portfolio-analysis-crypto
Portfolio Construction - 4 major crypto currencies
![image info](./ef.png)
![image info](./rets.png)
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 |
Individual Assets' performance
![image info](./asstsrets.png)
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 |