Data Source: from January 2009 to December 2023 (~15 years)
Consolidated Returns as of 31 December 2023
Live Update: Jan 07 2024, 09:58PM Eastern Time
Category: Commodities
Bitcoin (^BTC) Commodity
COMMODITY • LIVE PERFORMANCE (USD currency)
1.35%
1 Day
Jan 07 2024, 09:58PM Eastern Time
1.74%
Current Month
January 2024
In the last 10 Years, the Bitcoin (^BTC) Commodity obtained a 49.92% compound annual return, with a 77.36% standard deviation.
Table of contents
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 Dec 31, 2023
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 31 December 2023
Live Update: Jan 07 2024, 09:58PM Eastern Time
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Dec 31, 2023 | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Jan 2024 | 1M | 6M | 1Y | 5Y | 10Y | MAX (~15Y) | |||
| Bitcoin (^BTC) Commodity | -1.35 | -1.74 | 12.41 | 38.00 | 153.33 | 63.18 | 49.92 | 145.62 | |||
| US Inflation Adjusted return | 12.41 | 37.13 | 144.87 | 56.76 | 45.84 | 139.49 | |||||
Returns over 1 year are annualized | Available data source: since Jan 2009
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Nov 2023.
Pending updates, the monthly inflation is set at 0% for the subsequent periods.Current inflation (annualized) is 1Y: 3.45% , 5Y: 4.09% , 10Y: 2.80%
Live update: World Markets and Indexes
Capital Growth as of Dec 31, 2023
An investment of 1$, since January 2014, now would be worth 57.36$, with a total return of 5635.84% (49.92% annualized).
The Inflation Adjusted Capital now would be 43.53$, with a net total return of 4253.45% (45.84% annualized).
An investment of 1$, since January 2009, now would be worth 714369.15$, with a total return of 71436815.21% (145.62% annualized).
The Inflation Adjusted Capital now would be 489105.71$, with a net total return of 48910471.24% (139.49% annualized).
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Investment Metrics as of Dec 31, 2023
Metrics of Bitcoin (^BTC) Commodity, updated as of 31 December 2023.
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 - 31 December 2023 (~15 years)
Swipe left to see all data
| Metrics as of Dec 31, 2023 | ||||||||
|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | MAX (~15Y) | |
| Investment Return (%) | 12.41 | 56.64 | 38.00 | 153.33 | 13.61 | 63.18 | 49.92 | 145.62 |
| Infl. Adjusted Return (%) details | 12.41 | 57.02 | 37.13 | 144.87 | 7.54 | 56.76 | 45.84 | 139.49 |
| US Inflation (%) | 0.00 | -0.24 | 0.64 | 3.45 | 5.64 | 4.09 | 2.80 | 2.56 |
| Pending updates, the monthly inflation after Nov 2023 is set at 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 | -73.81 | -81.56 | |||
| Start to Recovery (# months) details | 4 | 26* | 26* | 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 | 12 | 12 | 21 | 14 | |||
| End (yyyy mm) | 2023 10 | - | - | 2020 10 | 2013 01 | |||
| Longest Drawdown Depth (%) | same as deepest | same as deepest | same as deepest | -73.14 | -80.43 | |||
| Start to Recovery (# months) details | 35 | 39 | ||||||
| Start (yyyy mm) | 2023 07 | 2021 11 | 2021 11 | 2014 02 | 2013 12 | |||
| Start to Bottom (# months) | 2 | 14 | 14 | 15 | 17 | |||
| Bottom (yyyy mm) | 2023 08 | 2022 12 | 2022 12 | 2015 04 | 2015 04 | |||
| Bottom to End (# months) | 2 | 12 | 12 | 20 | 22 | |||
