Category: Commodities
Period: January 2009 - September 2024 (~16 years)
Consolidated Returns as of 30 September 2024
Currency: CAD
(Change Settings)
Period: January 2009 - September 2024 (~16 years)
Consolidated Returns as of 30 September 2024
Currency: CAD
1.00$
Initial Capital
October 2014
October 2014
213.87$
Final Capital
September 2024
September 2024
71.01%
Yearly Return
73.42
Std Deviation
-74.50%
Max Drawdown
34 months
Recovery Period
1.00$
Initial Capital
January 2009
January 2009
1238615.04$
Final Capital
September 2024
September 2024
143.70%
Yearly Return
183.87
Std Deviation
-80.48%
Max Drawdown
19 months
Recovery Period
As of September 2024, over the analyzed timeframe, the Bitcoin (^BTC-CAD) Commodity obtained a 143.70% compound annual return, with a 183.87% standard deviation. It suffered a maximum drawdown of -80.48% that required 19 months to be recovered.
Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information.
The authors of the website are not affiliated with the ETFs/Assets issuers. Content is for informational, educational, illustrative and entertainment purposes only.
Table of contents
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Investment Returns as of Sep 30, 2024
The Bitcoin (^BTC-CAD) Commodity guaranteed the following returns.
Returns are calculated in CAD, assuming:
- no fees or capital gain taxes.
- dividend reinvestment, when applicable.
BITCOIN (^BTC-CAD) COMMODITY
Time Period: 1 January 2009 - 30 September 2024 (~16 years)
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| Chg (%) | Return (%) | Return (%) as of Sep 30, 2024 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Oct 2024 |
YTD
(9M) |
1M | 6M | 1Y | 5Y | 10Y |
MAX
(~16Y) |
|||
| Bitcoin (^BTC-CAD) Commodity | n.a. | n.a. | 58.59 | 11.17 | -5.75 | 142.54 | 51.85 | 71.01 | 143.70 | |||
| Returns over 1 year are annualized | ||||||||||||
| (*) Eastern Time (ET - America/New York) | ||||||||||||
Capital Growth as of Sep 30, 2024
An investment of 1$, from October 2014 to September 2024,
would be worth 213.87$, with a total return of 21287.28% (71.01% annualized).
The Inflation Adjusted Capital would be 166.29$, with a net total return of 16528.68% (66.76% annualized).
The Inflation Adjusted Capital would be 166.29$, with a net total return of 16528.68% (66.76% annualized).
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An investment of 1$, from January 2009 to September 2024,
would be worth 1238615.04$, with a total return of 123861404.21% (143.70% annualized).
The Inflation Adjusted Capital would be 867336.74$, with a net total return of 86733573.84% (138.25% annualized).
The Inflation Adjusted Capital would be 867336.74$, with a net total return of 86733573.84% (138.25% annualized).
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Investment Metrics as of Sep 30, 2024
Metrics of Bitcoin (^BTC-CAD) Commodity, updated as of 30 September 2024, provide a comprehensive overview of the portfolio's performance and risk characteristics.
These metrics include detailed data on returns, volatility, drawdowns and other key performance indicators. By examining them, you can gain insights into how the portfolio has performed over various time periods and understand its risk profile.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- dividend reinvestment, when applicable.
