Valkyrie Bitcoin Fund

10-Year Study

BRRR.US · · US · ETF

Executive Summary: Valkyrie Bitcoin Fund has compounded at 28.7% annually over the last 10 years, with a maximum drawdown of 43.8% and an annualized volatility of 53.7%.

1Y CAGR
-30.2%
3Y CAGR
+28.7%
5Y CAGR
+28.7%
10Y CAGR
+28.7%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
43.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.77
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.77
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
54.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +-6.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -14.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
0%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-4.4-21.63.211.2————————-14.0%
20258.7-17.2-2.114.211.13.08.3-7.35.7-4.1-17.4-3.5-6.5%
2024—45.814.5-16.914.6-11.48.8-10.18.210.138.9-3.7119.3%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 53.7%. The dominant macroeconomic risk driver is BTC-USD.CC, accounting for 79.9% of variance. Idiosyncratic stock-specific factors contribute 0.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-01-0110000
2024-02-0114577.113857401338
2024-03-0116691.541011908514
2024-04-0113872.304278715817
2024-05-0115895.521898251494
2024-06-0114087.89318405194
2024-07-0115323.382171842142
2024-08-0113772.802680283385
2024-09-0114908.788488091765
2024-10-0116409.618761983696
2024-11-0122786.06847934896
2024-12-0121932.00650301479
2025-01-0123830.84475218584
2025-02-0119742.9507773592
2025-03-0119320.06503014789
2025-04-0122072.968418751894
2025-05-0124527.362267410426
2025-06-0125265.338518390297
2025-07-0127363.183127524993
2025-08-0125363.182653060176
2025-09-0126807.629109586902
2025-10-0125721.39251944535
2025-11-0121243.781051251135
2025-12-0120505.803218721878
2026-01-0119601.9888616221
2026-02-0115364.841919789034
2026-03-0115862.354340289488
2026-04-0117636.815306741108
Annual Return Matrix
YearAnnual Return
2025-0.06502839966315288
2026-0.13991102330297256
Total Factor Risk
0.5366624840392399
VTI.US Exposure
-0.09045836314251643
VEA.US Exposure
-0.011677690376786079
VWO.US Exposure
0.012478638861561208
QQQ.US Exposure
0.051998726306379535
VTV.US Exposure
0.07935716202773346
IJR.US Exposure
-0.016346080939321803
QUAL.US Exposure
-0.03804733190029561
SHV.US Exposure
0.01643806000878384
TLT.US Exposure
-0.012793667944883135
LQD.US Exposure
0.13600933505102936
HYG.US Exposure
-0.010971871986486408
GLD.US Exposure
0.0025710552194128907
USO.US Exposure
0.00027224311979154157
VNQ.US Exposure
0.001366827375967096
BTC-USD.CC Exposure
0.7985149635970257
CPER.US Exposure
0.0015311069893677095
VIX.INDX Exposure
0.020251855425257616
UUP.US Exposure
0.0007511138121166944
TIP.US Exposure
0.049402192745185654
Idiosyncratic Exposure
0.009351725750676849
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
53.7%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+8.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-21.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
40.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Valkyrie Bitcoin Fund a high-risk investment?

Valkyrie Bitcoin Fund (BRRR.US) has an annualized volatility of 53.7% and experienced a maximum drawdown of 43.8% over the last 10 years. Its primary macro risk driver is BTC-USD.CC.

What is the 10-year return of BRRR.US?

Over the past 10 years, BRRR.US has generated a Compound Annual Growth Rate (CAGR) of 28.7%. It has had a positive return in 0% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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