| End (yyyy mm) | 2023 10 | - | - | 2016 12 | 2017 02 | |||
| Longest negative period (# months) details | 6 | 34* | 34* | 35 | 40 | |||
| Period Start (yyyy mm) | 2023 04 | 2021 03 | 2021 03 | 2014 01 | 2013 12 | |||
| Period End (yyyy mm) | 2023 09 | 2023 12 | 2023 12 | 2016 11 | 2017 03 | |||
| Annualized Return (%) | -12.64 | -1.92 | -1.92 | -0.58 | -2.85 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||
| Deepest Drawdown Depth (%) | -15.24 | -74.42 | -74.42 | -74.42 | -81.60 | |||
| Start to Recovery (# months) details | 4 | 26* | 26* | 26* | 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 | 12 | 12 | 12 | 14 | |||
| End (yyyy mm) | 2023 10 | - | - | - | 2013 01 | |||
| Longest Drawdown Depth (%) | same as deepest | same as deepest | same as deepest | -73.50 | -80.76 | |||
| Start to Recovery (# months) details | 35 | 41 | ||||||
| Start (yyyy mm) | 2023 07 | 2021 11 | 2021 11 | 2014 02 | 2013 12 | |||
| Start to Bottom (# months) | 2 | 14 | 14 | 19 | 21 | |||
| Bottom (yyyy mm) | 2023 08 | 2022 12 | 2022 12 | 2015 08 | 2015 08 | |||
| Bottom to End (# months) | 2 | 12 | 12 | 16 | 20 | |||
| End (yyyy mm) | 2023 10 | - | - | 2016 12 | 2017 04 | |||
| Longest negative period (# months) details | 6 | 34 | 34 | 35 | 40 | |||
| Period Start (yyyy mm) | 2023 04 | 2021 02 | 2021 02 | 2014 01 | 2013 12 | |||
| Period End (yyyy mm) | 2023 09 | 2023 11 | 2023 11 | 2016 11 | 2017 03 | |||
| Annualized Return (%) | -15.99 | -0.79 | -0.79 | -1.77 | -4.15 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||
RISK INDICATORS | 1Y | 3Y | 5Y | 10Y | MAX | |||
| Standard Deviation (%) | 49.71 | 66.55 | 72.48 | 77.36 | 188.23 | |||
| Sharpe Ratio | 2.98 | 0.17 | 0.85 | 0.63 | 0.75 | |||
| Sortino Ratio | 4.73 | 0.25 | 1.28 | 0.98 | 2.09 | |||
| Ulcer Index | 5.78 | 45.37 | 36.82 | 43.76 | 43.46 | |||
| Ratio: Return / Standard Deviation | 3.08 | 0.20 | 0.87 | 0.65 | 0.77 | |||
| Ratio: Return / Deepest Drawdown | 10.43 | 0.19 | 0.87 | 0.68 | 1.79 | |||
| % Positive Months details | 75% | 52% | 55% | 54% | 63% | |||
| Positive Months | 9 | 19 | 33 | 65 | 114 | |||
| Negative Months | 3 | 17 | 27 | 55 | 66 | |||
LONG TERM RETURNS Inflation Adjusted: Inflation Adjusted: | 1Y | 3Y | 5Y | 10Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 49.92 | 238.15 | ||||||
| Worst 10 Years Return (%) - Annualized | 41.81 | |||||||
| Best 10 Years Return (%) - Annualized | 45.84 | 232.30 | ||||||
| Worst 10 Years Return (%) - Annualized | 37.95 | |||||||
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 | 49.92 | ||||
| Worst Rolling Return (%) - Annualized | -73.03 | 3.07 | 5.22 | |||||
| % Positive Periods | 67% | 100% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 1309.91 | 245.36 | 163.65 | 45.84 | ||||
| Worst Rolling Return (%) - Annualized | -73.01 | 1.79 | 1.39 | |||||
| % Positive Periods | 67% | 100% | 100% | 100% | ||||
| Over all the available data source (Jan 2009 - Dec 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 | 37.95 | ||||
| % Positive Periods | 71% | 99% | 100% | 100% | ||||
WITHDRAWAL RATES (WR) | 1Y | 3Y | 5Y | 10Y | MAX | |||
| Safe WR (%) | 31.07 | 92.17 | 18.24 | 80.18 | ||||
| Perpetual WR (%) | 7.01 | 36.21 | 31.43 | 58.25 | ||||
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 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).
