Iconic Funds commissioned an empirical study analyzing the impact a minor crypto-asset allocation would have had on the risk-adjusted ROI of various portfolio types. The study concluded that all portfolio types benefited greatly, resulting in the portfolio’s Sharpe Ratio roughly doubling for all portfolio strategies with a mere 1%, rebalanced monthly, allocation to crypto assets.
Read the research report commissioned by Iconic Funds: https://iconicholding.com/the-impact-of-crypto-currencies-on-the-sharpe-ratio-of-traditional-investment-models/
Topic: Research: Impact of Crypto on the Sharpe Ratio of Traditional Investment Models (Read 218 times)
June 23, 2020, 08:54:01 AM
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