HomePortfoliosTEST 7 BTC
None Rebalancing
USD
High Risk
11.5yr backtest

Performance Summary

Total Return+16206.77%
Annualized Return+55.46%
Volatility+55.66%
Sharpe Ratio0.96
Max Drawdown+82.75%

Holdings

Asset Allocation

Asset Class

Cryptocurrencies 100.0%
Holdings Details
A 100% Bitcoin portfolio for direct cryptocurrency exposure, offering concentrated digital asset allocation for high-risk investors.
AssetTypeAllocationTER
BTC-EUR
Bitcoin EUR Price
CRYPTO
100.0%-
Total100.0%0.00%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $1,630,676.94
Histogram of Monthly Returns
The portfolio had a positive return during 76 of the 140 months (54%)
Monthly Returns Heatmap
Best month: +64.6% • Worst month: -36.5% • Best year: 2017 (+1186.8%) • Worst year: 2018 (-72.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-11.1%-14.5%+4.0%-1.5%---------22.2%
2025+9.5%-17.7%-6.1%+9.0%+10.8%-1.4%+11.5%-8.6%+5.0%-2.8%-17.5%-4.3%-17.4%
2024+2.9%+43.7%+16.7%-14.0%+9.3%-6.1%+2.3%-10.7%+6.7%+13.5%+41.3%-1.0%+135.7%
2023+38.1%+2.7%+19.7%+1.4%-4.2%+9.7%-4.8%-10.0%+6.6%+28.6%+5.7%+10.6%+148.2%
2022-15.8%+12.4%+6.8%-13.0%-17.2%-36.3%+21.1%-12.6%-0.8%+4.6%-20.5%-6.3%-62.1%
2021+15.1%+36.7%+34.6%-4.4%-36.5%-3.2%+18.7%+13.9%-5.3%+40.2%-5.2%-19.1%+71.5%
2020+31.4%-7.5%-25.1%+35.5%+7.6%-4.4%+18.2%+1.8%-6.0%+28.3%+39.3%+44.4%+270.3%
2019-7.3%+12.2%+7.9%+30.4%+60.6%+24.3%-4.3%-4.0%-13.0%+8.4%-16.7%-6.7%+96.8%
2018-30.2%+3.6%-33.7%+35.2%-16.2%-14.5%+21.4%-8.9%-5.9%-2.2%-36.4%-8.2%-72.4%
2017-2.0%+24.3%-9.9%+22.8%+64.6%+6.8%+12.0%+62.3%-7.0%+51.1%+54.9%+37.1%+1186.8%
2016-14.1%+18.0%-8.9%+6.9%+22.0%+27.1%-7.8%-7.8%+5.1%+17.8%+10.2%+30.2%+131.2%
2015-27.2%+17.9%+0.1%-7.4%-0.3%+12.5%+9.7%-20.9%+3.1%+35.1%+25.1%+11.1%+49.8%
2014---------13.9%-11.8%+12.5%-12.9%-25.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +82.75% • The longest drawdown period lasted for 2 years and 12 months and was between December 2017 and December 2020. It reached a trough of -82.7%.

Detailed Metrics

Returns
Total Return
+16206.77%
Annualized Return
+55.46%
Avg Monthly Return
+5.63%
Risk
Volatility (Annual)
+55.66%
Max Drawdown
+82.75%
Positive Months
54%
Average Drawdown
-35.1%
Risk-Adjusted
Sharpe Ratio
0.96
Risk-free rate: 2.0%
Sortino Ratio
0.97
Downside risk adjusted
Return/Volatility
1.00
Calmar Ratio
0.67
Return/Max Drawdown
Ulcer Index
40.93
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$1,630,676.94
Backtest Period
2014-09-17 to 2026-04-04
11.5 years
Rebalancing
none
Base Currency
USD