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Correlations as of Dec 31, 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.
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 31 December 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 | 0.34 | 0.42 | 0.31 | 0.15 |
| SPY | US Large Cap | 0.36 | 0.41 | 0.31 | 0.15 |
| IJR | US Small Cap | 0.24 | 0.39 | 0.23 | 0.13 |
| VNQ | US REITs | 0.41 | 0.40 | 0.23 | 0.07 |
| QQQ | US Technology | 0.37 | 0.40 | 0.31 | 0.13 |
| PFF | Preferred Stocks | 0.31 | 0.39 | 0.27 | 0.05 |
| EFA | EAFE Stocks | 0.53 | 0.34 | 0.26 | 0.13 |
| VT | World All Countries | 0.42 | 0.39 | 0.29 | 0.13 |
| EEM | Emerging Markets | 0.50 | 0.22 | 0.15 | 0.04 |
| VGK | Europe | 0.49 | 0.34 | 0.26 | 0.14 |
| VPL | Pacific | 0.49 | 0.31 | 0.24 | 0.11 |
| FLLA | Latin America | 0.38 | 0.29 | 0.19 | 0.03 |
| BND | US Total Bond Market | 0.45 | 0.31 | 0.18 | 0.08 |
| TLT | Long Term Treasuries | 0.45 | 0.17 | 0.08 | -0.03 |
| BIL | US Cash | -0.34 | -0.04 | -0.03 | -0.09 |
| TIPS | 0.55 | 0.41 | 0.26 | 0.10 | |
| LQD | Invest. Grade Bonds | 0.46 | 0.34 | 0.23 | 0.10 |
| HYG | High Yield Bonds | 0.43 | 0.41 | 0.29 | 0.11 |
| CWB | US Convertible Bonds | 0.27 | 0.43 | 0.28 | 0.12 |
| BNDX | International Bonds | 0.45 | 0.38 | 0.24 | 0.10 |
| EMB | Emerg. Market Bonds | 0.42 | 0.32 | 0.24 | 0.06 |
| GLD | Gold | 0.70 | 0.22 | 0.09 | 0.00 |
| DBC | Commodities | 0.03 | 0.11 | 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 January 2014 - 31 December 2023 (10 Years)
Data Source: 1 January 2009 - 31 December 2023 (~15 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period | Recovery period | Total | |||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -73.81% | Jan 2018 | Jan 2019 | 13 | Oct 2020 | 21 | 34 | 42.33 |
| -73.14% | Feb 2014 | Apr 2015 | 15 | Dec 2016 | 20 | 35 | 50.72 |
| -72.55% | Nov 2021 | Dec 2022 | 14 | in progress | 12 | 26 | 51.37 |
| -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 |
| -3.27% | Jan 2017 | Jan 2017 | 1 | Feb 2017 | 1 | 2 | 1.89 |
Swipe left to see all data
Drawdown period | Recovery period | Total | |||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -74.42% | Nov 2021 | Dec 2022 | 14 | in progress | 12 | 26 | 54.38 |
| -74.35% | Jan 2018 | Jan 2019 | 13 | Oct 2020 | 21 | 34 | 43.82 |
| -73.50% | Feb 2014 | Aug 2015 | 19 | Dec 2016 | 16 | 35 | 51.39 |
| -42.14% | Apr 2021 | Jun 2021 | 3 | Oct 2021 | 4 | 7 | 26.20 |
| -11.93% | Mar 2017 | Mar 2017 | 1 | Apr 2017 | 1 | 2 | 6.89 |
| -10.49% | Sep 2017 | Sep 2017 | 1 | Oct 2017 | 1 | 2 | 6.06 |
| -3.83% | Jan 2017 | Jan 2017 | 1 | Feb 2017 | 1 | 2 | 2.21 |
