Data Source: from January 2009 to April 2024 (~15 years)
Consolidated Returns as of 30 April 2024
Live Update: May 22 2024, 06:59PM Eastern Time
Category: Commodities
Bitcoin (^BTC) Commodity
Currency: USD
COMMODITY • LIVE PERFORMANCE (USD currency)
1.48%
1 Day
May 22 2024, 06:59PM Eastern Time
18.62%
Current Month
May 2024
In the last 10 Years, the Bitcoin (^BTC) Commodity obtained a 63.27% compound annual return, with a 77.14% standard deviation.
Table of contents
The first official book of 
How to build wealth
with Lazy Portfolios and Passive Investing Strategies
Choose a goal
Employ the best metrics to evaluate it
Join the passive investing strategy
Discover new asset allocations in USD and EUR,
in addition to the lazy portfolios on the website.
The Bitcoin (^BTC) Commodity is part of the following Lazy Portfolios:
| Portfolio Name | Author | ^BTC Weight▾ | Currency |
|---|---|---|---|
| Stocks/Bonds 60/40 with Bitcoin | 2.00% | USD | |
| Stocks/Bonds 40/60 with Bitcoin | 2.00% | USD | |
| All Weather Portfolio with Bitcoin | Ray Dalio | 2.00% | USD |
| Permanent Portfolio with Bitcoin | Harry Browne | 2.00% | USD |
| Golden Butterfly with Bitcoin | 2.00% | USD | |
| Desert Portfolio with Bitcoin | Gyroscopic Investing | 2.00% | USD |
Investment Returns as of Apr 30, 2024
The Bitcoin (^BTC) Commodity guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- the actual US Inflation rates.
BITCOIN (^BTC) COMMODITY
Consolidated returns as of 30 April 2024
Live Update: May 22 2024, 06:59PM 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) | |||
| Bitcoin (^BTC) Commodity | -1.48 | 18.62 | -14.53 | 71.50 | 100.69 | 62.55 | 63.27 | 146.24 | |||
| US Inflation Adjusted return | -14.79 | 68.40 | 94.17 | 56.03 | 58.75 | 140.01 | |||||
| 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% | |||||||||||
Live update: World Markets and Indexes
Capital Growth as of Apr 30, 2024
An investment of 1$, since May 2014, now would be worth 134.61$, with a total return of 13360.98% (63.27% annualized).
The Inflation Adjusted Capital now would be 101.63$, with a net total return of 10062.90% (58.75% annualized).
An investment of 1$, since January 2009, now would be worth 1002187.73$, with a total return of 100218672.54% (146.24% annualized).
The Inflation Adjusted Capital now would be 676423.20$, with a net total return of 67642219.86% (140.01% annualized).
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Investment Metrics as of Apr 30, 2024
Metrics of Bitcoin (^BTC) Commodity, updated as of 30 April 2024.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- the actual US Inflation rates.
BITCOIN (^BTC) COMMODITY
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 (%) | -14.53 | 39.97 | 71.50 | 100.69 | 1.48 | 62.55 | 63.27 | 146.24 |
| Infl. Adjusted Return (%) details | -14.79 | 38.40 | 68.40 | 94.17 | -3.81 | 56.03 | 58.75 | 140.01 |
| 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 (%) | -14.71 | -72.55 | -72.55 | -73.81 | -81.56 | |||
| Start to Recovery (# months) details | 4 | 29 | 29 | 34 | 19 | |||
| Start (yyyy mm) | 2023 07 | 2021 11 | 2021 11 | 2018 01 | 2011 07 | |||
| Start to Bottom (# months) | 2 | 14 | 14 | 13 | 5 | |||
| Bottom (yyyy mm) | 2023 08 | 2022 12 | 2022 12 | 2019 01 | 2011 11 | |||
