Please find below the Crypto Invest performance report covering returns (in USD) from inception through the end of December 2019.
- Both of our Balanced and Growth portfolios outperformed the S&P 500 index in the reporting periods of Year-to-date (YTD) and Since Inception. Balanced +37.5%, Growth +37.4% YTD and +16%, +13.4% since inception (4 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 outperformed since inception and in every reporting period, while Conservative portfolio outperformed since inception, and in the reporting periods of 1 month, 3 months, and 6 months.
- Volatility: The maximum drawdown (% drop from peak to trough) for our Balanced and Conservative portfolios (27-28%) was slightly higher than that of S&P 500 and significantly less than that of Crypto HF Index (43%).
- Risk-Adjusted Return: Compared with the Crypto HF Index, all three strategies delivered higher Calmar & Sharpe ratios, which are indicators of stronger returns at a comparable risk level.
- Annualized Return: While our all three strategies considerably outperformed the Crypto HF Index, both of our Balanced and Growth portfolios outperformed the S&P 500 index.
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.