Please find below the Crypto Invest performance report covering returns (in USD) from inception through the end of September 2019.
- Each of our portfolios outperformed the S&P 500 index in the reporting periods of 6 months, Year-to-date, and Since Inception. Growth +46%, Balanced +41%, Conservative +19% Year to Date (YTD) and +20%, +19%, +9% since inception (7 Oct 2018) respectively.
- Against the Eureka Hedge Crypto Hedge Fund Index - an index of the most prominent institutional funds in crypto - our Growth and Balanced portfolios outperform in every period. While Conservative outperformed for 6 months, 3 months and 1 month.
- Volatility: The maximum drawdown (% drop from peak to trough) for all strategies (24-36%) are slightly higher to that of S&P 500 and significantly less than the Crypto HF Index (43%).
- Risk-Adjusted Return: Compared with S&P 500 and Crypto HF Index, all three strategies deliver higher Calmar & Sharpe ratios, which are indicators of stronger returns at a comparable risk level.
Calmar Ratio: The lower the Calmar ratio, the worse the investment performed on a risk-adjusted basis over the specified time period; the higher the Calmar ratio, the better it performed.
Sharpe Ratio: Generally, the greater the value of the Sharpe ratio, the more attractive the risk-adjusted return.
Note: Past performance may not be indicative of future results. Different types of investments involve varying degrees of risk, and there can be no assurance that the future performance of any specific investment, investment strategy, or product will be profitable, equal any corresponding indicated historical performance level(s), or be suitable for your portfolio.
Crypto Invest and our services are not, do not offer, and shall not be construed as investment or financial products. You are solely responsible for determining whether any investment, investment strategy or related transaction is appropriate for you based on your personal investment objectives, financial circumstances and risk tolerance.