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 | 12 | 26 | 51.37 |
| -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 |
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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 | 12 | 26 | 54.38 |
| -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 January 2014 - 31 December 2023 (10 Years)
Data Source: 1 January 2009 - 31 December 2023 (~15 years)
Inflation Adjusted:
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$ | -49.21 | 0.50$ | 59.10 | 1.59$ | 304.10 | 4.04$ | 1340.96 | 12/2016 11/2017 | 14.40$ | 153.33 | 32.11% |
| 2Y | -32.96 | 02/2014 01/2016 | 0.44$ | -13.62 | 0.74$ | 78.69 | 3.19$ | 229.52 | 10.85$ | 454.41 | 01/2016 12/2017 | 30.73$ | -4.00 | 25.77% |
| 3Y | 3.07 | 02/2014 01/2017 | 1.09$ | 31.69 | 2.28$ | 83.53 | 6.18$ | 158.20 | 17.21$ | 252.20 | 02/2015 01/2018 | 43.68$ | 13.61 | 0.00% |
| 5Y | 5.22 | 01/2018 12/2022 | 1.28$ | 30.92 | 3.84$ | 85.41 | 21.91$ | 132.89 | 68.50$ | 169.32 | 04/2016 03/2021 | 141.69$ | 63.18 | 0.00% |
| 7Y | 68.84 | 01/2014 12/2020 | 39.11$ | 72.78 | 45.97$ | 83.61 | 70.34$ | 104.48 | 149.45$ | 110.80 | 04/2015 03/2022 | 184.94$ | 72.15 | 0.00% |
| 10Y | 49.92 | 01/2014 12/2023 | 57.35$ | 49.92 | 57.35$ | 49.92 | 57.35$ | 49.92 | 57.35$ | 49.92 | 01/2014 12/2023 | 57.35$ | 49.92 | 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 | -73.01 | 02/2014 01/2015 | 0.26$ | -50.05 | 0.49$ | 55.05 | 1.55$ | 294.65 | 3.94$ | 1309.91 | 12/2016 11/2017 | 14.09$ | 144.87 | 32.11% |
| 2Y | -33.99 | 04/2021 03/2023 | 0.43$ | -17.17 | 0.68$ | 73.37 | 3.00$ | 222.34 | 10.39$ | 443.05 | 01/2016 12/2017 | 29.49$ | -8.52 | 25.77% |
| 3Y | 1.79 | 02/2014 01/2017 | 1.05$ | 27.10 | 2.05$ | 79.72 | 5.80$ | 153.02 | 16.19$ | 245.36 | 02/2015 01/2018 | 41.19$ | 7.54 | 0.00% |
| 5Y | 1.39 | 01/2018 12/2022 | 1.07$ | 25.96 | 3.17$ | 82.63 | 20.31$ | 127.80 | 61.34$ | 163.65 | 04/2016 03/2021 | 127.38$ | 56.76 | 0.00% |
| 7Y | 63.77 | 01/2016 12/2022 | 31.59$ | 66.90 | 36.06$ | 77.49 | 55.49$ | 99.52 | 125.87$ | 105.23 | 11/2014 10/2021 | 153.35$ | 66.34 | 0.00% |
| 10Y | 45.84 | 01/2014 12/2023 | 43.53$ | 45.84 | 43.53$ | 45.84 | 43.53$ | 45.84 | 43.53$ | 45.84 | 01/2014 12/2023 | 43.53$ | 45.84 | 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$ | 118.03 | 2.18$ | 976.08 | 10.76$ | 23946.19 | 07/2010 06/2011 | 240.46$ | 153.33 | 23.08% |
| 2Y | -43.00 | 12/2013 11/2015 | 0.32$ | -3.83 | 0.92$ | 132.43 | 5.40$ | 730.18 | 68.92$ | 1987.58 | 12/2011 11/2013 | 435.80$ | -4.00 | 16.56% |
| 3Y | -14.12 | 12/2013 11/2016 | 0.63$ | 36.38 | 2.53$ | 126.47 | 11.61$ | 415.63 | 137.09$ | 1738.60 | 12/2010 11/2013 | 6215.27$ | 13.61 | 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$ | 63.18 | 0.00% |
