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Error calculating the optimal portfolio: array must not contain infs or NaNs
Error calculating the efficient frontier: cannot access local variable 'model' where it is not associated with a value
Error calculating the risk parity weights: array must not contain infs or NaNs
Error calculating the risk contributions: cannot access local variable 'w' where it is not associated with a value

Original Portfolio

Through the past 14 years and  11 months of data, this portfolio had a total return of 186.58% . This is equivalent of 7.28% per year. During this period, it had a historical volatility of 10.38% p.a. Resulting in a sharpe-ratio of 0.57 .

+7.28%
10.38%
0.57
Return (annualized) Volatility (annualized) Sharpe Ratio
"risk free" rate: 1.39%

Portfolio with

We ran a few simulations and included bitcoin allocations of 1.00% , 5.00% and 10.00% to the original portfolio.
The assumption was that the simulations were rebalanced quarterly .


A 10.00% bitcoin allocation resulted in the best return for the period at 5,425.72% compared to the original portfolio at 186.58% . A bitcoin allocation enhanced this portfolio's returns .


A 10.00% bitcoin allocation resulted in the best risk adjusted return with a sharpe ratio of 1.18 . This is 2.08x better than the original portfolio. A bitcoin allocation resulted in more 'return' for each unit of risk taken during this period .


click through the tabs for more in-depth statistics   

ticker name initial
weight
return
(period)
return
(annualized)
volatility
(daily)
volatility
(annualized)
sharpe ratio
rf = 1.39%
VaR
CI = 95%
DrawDown
Maximum
DrawDown
Average
DrawDown
at Risk w/ 95% CI
1yr
Return
2yr
Return
3yr
Return
4yr
Return
5yr
Return
SPY SPDR S&P 500 60.00% 487% 12.52% 0.90% 17.29% 0.64 1.38% -34.10% -4.24% -16.65% 12.46% 41.44% 62.88% 43.18% 98.77%
BND Vanguard Total Bond Market ETF 40.00% -10% -0.73% 0.26% 4.97% -0.43 0.40% -23.96% -6.79% -19.73% 0.43% 1.67% -2.79% -15.17% -17.48%
BTC Bitcoin ₿ 224,596,911% 165.20% 7.02% 134.21% 1.22 6.33% -93.07% -45.85% -81.88% 93.90% 263.08% 457.54% 224.67% 1,103.82%
Original Portfolio 187% 7.28% 0.54% 10.38% 0.57 0.82% -21.96% -3.23% -14.25% 8.12% 24.92% 33.75% 17.50% 42.10%
Original Portfolio + ₿ (1.00%) 1.00% 307% 9.81% 0.58% 11.07% 0.76 0.82% -22.40% -4.06% -15.52% 8.89% 26.58% 36.06% 19.64% 48.00%
Original Portfolio + ₿ (5.00%) 5.00% 1,334% 19.44% 0.92% 17.66% 1.02 0.95% -39.56% -8.42% -29.07% 11.95% 33.36% 45.61% 28.34% 73.13%
Original Portfolio + ₿ (10.00%) 10.00% 5,426% 30.68% 1.30% 24.90% 1.18 1.18% -49.35% -12.45% -38.42% 15.83% 42.15% 58.24% 39.55% 107.99%
July, 2010 July, 2025 14 year(s) and 11 month(s) 5,472 QUARTERLY USD
Start Date End Date Data Lifespan # data points Rebalance Frequency Base Currency
