Get the composition of our in-house portfolios
Portfolio Ref:
CC15LS2WS2
Performance in the last:
| 1D | -0.1 % |
| 1W | -0.7 % |
| 2W | 0.7 % |
| 1M | -8.9 % |
| 3M | -7.7 % |
| 6M | -22.6 % |
| 9M | 31.0 % |
| 1Y | 53.5 % |
|
Alpha
46.3%
|
Beta
0.13
|
sharpe-R
1.42
|
|
Benchmark
BTCUSD (Bitcoin - USD)
|
sharpe-R Benchmark
2.43
|
The portfolio metrics Alpha, Beta and Sharpe Ratio are computed using a risk free rate of 0%.
Other Information
| Calculation Frequency | Daily |
| Latest Valuation Time | 2024-09-16 03:38:57 |
| Launch Date | 2021-10-26 00:00:00 |
| First Valuation Date | 2021-01-01 00:00:00 |
| Max. DrawDown | -32.97% |
| Max. DrawDown Benchmark | -26.18% |
This Long-Short strategy aims to find promising assets to invest in for a maximum holding period of 2 Weeks in the Cryptocurrency asset class. The maximum number of assets that can be allocated in this strategy is 15.
The assets selection in this portfolio is based on: Pattern-Driven Strategy.Please note that all model portfolios assume that the entry price for each trade is the previous close price.
For Long-Short model portfolios, the short-selling costs (asset borrowing costs) are not taken into account. This assumption is likely unrealistic, and it is important to understand the short-selling process before employing this type of strategy.
Portfolio Performance against the market Benchmark
Try Our Peformance Checker Tool
Risk Level
Difficulty Level
Do you want to invest in this strategy ?
Follow the portfolio and you will get notified for every change in the composition of the portfolioCurrent Portfolio Composition
| Asset | Action | Weight | Entry Price | Current Price | PnL | Entry Date |
|---|---|---|---|---|---|---|
OKBUSD
OKB - USD
|
Buy | 10.22% | -1.89% | 2024-09-14 | ||
TRXUSD
TRON - USD
|
Sell | -5.95% | 1.04% | 2024-09-14 | ||
HBTCUSD
Huobi BTC - USD
|
Sell | -6.01% | 0% | 2024-09-15 |
The percentage of cash held in the portfolio is:
101.74%
** The description of each asset is available
Here
The latest 5 Compositions change
2024-09-15 00:00:00
: Portfolio change date
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| OKBUSD OKB - USD | Buy | 10.22% | -1.89% | 2024-09-14 |
| TRXUSD TRON - USD | Sell | -5.95% | 1.04% | 2024-09-14 |
| HBTCUSD Huobi BTC - USD | Sell | -6.01% | 0% | 2024-09-15 |
The percentage of cash held in the portfolio is:
101.74%
New Assets Added
- HBTCUSD
Assets Removed
None
Assets Rebalanced
None
2024-09-14 00:00:00
: Portfolio change date
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| OKBUSD OKB - USD | Buy | 10.4% | 0% | 2024-09-14 |
| TRXUSD TRON - USD | Sell | -6% | 0% | 2024-09-14 |
The percentage of cash held in the portfolio is:
95.6%
New Assets Added
- TRXUSD
- OKBUSD
Assets Removed
None
Assets Rebalanced
None
2024-09-10 00:00:00
: Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is:
100%
New Assets Added
None
Assets Removed
| Asset | Action | Perf % |
|---|---|---|
| ZECUSD | Buy All | NA |
| CROUSD | Buy All | NA |
| ACHUSD | Buy All | NA |
| CSPRUSD | Buy All | NA |
Assets Rebalanced
None
2024-09-02 00:00:00
: Portfolio change date
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| ZECUSD Zcash - USD | Sell | -5.16% | 20.06% | 2024-08-27 |
| CROUSD Cronos - USD | Sell | -5.95% | 7.74% | 2024-08-27 |
| ACHUSD Alchemy Pay - USD | Sell | -5.54% | 14.1% | 2024-08-27 |
| CSPRUSD Casper - USD | Sell | -5.57% | 13.61% | 2024-08-27 |
The percentage of cash held in the portfolio is:
122.22%
New Assets Added
None
Assets Removed
| Asset | Action | Perf % |
|---|---|---|
| BTCUSD | Sell All | -5.06% |
Assets Rebalanced
None
2024-09-01 00:00:00
: Portfolio change date
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| BTCUSD Bitcoin - USD | Buy | 10.24% | -2.34% | 2024-08-23 |
| ZECUSD Zcash - USD | Sell | -5.7% | 12.45% | 2024-08-27 |
| CROUSD Cronos - USD | Sell | -6.22% | 4.49% | 2024-08-27 |
| ACHUSD Alchemy Pay - USD | Sell | -5.87% | 9.87% | 2024-08-27 |
| CSPRUSD Casper - USD | Sell | -5.82% | 10.51% | 2024-08-27 |
The percentage of cash held in the portfolio is:
113.37%
New Assets Added
None
Assets Removed
| Asset | Action | Perf % |
|---|---|---|
| ORCUSD | Buy All | -16.54% |
| SNTUSD | Sell All | -8.6% |
Assets Rebalanced
None
2024-08-28 00:00:00
: Portfolio change date
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| SNTUSD Status - USD | Buy | 11.45% | -4.25% | 2024-08-22 |
| BTCUSD Bitcoin - USD | Buy | 10.28% | -1.45% | 2024-08-23 |
| ZECUSD Zcash - USD | Sell | -6.26% | 3.3% | 2024-08-27 |
| CROUSD Cronos - USD | Sell | -6.21% | 4.04% | 2024-08-27 |
| ACHUSD Alchemy Pay - USD | Sell | -6.08% | 6.05% | 2024-08-27 |
| CSPRUSD Casper - USD | Sell | -5.94% | 8.24% | 2024-08-27 |
| ORCUSD Orbit Chain - USD | Sell | -5.5% | 0% | 2024-08-28 |
The percentage of cash held in the portfolio is:
108.28%
New Assets Added
- ORCUSD
Assets Removed
| Asset | Action | Perf % |
|---|---|---|
| DIVIUSD | Buy All | -4.53% |
| KNCUSD | Sell All | -5.5% |
| OXTUSD | Sell All | -0.68% |
| PERPUSD | Sell All | -0.79% |
| PUNDIXUSD | Sell All | -1.9% |
| SNXUSD | Sell All | -9.45% |
| VTHOUSD | Sell All | -6.43% |
| IOSTUSD | Sell All | -9.78% |
| FLUXUSD | Sell All | -12.26% |
Assets Rebalanced
None