| 7Y | 49.62 | 12/2013 11/2020 | 16.78$ | 78.76 | 58.33$ | 144.68 | 525.09$ | 283.70 | 12244.74$ | 400.12 | 09/2010 08/2017 | 78260.06$ | 72.15 | 0.00% |
| 10Y | 41.81 | 12/2013 11/2023 | 32.87$ | 80.03 | 357.71$ | 166.90 | 18345.52$ | 229.93 | 152823.57$ | 238.15 | 09/2010 08/2020 | 195449.63$ | 49.92 | 0.00% |
| 15Y | 145.62 | 01/2009 12/2023 | 714369.15$ | 145.62 | 714369.15$ | 145.62 | 714369.15$ | 145.62 | 714369.15$ | 145.62 | 01/2009 12/2023 | 714369.15$ | 145.62 | 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$ | 111.40 | 2.11$ | 954.25 | 10.54$ | 23119.84 | 07/2010 06/2011 | 232.19$ | 144.87 | 28.99% |
| 2Y | -43.52 | 12/2013 11/2015 | 0.31$ | -5.44 | 0.89$ | 127.45 | 5.17$ | 714.09 | 66.27$ | 1956.73 | 12/2011 11/2013 | 423.01$ | -8.52 | 16.56% |
| 3Y | -15.11 | 12/2013 11/2016 | 0.61$ | 30.20 | 2.20$ | 121.55 | 10.87$ | 405.10 | 128.86$ | 1700.29 | 12/2010 11/2013 | 5834.83$ | 7.54 | 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$ | 56.76 | 0.00% |
| 7Y | 47.28 | 12/2013 11/2020 | 15.03$ | 74.36 | 48.99$ | 140.75 | 468.73$ | 277.75 | 10975.23$ | 391.80 | 09/2010 08/2017 | 69587.73$ | 66.34 | 0.00% |
| 10Y | 37.95 | 12/2013 11/2023 | 24.95$ | 75.42 | 275.86$ | 162.36 | 15450.12$ | 224.23 | 128375.58$ | 232.30 | 09/2010 08/2020 | 164163.31$ | 45.84 | 0.00% |
| 15Y | 139.49 | 01/2009 12/2023 | 489105.71$ | 139.49 | 489105.71$ | 139.49 | 489105.71$ | 139.49 | 489105.71$ | 139.49 | 01/2009 12/2023 | 489105.71$ | 139.49 | 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
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 | 10.78 | 8.08 | 9.83 | 1.71 | -1.70 | 11.33 | -2.73 | -5.88 | 22.83 | 1.59 | 7.04 |
| 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 - Dec 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency | 0.72 | 8.69 | -3.12 | 10.23 | 11.35 | 2.06 | 9.03 | 0.81 | -6.08 | 19.97 | 7.21 | 7.81 |
| 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 | -19.3 2021 |
Monthly Seasonality over the period Feb 2009 - Dec 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency | 9.85 | 13.64 | 9.25 | 33.21 | 17.36 | 7.31 | 8.13 | 0.73 | -5.03 | 28.13 | 37.66 | 10.20 |
| 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 - Dec 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 January 2014 - 31 December 2023 (10 Years)
Data Source: 1 January 2009 - 31 December 2023 (~15 years)
65 Positive Months (54%) - 55 Negative Months (46%)
114 Positive Months (63%) - 66 Negative Months (37%)
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(Scroll down to see all data)
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