Portfolio Results from July, 2010 to July, 2025
Asset Results from July, 2010 to July, 2025
Allocation over time from July, 2010 to July, 2025
Ranking of Annual Returns from July, 2010 to July, 2025
2010
Jul to Dec
2011
Jan to Dec
2012
Jan to Dec
2013
Jan to Dec
2014
Jan to Dec
2015
Jan to Dec
2016
Jan to Dec
2017
Jan to Dec
2018
Jan to Dec
2019
Jan to Dec
2020
Jan to Dec
2021
Jan to Dec
2022
Jan to Dec
2023
Jan to Dec
2024
Jan to Dec
2025
Jan to Jul
+ 505.94%
Bitcoin
(BTC)
+ 1,474.00%
Bitcoin
(BTC)
+ 156.45%
Bitcoin
(BTC)
+ 5,959.70%
Bitcoin
(BTC)
+ 12.37%
SPDR S&P 500
(SPY)
+ 36.54%
Bitcoin
(BTC)
+ 121.98%
Bitcoin
(BTC)
+ 1,291.38%
Bitcoin
(BTC)
-2.62%
Vanguard Total Bond ...
(BND)
+ 85.14%
Bitcoin
(BTC)
+ 302.96%
Bitcoin
(BTC)
+ 57.19%
Bitcoin
(BTC)
-14.21%
Vanguard Total Bond ...
(BND)
+ 154.49%
Bitcoin
(BTC)
+ 111.31%
Bitcoin
(BTC)
+ 17.80%
Bitcoin
(BTC)
+ 17.21%
SPDR S&P 500
(SPY)
+ 3.88%
Vanguard Total Bond ...
(BND)
+ 11.69%
SPDR S&P 500
(SPY)
+ 26.45%
SPDR S&P 500
(SPY)
+ 2.81%
Vanguard Total Bond ...
(BND)
-0.76%
SPDR S&P 500
(SPY)
+ 12.05%
SPDR S&P 500
(SPY)
+ 19.33%
SPDR S&P 500
(SPY)
-7.01%
SPDR S&P 500
(SPY)
+ 28.65%
SPDR S&P 500
(SPY)
+ 15.09%
SPDR S&P 500
(SPY)
+ 28.79%
SPDR S&P 500
(SPY)
-20.28%
SPDR S&P 500
(SPY)
+ 24.11%
SPDR S&P 500
(SPY)
+ 24.00%
SPDR S&P 500
(SPY)
+ 7.04%
SPDR S&P 500
(SPY)
-1.45%
Vanguard Total Bond ...
(BND)
+ 0.35%
SPDR S&P 500
(SPY)
+ 0.90%
Vanguard Total Bond ...
(BND)
-4.59%
Vanguard Total Bond ...
(BND)
-61.00%
Bitcoin
(BTC)
-2.29%
Vanguard Total Bond ...
(BND)
+ 0.10%
Vanguard Total Bond ...
(BND)
+ 0.67%
Vanguard Total Bond ...
(BND)
-72.13%
Bitcoin
(BTC)
+ 5.66%
Vanguard Total Bond ...
(BND)
+ 5.03%
Vanguard Total Bond ...
(BND)
-3.77%
Vanguard Total Bond ...
(BND)
-65.37%
Bitcoin
(BTC)
+ 1.41%
Vanguard Total Bond ...
(BND)
-1.82%
Vanguard Total Bond ...
(BND)
+ 1.61%
Vanguard Total Bond ...
(BND)
All Assets from July, 2010 to July, 2025
All Assets from July, 2010 to July, 2025
All Simulations from July, 2010 to July, 2025
Correlation Matrix | Full Period from July, 2010 to July, 2025
All Assets from July, 2010 to July, 2025
Scatter Plot of Returns from July, 2010 to July, 2025

Portfolio Optimization

Risk Model Optimization
Running simulations...

Risk Measures available:
'MV': Standard Deviation.
'MAD': Mean Absolute Deviation.
'MSV': Semi Standard Deviation.
'FLPM': First Lower Partial Moment (Omega Ratio).
'SLPM': Second Lower Partial Moment (Sortino Ratio).
'CVaR': Conditional Value at Risk.
'CDaR': Conditional Drawdown at Risk of uncompounded cumulative returns.
'UCI': Ulcer Index of uncompounded cumulative returns.
Efficient Frontier
Asset Allocation accross the Efficient Frontier
Historical Return Analysis
Select an asset
Monte Carlo Simulations
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