| Bottom to End (# months) | 2 | 15 | 15 | 21 | 14 | |||
| End (yyyy mm) | 2023 10 | 2024 03 | 2024 03 | 2020 10 | 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 | 2018 01 | 2013 12 | |||
| Start to Bottom (# months) | 2 | 14 | 14 | 13 | 17 | |||
| Bottom (yyyy mm) | 2023 08 | 2022 12 | 2022 12 | 2019 01 | 2015 04 | |||
| Bottom to End (# months) | 2 | 15 | 15 | 21 | 22 | |||
| End (yyyy mm) | 2023 10 | 2024 03 | 2024 03 | 2020 10 | 2017 02 | |||
| Longest negative period (# months) details | 5 | 33 | 35 | 35 | 40 | |||
| Period Start (yyyy mm) | 2023 05 | 2021 05 | 2021 03 | 2021 03 | 2013 12 | |||
| Period End (yyyy mm) | 2023 09 | 2024 01 | 2024 01 | 2024 01 | 2017 03 | |||
| Annualized Return (%) | -19.58 | -10.08 | -1.79 | -1.79 | -2.85 | |||
| Deepest Drawdown Depth (%) | -15.32 | -74.60 | -74.60 | -74.60 | -81.75 | |||
| Start to Recovery (# months) details | 4 | 29 | 29 | 29 | 19 | |||
| Start (yyyy mm) | 2023 07 | 2021 11 | 2021 11 | 2021 11 | 2011 07 | |||
| Start to Bottom (# months) | 2 | 14 | 14 | 14 | 5 | |||
| Bottom (yyyy mm) | 2023 08 | 2022 12 | 2022 12 | 2022 12 | 2011 11 | |||
| Bottom to End (# months) | 2 | 15 | 15 | 15 | 14 | |||
| End (yyyy mm) | 2023 10 | 2024 03 | 2024 03 | 2024 03 | 2013 01 | |||
| Longest Drawdown Depth (%) | same as deepest | same as deepest | same as deepest | -74.31 | -80.65 | |||
| Start to Recovery (# months) details | 34 | 41 | ||||||
| Start (yyyy mm) | 2023 07 | 2021 11 | 2021 11 | 2018 01 | 2013 12 | |||
| Start to Bottom (# months) | 2 | 14 | 14 | 13 | 21 | |||
| Bottom (yyyy mm) | 2023 08 | 2022 12 | 2022 12 | 2019 01 | 2015 08 | |||
| Bottom to End (# months) | 2 | 15 | 15 | 21 | 20 | |||
| End (yyyy mm) | 2023 10 | 2024 03 | 2024 03 | 2020 10 | 2017 04 | |||
| Longest negative period (# months) details | 5 | 36* | 37* | 37* | 40 | |||
| Period Start (yyyy mm) | 2023 05 | 2021 05 | 2021 04 | 2021 04 | 2013 12 | |||
| Period End (yyyy mm) | 2023 09 | 2024 04 | 2024 04 | 2024 04 | 2017 03 | |||
| Annualized Return (%) | -22.22 | -3.81 | -4.69 | -4.69 | -4.04 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||
RISK INDICATORS | 1Y | 3Y | 5Y | 10Y | MAX | |||
| Standard Deviation (%) | 54.96 | 66.53 | 74.04 | 77.14 | 186.49 | |||
| Sharpe Ratio | 1.74 | -0.02 | 0.82 | 0.80 | 0.76 | |||
| Sortino Ratio | 2.75 | -0.03 | 1.24 | 1.25 | 2.11 | |||
| Ulcer Index | 7.05 | 45.56 | 37.06 | 39.57 | 43.06 | |||
| Ratio: Return / Standard Deviation | 1.83 | 0.02 | 0.84 | 0.82 | 0.78 | |||
| Ratio: Return / Deepest Drawdown | 6.85 | 0.02 | 0.86 | 0.86 | 1.79 | |||
| % Positive Months details | 66% | 52% | 55% | 55% | 63% | |||
| Positive Months | 8 | 19 | 33 | 67 | 117 | |||
| Negative Months | 4 | 17 | 27 | 53 | 67 | |||
LONG TERM RETURNS Inflation Adjusted: Inflation Adjusted: | 1Y | 3Y | 5Y | 10Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 63.27 | 238.15 | ||||||
| Worst 10 Years Return (%) - Annualized | 41.81 | |||||||
| Best 10 Years Return (%) - Annualized | 58.75 | 232.31 | ||||||
| Worst 10 Years Return (%) - Annualized | 37.97 | |||||||
ROLLING PERIODS Inflation Adjusted: Inflation Adjusted: | 1Y | 3Y | 5Y | 10Y | MAX | |||
| Over the latest 10Y | ||||||||
