1D | -0.4 % |
1W | -0.4 % |
2W | -0.4 % |
1M | -3.1 % |
3M | -10.5 % |
6M | -11.3 % |
9M | 42.8 % |
1Y | 36.4 % |
Alpha
16.0%
|
Beta
0.19
|
sharpe-R
1.04
|
Benchmark
BTCUSD (Bitcoin - USD)
|
sharpe-R Benchmark
2.43
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-16 03:38:44 |
Launch Date | 2021-10-26 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -18.43% |
Max. DrawDown Benchmark | -26.18% |
This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 1 Week in the Cryptocurrency asset class. The maximum number of assets that can be allocated in this strategy is 5.
The assets selection in this portfolio is based on: Pattern-Driven Strategy.Try Our Peformance Checker Tool
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
OKBUSD OKB - USD | Buy | 19.6% | 0% | 2024-09-14 |
Asset | Action | Perf % |
---|---|---|
BTCUSD | Sell All | NA |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BTCUSD Bitcoin - USD | Buy | 20.41% | -1.45% | 2024-08-23 |
Asset | Action | Perf % |
---|---|---|
MEDUSD | Sell All | -11.62% |
NEOUSD | Sell All | -4.16% |
PUNDIXUSD | Sell All | -1.9% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PUNDIXUSD Pundi X (New) - USD | Buy | 20.28% | 2.35% | 2024-08-22 |
NEOUSD NEO - USD | Buy | 20.13% | 1.57% | 2024-08-22 |
BTCUSD Bitcoin - USD | Buy | 20.64% | 4.14% | 2024-08-23 |
MEDUSD MediBloc - USD | Buy | 18.64% | -5.58% | 2024-08-25 |
Asset | Action | Perf % |
---|---|---|
AAVEUSD | Sell All | -8.16% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PUNDIXUSD Pundi X (New) - USD | Buy | 20.35% | 7.56% | 2024-08-22 |
NEOUSD NEO - USD | Buy | 20.22% | 6.88% | 2024-08-22 |
AAVEUSD Aave - USD | Buy | 18.48% | -2.32% | 2024-08-22 |
BTCUSD Bitcoin - USD | Buy | 20.11% | 6.29% | 2024-08-23 |
MEDUSD MediBloc - USD | Buy | 18.84% | 0% | 2024-08-25 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PUNDIXUSD Pundi X (New) - USD | Buy | 19.58% | -0.53% | 2024-08-22 |
NEOUSD NEO - USD | Buy | 19.98% | 1.51% | 2024-08-22 |
AAVEUSD Aave - USD | Buy | 19.06% | -3.2% | 2024-08-22 |
BTCUSD Bitcoin - USD | Buy | 19.69% | 0% | 2024-08-23 |