Bitcoin News said in a post on X that BlackRock reviewed rolling 10-year periods through May 2026 and found that adding a small Bitcoin allocation to a traditional 60/40 portfolio improved assumed annualized returns and risk-adjusted performance. In the figures cited, the standard 60/40 portfolio posted a Sharpe ratio of 0.81. That rose to 0.9 with a 1% Bitcoin allocation and to 0.96 with a 2% allocation.
The post also said a portfolio with a 2% Bitcoin weight generated 1.85% alpha, while its maximum drawdown came in at 20.9%, compared with 20.3% for the traditional 60/40 portfolio. BlackRock described Bitcoin as a "unique portfolio diversification tool and monetary alternative option" and said long-term investors may increasingly consider a modest Bitcoin position alongside traditional holdings.
ChainCatcher reported that Bitcoin News said in a post on X that BlackRock analyzed rolling 10-year periods through May 2026 and found that adding 1% or 2% Bitcoin to a traditional 60/40 portfolio could lift assumed annualized returns and improve risk-adjusted performance.
Sharpe ratio comparison
According to the figures cited, the Sharpe ratio for a traditional 60/40 portfolio was 0.81. With a 1% Bitcoin allocation, the ratio rose to 0.9. With a 2% allocation, it increased to 0.96.
Alpha and drawdown figures
The post said a portfolio with a 2% Bitcoin allocation generated 1.85% alpha and recorded a maximum drawdown of 20.9%. By comparison, the traditional 60/40 portfolio had a maximum drawdown of 20.3%.
BlackRock's view
BlackRock said Bitcoin remains a "unique portfolio diversification tool and monetary alternative option," adding that long-term investors may increasingly consider a modest Bitcoin allocation outside their traditional holdings.
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