Get the composition of our in-house portfolios
Portfolio Ref:
CC25LS1MS2
Performance in the last:
| 1D | 0.1 % |
| 1W | -1.1 % |
| 2W | -0.9 % |
| 1M | -7.8 % |
| 3M | -11.9 % |
| 6M | -27.8 % |
| 9M | 22.2 % |
| 1Y | 36.7 % |
|
Alpha
27.4%
|
Beta
0.13
|
sharpe-R
1.04
|
|
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 03:39:05 |
| Launch Date | 2021-10-26 00:00:00 |
| First Valuation Date | 2021-01-01 00:00:00 |
| Max. DrawDown | -35.27% |
| Max. DrawDown Benchmark | -26.18% |
This Long-Short strategy aims to find promising assets to invest in for a maximum holding period of 1 Month in the Cryptocurrency asset class. The maximum number of assets that can be allocated in this strategy is 25.
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
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Risk Level
Difficulty Level
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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 | 6.68% | -1.89% | 2024-09-14 | ||
ZECUSD
Zcash - USD
|
Sell | -3.11% | 16.71% | 2024-08-27 | ||
CROUSD
Cronos - USD
|
Sell | -3.61% | 3.3% | 2024-08-27 | ||
CSPRUSD
Casper - USD
|
Sell | -3.46% | 7.35% | 2024-08-27 | ||
FTTUSD
FTX Token - USD
|
Sell | -3.5% | 6.31% | 2024-08-27 | ||
TRXUSD
TRON - USD
|
Sell | -3.99% | 1.04% | 2024-09-14 | ||
HBTCUSD
Huobi BTC - USD
|
Sell | -4.11% | 0% | 2024-09-15 |
The percentage of cash held in the portfolio is:
115.1%
** 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 | 6.68% | -1.89% | 2024-09-14 |
| ZECUSD Zcash - USD | Sell | -3.11% | 16.71% | 2024-08-27 |
| CROUSD Cronos - USD | Sell | -3.61% | 3.3% | 2024-08-27 |
| CSPRUSD Casper - USD | Sell | -3.46% | 7.35% | 2024-08-27 |
| FTTUSD FTX Token - USD | Sell | -3.5% | 6.31% | 2024-08-27 |
| TRXUSD TRON - USD | Sell | -3.99% | 1.04% | 2024-09-14 |
| HBTCUSD Huobi BTC - USD | Sell | -4.11% | 0% | 2024-09-15 |
The percentage of cash held in the portfolio is:
115.1%
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 | 6.82% | 0% | 2024-09-14 |
| ZECUSD Zcash - USD | Sell | -3.11% | 16.67% | 2024-08-27 |
| CROUSD Cronos - USD | Sell | -3.67% | 1.8% | 2024-08-27 |
| CSPRUSD Casper - USD | Sell | -3.52% | 5.69% | 2024-08-27 |
| FTTUSD FTX Token - USD | Sell | -3.55% | 5.02% | 2024-08-27 |
| TRXUSD TRON - USD | Sell | -4.04% | 0% | 2024-09-14 |
The percentage of cash held in the portfolio is:
111.07%
New Assets Added
- TRXUSD
- OKBUSD
Assets Removed
None
Assets Rebalanced
None
2024-09-05 00:00:00
: Portfolio change date
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| ZECUSD Zcash - USD | Sell | -3% | 19.5% | 2024-08-27 |
| CROUSD Cronos - USD | Sell | -3.43% | 7.94% | 2024-08-27 |
| CSPRUSD Casper - USD | Sell | -3.38% | 9.05% | 2024-08-27 |
| FTTUSD FTX Token - USD | Sell | -3.58% | 3.89% | 2024-08-27 |
The percentage of cash held in the portfolio is:
113.38%
New Assets Added
None
Assets Removed
| Asset | Action | Perf % |
|---|---|---|
| 1INCHUSD | Buy All | -7.63% |
Assets Rebalanced
None
2024-09-02 00:00:00
: Portfolio change date
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| ZECUSD Zcash - USD | Sell | -2.94% | 20.06% | 2024-08-27 |
| CROUSD Cronos - USD | Sell | -3.39% | 7.74% | 2024-08-27 |
| CSPRUSD Casper - USD | Sell | -3.17% | 13.61% | 2024-08-27 |
| 1INCHUSD 1inch Network - USD | Sell | -3.22% | 12.27% | 2024-08-27 |
| FTTUSD FTX Token - USD | Sell | -3.2% | 12.92% | 2024-08-27 |
The percentage of cash held in the portfolio is:
115.93%
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 | 6.9% | -2.34% | 2024-08-23 |
| ZECUSD Zcash - USD | Sell | -3.24% | 12.45% | 2024-08-27 |
| CROUSD Cronos - USD | Sell | -3.53% | 4.49% | 2024-08-27 |
| CSPRUSD Casper - USD | Sell | -3.31% | 10.51% | 2024-08-27 |
| 1INCHUSD 1inch Network - USD | Sell | -3.44% | 7.07% | 2024-08-27 |
| FTTUSD FTX Token - USD | Sell | -3.39% | 8.5% | 2024-08-27 |
The percentage of cash held in the portfolio is:
110%
New Assets Added
None
Assets Removed
| Asset | Action | Perf % |
|---|---|---|
| DIVIUSD | Buy All | -4.59% |
| SNTUSD | Sell All | -8.6% |
| ENJUSD | Sell All | -6.94% |
Assets Rebalanced
None
2024-08-30 00:00:00
: Portfolio change date
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| SNTUSD Status - USD | Buy | 6.77% | -4.25% | 2024-08-22 |
| BTCUSD Bitcoin - USD | Buy | 6.97% | -1.45% | 2024-08-23 |
| ENJUSD EnjinCoin - USD | Buy | 6.78% | -4.12% | 2024-08-23 |
| DIVIUSD Divi - USD | Sell | -3.72% | -4.53% | 2024-08-14 |
| ZECUSD Zcash - USD | Sell | -3.58% | 3.3% | 2024-08-27 |
| CROUSD Cronos - USD | Sell | -3.55% | 4.04% | 2024-08-27 |
| CSPRUSD Casper - USD | Sell | -3.4% | 8.24% | 2024-08-27 |
| 1INCHUSD 1inch Network - USD | Sell | -3.45% | 6.65% | 2024-08-27 |
| FTTUSD FTX Token - USD | Sell | -3.51% | 5.05% | 2024-08-27 |
The percentage of cash held in the portfolio is:
100.69%
New Assets Added
None
Assets Removed
| Asset | Action | Perf % |
|---|---|---|
| QNTUSD | Buy All | NA |
Assets Rebalanced
None