28 |
12/2013 11/2020 |
15.03$ | 74.36 | 48.99$ | 140.75 | 468.73$ | 285.39 | 12626.34$ | 391.80 |
09/2010 08/2017 |
69587.73$ | 69.81 | 0.00% |
| 10Y | 37.92 |
12/2013 11/2023 |
24.90$ | 75.50 | 277.12$ | 162.36 | 15450.12$ | 224.23 | 128375.58$ | 232.30 |
09/2010 08/2020 |
164163.31$ | 37.92 | 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 Bitcoin (^BTC) Commodity: Rolling Returns page.
Seasonality
In which months is it better to invest in Bitcoin (^BTC) Commodity?
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.
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 |
11.85
60% |
10.78
80% |
8.08
80% |
9.83
60% |
1.71
40% |
-1.70
40% |
11.33
60% |
-2.73
40% |
-5.88
20% |
22.83
100% |
1.59
40% |
3.23
20% |
| Best |
38.9 2023 |
36.3 2021 |
30.2 2021 |
36.0 2020 |
61.3 2019 |
28.4 2019 |
24.9 2022 |
12.1 2021 |
3.3 2023 |
40.4 2021 |
39.5 2020 |
50.2 2020 |
| Worst |
-16.7 2022 |
-8.0 2020 |
-25.4 2020 |
-15.7 2022 |
-35.6 2021 |
-40.6 2022 |
-8.5 2019 |
-13.7 2022 |
-14.4 2019 |
5.5 2022 |
-17.4 2019 |
-19.3 2021 |
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 |
0.72
40% |
8.69
80% |
-3.12
40% |
10.23
60% |
11.35
60% |
2.06
50% |
9.03
70% |
0.81
30% |
-6.08
30% |
19.97
80% |
7.21
60% |
3.02
40% |
| Best |
38.9 2023 |
36.3 2021 |
30.2 2021 |
36.0 2020 |
65.5 2017 |
28.4 2019 |
24.9 2022 |
72.0 2017 |
5.4 2016 |
45.7 2017 |
72.0 2017 |
50.2 2020 |
| Worst |
-26.8 2015 |
-32.6 2014 |
-36.1 2018 |
-15.7 2022 |
-35.6 2021 |
-40.6 2022 |
-8.5 2019 |
-20.8 2015 |
-25.1 2014 |
-8.6 2014 |
-37.5 2018 |
-35.6 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 |
9.85
54% |
13.64
77% |
9.25
42% |
33.21
67% |
17.36
62% |
7.31
54% |
8.13
69% |
0.73
38% |
-5.03
38% |
28.13
71% |
37.66
62% |
10.05
54% |
| Best |
73.3 2011 |
65.4 2011 |
178.7 2013 |
346.1 2011 |
149.7 2011 |
84.2 2011 |
39.8 2012 |
72.0 2017 |
22.1 2012 |
211.0 2010 |
489.2 2013 |
58.9 2011 |
| Worst |
-26.8 2015 |
-32.6 2014 |
-36.1 2018 |
-15.7 2022 |
-35.6 2021 |
-40.6 2022 |
-17.1 2011 |
-38.6 2011 |
-37.3 2011 |
-36.8 2011 |
-37.5 2018 |
-35.6 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 Bitcoin (^BTC) Commodity over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
BITCOIN (^BTC) COMMODITY
Monthly Returns Distribution
Data Source: 1 December 2013 - 30 November 2023 (10 Years)
Data Source: 1 January 2009 - 30 November 2023 (~15 years)
64 Positive Months (53%) - 56 Negative Months (47%)
113 Positive Months (63%) - 66 Negative Months (37%)
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(Scroll down to see all data)
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