BITCOIN (^BTC-CAD) COMMODITY
Advanced Metrics
Time Period: 1 January 2009 - 30 September 2024 (~16 years)
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| Metrics as of Sep 30, 2024 | |||||||||
|---|---|---|---|---|---|---|---|---|---|
|
YTD
(9M) |
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y |
MAX
(~16Y) |
|
| Investment Return (%) | 58.59 | 11.17 | 6.35 | -5.75 | 142.54 | 16.87 | 51.85 | 71.01 | 143.70 |
| Growth of 1$ | 1.59 | 1.11 | 1.06 | 0.94 | 2.43 | 1.60 | 8.07 | 213.87 | 1.2M |
| Canada Inflation (%) | 2.21 | 0.00 | 0.25 | 1.25 | 2.08 | 4.23 | 3.50 | 2.55 | 2.29 |
| Pending updates, the monthly inflation of Sep 2024 and beyond is set at 0%. Returns / Inflation rates over 1 year are annualized. | |||||||||
|
DRAWDOWN
|
Current | 1Y | 3Y | 5Y | 10Y | MAX | |||
| Deepest Drawdown Depth (%) | -5.75 | -15.22 | -70.43 | -70.43 | -74.50 | -80.48 | |||
| Start to Recovery (# months) | 6* | 6* | 28 | 28 | 34 | 19 | |||
| Start (yyyy mm) | 2024 04 | 2021 11 | 2021 11 | 2018 01 | 2011 07 | ||||
| Start to Bottom (# months) | 5 | 14 | 14 | 13 | 5 | ||||
| Bottom (yyyy mm) | 2024 08 | 2022 12 | 2022 12 | 2019 01 | 2011 11 | ||||
| Bottom to End (# months) | 1 | 14 | 14 | 21 | 14 | ||||
| End (yyyy mm) | - | 2024 02 | 2024 02 | 2020 10 | 2013 01 | ||||
| Longest Drawdown Depth (%) |
same |
same |
same |
same |
-77.07 | ||||
| Start to Recovery (# months) | 37 | ||||||||
| Start (yyyy mm) | 2024 04 | 2021 11 | 2021 11 | 2018 01 | 2013 12 | ||||
| Start to Bottom (# months) | 5 | 14 | 14 | 13 | 14 | ||||
| Bottom (yyyy mm) | 2024 08 | 2022 12 | 2022 12 | 2019 01 | 2015 01 | ||||
| Bottom to End (# months) | 1 | 14 | 14 | 21 | 23 | ||||
| End (yyyy mm) | - | 2024 02 | 2024 02 | 2020 10 | 2016 12 | ||||
| Longest negative period (# months) | 6 | 27 | 34 | 34 | 36 | ||||
| Start (yyyy mm) | 2024 03 | 2021 11 | 2021 03 | 2021 03 | 2013 12 | ||||
| End (yyyy mm) | 2024 08 | 2024 01 | 2023 12 | 2023 12 | 2016 11 | ||||
| Annualized Return (%) | -11.66 | -11.58 | -0.87 | -0.87 | -6.05 | ||||
| Drawdowns / Negative periods marked with * are in progress | |||||||||
| Deepest Drawdown Depth (%) | -6.92 | -16.27 | -72.21 | -72.34 | -75.03 | -80.66 | |||
| Start to Recovery (# months) | 6* | 6* | 28 | 35 | 35 | 19 | |||
| Start (yyyy mm) | 2024 04 | 2021 11 | 2021 04 | 2018 01 | 2011 07 | ||||
| Start to Bottom (# months) | 5 | 14 | 21 | 13 | 5 | ||||
| Bottom (yyyy mm) | 2024 08 | 2022 12 | 2022 12 | 2019 01 | 2011 11 | ||||
| Bottom to End (# months) | 1 | 14 | 14 | 22 | 14 | ||||
| End (yyyy mm) | - | 2024 02 | 2024 02 | 2020 11 | 2013 01 | ||||
| Longest Drawdown Depth (%) |
same |
same |
same |
same |
-77.31 | ||||
| Start to Recovery (# months) | 37 | ||||||||
| Start (yyyy mm) | 2024 04 | 2021 11 | 2021 04 | 2018 01 | 2013 12 | ||||
| Start to Bottom (# months) | 5 | 14 | 21 | 13 | 14 | ||||
| Bottom (yyyy mm) | 2024 08 | 2022 12 | 2022 12 | 2019 01 | 2015 01 | ||||
| Bottom to End (# months) | 1 | 14 | 14 | 22 | 23 | ||||
| End (yyyy mm) | - | 2024 02 | 2024 02 | 2020 11 | 2016 12 | ||||
| Longest negative period (# months) | 6 | 34 | 41 | 41 | 41 | ||||
| Start (yyyy mm) | 2024 03 | 2021 11 | 2021 04 | 2021 04 | 2021 04 | ||||
| End (yyyy mm) | 2024 08 | 2024 08 | 2024 08 | 2024 08 | 2024 08 | ||||
| Annualized Return (%) | -14.91 | -2.37 | -2.11 | -2.11 | -2.11 | ||||
