The objective is to analyze the risk-return-liquidity ratio of an investment portfolio with Latin American currencies diversified with Bitcoins, over a 24-month time horizon. The methodology used to improve its performance was the minimum variance portfolio model and the Sharpe, Sortino and Black-Litterman ratios. The results indicate that when Bitcoin is incorporated into the portfolio, the ratio drops to an annual yield of 10.12%, assuming the maximum limit of 13% risk; It is concluded that the inclusion of Bitcoin as a diversification strategy in a portfolio of Latin American currencies is less profitable and riskier.