| Best Rolling Return (%) - Annualized | 1340.96 | 252.20 | 169.32 | 63.27 | ||||
| Worst Rolling Return (%) - Annualized | -71.75 | 1.48 | 5.22 | |||||
| % Positive Periods | 71% | 100% | 100% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 48.71 | 16.06 | 15.65 | 26.80 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | 1.02 | 26.53 | ||||
| WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||
| Best Rolling Return (%) - Annualized | 1310.32 | 245.41 | 163.63 | 58.75 | ||||
| Worst Rolling Return (%) - Annualized | -72.31 | -3.81 | 1.36 | |||||
| % Positive Periods | 71% | 98% | 100% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 48.71 | 16.06 | 15.65 | 26.80 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | 1.02 | 26.53 | ||||
| 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 | 23946.19 | 1738.60 | 575.68 | 238.15 | ||||
| Worst Rolling Return (%) - Annualized | -73.03 | -14.12 | 5.22 | 41.81 | ||||
| % Positive Periods | 77% | 99% | 100% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 31.98 | 11.09 | 10.04 | 9.55 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | 1.02 | 9.17 | ||||
| WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||
| Best Rolling Return (%) - Annualized | 23132.51 | 1699.80 | 561.70 | 232.31 | ||||
| Worst Rolling Return (%) - Annualized | -72.97 | -15.06 | 1.36 | 37.97 | ||||
| % Positive Periods | 71% | 98% | 100% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 31.98 | 11.09 | 10.04 | 9.55 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | 1.02 | 9.17 | ||||
| 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.
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Correlations as of Apr 30, 2024
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.
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 April 2024
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 | 0.46 | 0.34 | 0.15 |
| SPY | US Large Cap | 0.40 | 0.44 | 0.35 | 0.16 |
| IJR | US Small Cap | 0.29 | 0.43 | 0.26 | 0.13 |
| VNQ | US REITs | 0.37 | 0.45 | 0.26 | 0.07 |
| QQQ | US Technology | 0.22 | 0.42 | 0.33 | 0.14 |
| PFF | Preferred Stocks | 0.12 | 0.42 | 0.30 | 0.06 |
| EFA | EAFE Stocks | 0.41 | 0.37 | 0.30 | 0.14 |
| VT | World All Countries | 0.39 | 0.43 | 0.33 | 0.14 |
| EEM | Emerging Markets | 0.34 | 0.27 | 0.19 | 0.04 |
| VGK | Europe | 0.36 | 0.36 | 0.30 | 0.14 |
| VPL | Pacific | 0.43 | 0.36 | 0.28 | 0.12 |
| FLLA | Latin America | 0.19 | 0.32 | 0.21 | 0.03 |
| BND | US Total Bond Market | 0.11 | 0.31 | 0.18 | 0.08 |
| TLT | Long Term Treasuries | 0.19 | 0.19 | 0.09 | -0.03 |
| BIL | US Cash | 0.12 | -0.01 | -0.03 | -0.09 |
| TIPS | 0.18 | 0.41 | 0.26 | 0.10 | |
| LQD | Invest. Grade Bonds | 0.11 | 0.34 | 0.23 | 0.10 |
| HYG | High Yield Bonds | 0.19 | 0.43 | 0.31 | 0.12 |
| CWB | US Convertible Bonds | 0.18 | 0.45 | 0.30 | 0.12 |
| BNDX | International Bonds | 0.16 | 0.38 | 0.25 | 0.10 |
| EMB | Emerg. Market Bonds | 0.32 | 0.35 | 0.27 | 0.06 |
| GLD | Gold | 0.31 | 0.22 | 0.10 | 0.00 |
| DBC | Commodities | -0.15 | 0.11 | 0.15 | 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 May 2014 - 30 April 2024 (10 Years)
Data Source: 1 January 2009 - 30 April 2024 (~15 years)
Inflation Adjusted:
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