| Drawdowns / Negative periods marked with * are in progress | |||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | MAX | ||||
| Standard Deviation (%) | 55.97 | 59.25 | 65.53 | 73.42 | 183.87 | ||||
| Sharpe Ratio | 2.45 | 0.23 | 0.76 | 0.95 | 0.78 | ||||
| Sortino Ratio | 4.04 | 0.35 | 1.13 | 1.47 | 2.19 | ||||
| Ulcer Index | 5.91 | 42.04 | 34.40 | 34.68 | 40.81 | ||||
| Ratio: Return / Standard Deviation | 2.55 | 0.28 | 0.79 | 0.97 | 0.78 | ||||
| Ratio: Return / Deepest Drawdown | 9.36 | 0.24 | 0.74 | 0.95 | 1.79 | ||||
| Positive Months (%) | 75.00 | 55.55 | 56.66 | 56.66 | 56.08 | ||||
| Positive Months | 9 | 20 | 34 | 68 | 106 | ||||
| Negative Months | 3 | 16 | 26 | 52 | 83 | ||||
|
LONG TERM RETURNS
|
1Y | 3Y | 5Y | 10Y | MAX | ||||
| Best 10 Years Return (%) - Annualized | 71.01 | 246.67 | |||||||
| Worst 10 Years Return (%) - Annualized | 45.54 | ||||||||
| Best 10 Years Return (%) - Annualized | 66.76 | 241.13 | |||||||
| Worst 10 Years Return (%) - Annualized | 41.87 | ||||||||
|
TIMEFRAMES
|
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | MAX | |
| ··· As of Sep 2024 - Over the previous 10Y | |||||||||
| Best Rolling Return (%) - Annualized | 1275.60 | 263.03 | 167.42 | 71.01 | |||||
| Worst Rolling Return (%) - Annualized | -71.32 | 7.12 | 4.75 | ||||||
| Positive Periods (%) | 77.0 | 100.0 | 100.0 | 100.0 | |||||
| Best Rolling Return (%) - Annualized | 1250.36 | 257.11 | 162.78 | 66.76 | |||||
| Worst Rolling Return (%) - Annualized | -71.87 | 2.40 | 1.50 | ||||||
| Positive Periods (%) | 77.0 | 100.0 | 100.0 | 100.0 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 28.23 | 40.50 | 45.63 | ||||||
| 95% CVaR - Conditional Value at Risk (%) | 37.03 | 55.74 | 67.18 | ||||||
| 99% VaR - Value at Risk (%) - Cumulative | 42.67 | 65.51 | 81.00 | ||||||
| 99% CVaR - Conditional Value at Risk (%) | 51.87 | 81.43 | 103.51 | ||||||
| Short term VaRs: analytical | |||||||||
| Safe Withdrawal Rate (%) | 49.54 | 16.97 | 15.20 | 40.32 | |||||
| Perpetual Withdrawal Rate (%) | --- | 1.23 | 1.09 | 40.07 | |||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | |||||||||
| ··· All available data (Jan 2009 - Sep 2024) | |||||||||
| Best Rolling Return (%) - Annualized | 21658.12 | 1759.14 | 562.59 | 246.67 | |||||
| Worst Rolling Return (%) - Annualized | -71.32 | -6.05 | 4.75 | 45.54 | |||||
| Positive Periods (%) | 73.0 | 99.3 | 100.0 | 100.0 | |||||
| Best Rolling Return (%) - Annualized | 21004.29 | 1731.01 | 551.34 | 241.13 | |||||
| Worst Rolling Return (%) - Annualized | -71.87 | -7.43 | 1.50 | 41.87 | |||||
| Positive Periods (%) | 73.0 | 99.3 | 100.0 | 100.0 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 73.52 | 109.87 | 131.15 | 59.54 | 0.00 | 0.00 | |||
| 95% CVaR - Conditional Value at Risk (%) | 95.56 | 148.03 | 185.12 | 65.57 | 0.00 | 0.00 | |||
| 99% VaR - Value at Risk (%) - Cumulative | 109.69 | 172.51 | 219.75 | 69.97 | 0.00 | 0.00 | |||
| 99% CVaR - Conditional Value at Risk (%) | 132.71 | 212.39 | 276.13 | 71.32 | 17.06 | 0.00 | |||
| Short term VaRs: analytical | 1+ year VaRs: historical data | |||||||||
| Safe Withdrawal Rate (%) | 33.42 | 12.77 | 11.66 | 11.14 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | 1.09 | 10.80 | |||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | |||||||||
- 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.
- Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
- Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
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Correlations as of Sep 30, 2024
Correlation measures to what degree the returns of two assets move in relation to each other. It is a statistical measure that describes the extent to which the returns of one asset are related to the returns of another asset.
The following table shows the monthly correlations of Bitcoin (^BTC-CAD) Commodity vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).
BITCOIN (^BTC-CAD) COMMODITY
Monthly correlations as of 30 September 2024
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Correlation values range between -1 and +1
- A correlation of +1 indicates that the returns of the two assets move in perfect synchrony; when one asset's returns go up, the other asset's returns also go up by the same percentage, and vice versa. This perfect positive correlation implies that the assets perform similarly in different market conditions.
- A correlation of -1 indicates a perfect inverse relationship between the returns of the two assets. When one asset's returns go up, the other asset's returns go down by the same percentage. This perfect negative correlation suggests that the assets move in opposite directions, providing a diversification benefit by reducing overall portfolio risk.
- A correlation of 0 means that there is no linear relationship between the returns of the two assets. The returns of one asset do not predict the returns of the other.
Learn about historical correlations here: see how the main asset classes relate 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-CAD) COMMODITY
Drawdown periods
Drawdown periods - Inflation Adjusted
Time Period: 1 October 2014 - 30 September 2024 (10 Years)
Time Period: 1 January 2009 - 30 September 2024 (~16 years)
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Rolling Returns
For a detailed rolling return analysis, click here
Bitcoin (^BTC-CAD) Commodity: Rolling Returns
Bitcoin (^BTC-CAD) Commodity: Rolling Returns
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-CAD) COMMODITY
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Time Period: 1 October 2014 - 30 September 2024 (10 Years)
Time Period: 1 January 2009 - 30 September 2024 (~16 years)
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The values shown for the rolling periods represent key statistical points: the minimum, maximum, median, and the 15th and 85th percentiles. These percentiles give insight into the distribution of the data, indicating the range within which the central 70% of the values lie, while the median represents the middle value.
Seasonality
In which months is it better to invest in Bitcoin (^BTC-CAD) Commodity?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past. They are retrieved considering the time period from January 2009 to September 2024.
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For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the Bitcoin (^BTC-CAD) Commodity over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
BITCOIN (^BTC-CAD) COMMODITY
Monthly Returns Distribution
Time Period: 1 October 2014 - 30 September 2024 (10 Years)
Time Period: 1 January 2009 - 30 September 2024 (~16 years)
68 Positive Months (57%) - 52 Negative Months (43%)
106 Positive Months (56%) - 83 Negative Months (44%)
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Methodology
Returns, up to October 2014, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.
Returns, up to October 2014, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.
The first official book of
Build wealth
with Lazy Portfolios and Passive Investing
with Lazy Portfolios and Passive Investing