Portfolio Construction - BTC, ETH, DOGE and LTC
Portfolio Construction - 4 major crypto currencies
| Portfolio | Annualized Return | Annualized Vol | Sharpe Ratio | Max Drawdown |
|---|---|---|---|---|
| EW | 80.39235 | 1.55133 | 50.80763 | -0.14022 |
| ERC | 21.29537 | 0.83385 | 25.02010 | -0.14949 |
| GMV | 7.09049 | 0.67401 | 10.28621 | -0.14371 |
| MSR | 1028.29092 | 5.35077 | 188.46271 | -0.38532 |
| Asset | Annualized Return | Annualized Vol | Sharpe Ratio | Max Drawdown |
|---|---|---|---|---|
| BTC | 5.47304 | 0.68224 | 7.83728 | -0.13431 |
| DOGE | 1028.29092 | 5.35077 | 188.46271 | -0.38532 |
| LTC | 11.60755 | 0.99450 | 11.42519 | -0.18297 |
| ETH | 21.27597 | 0.87836 | 23.73030 | -0.19383 |
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