the The model portfolio Conservative remain stable and performed better than Bitcoin, XRP, or Ethereum. Also, a comparison portfolio consisting of the Top 10 and was outbid by our model portfolio.
Dr. Philipp Giese
At the 1. December 2018 share Facebook Twitter LinkedIn xing mail
As the beginning of November, explained, we want to track the performance of our model portfolios is “Conservative” from the crypto-compass in a week. We compare the development of this portfolio with the help of Bitcoin, Ethereum, XRP, and a comparison portfolio, which is composed of the Top 10 with the respective market capitalization-proportional weights.
means, Conservatively, that the Portfolio is relatively low risk. It is currencies, therefore, from older Crypto like Bitcoin or Ethereum formed. In addition, a Stable-Coin – or Cash-Position. Without going into too much Detail, the Portfolio is Conservative for the following positions (from the strongest to the weakest Position): optionally, Tether, another Stable Coin or Cash Position, Omnilayer Protocol, Counterparty, Ethereum, Bitcoin, Dash, Siacoin, Monero and Ripple.
On the 26. November of the previous sell-off came to a temporary stop. The courses, specially the of Bitcoin recovered slightly and managed to make up a bit of lost territory. Nevertheless, the Benchmarks Bitcoin, Ethereum, XRP, and the comparison portfolio consisting of the Top 10 is still about 20 percent since the 15. November like.
model portfolio Conservative all comparative assets
And our model portfolio is beating? It was significantly better than that of the benchmark assets. The Drawdown was smaller, so our Portfolio is Conservative and currently only about 15 per cent since the 15. February has lost:
to confirm The figures the impression of:
name return risk VaR95 VaR99 Maximum Drawdown Portfolio Conservative -0.99 3.72 -7.1 -10.2 21 Top 10 -2.02 6.1 -11.91 -16.34 36 Bitcoin -1.74 6.2 -11.83 -16.66 34 Ethereum -2.5 6.88 -13.7 -18.47 40 XRP -1.37 4.85 -8.88 -10.58 30
Our model portfolio with respect to any measure better than that of the benchmark assets: The rate of return, as well as the risk or the Value-at-Risk, from a Portfolio Conservative significantly better than the Top 3 crypto currencies, as well as from out of the Top 10 formed the comparison portfolio. The only Asset, which has a similar good Performance, is XRP.
