Get the composition of our in-house portfolios
Portfolio Ref:
CC15LS1MS2
Performance in the last:
| 1D | -0.1 % |
| 1W | -1.1 % |
| 2W | -0.3 % |
| 1M | -9.3 % |
| 3M | -8.8 % |
| 6M | -29.7 % |
| 9M | 41.0 % |
| 1Y | 65.7 % |
|
Alpha
59.0%
|
Beta
0.14
|
sharpe-R
1.53
|
|
Benchmark
BTCUSD (Bitcoin - USD)
|
sharpe-R Benchmark
2.43
|
The portfolio metrics Alpha, Beta and Sharpe Ratio are computed using a risk free rate of 0%.
Other Information
| Calculation Frequency | Daily |
| Latest Valuation Time | 2024-09-16 03:39:00 |
| Launch Date | 2021-10-26 00:00:00 |
| First Valuation Date | 2021-01-01 00:00:00 |
| Max. DrawDown | -36.21% |
| Max. DrawDown Benchmark | -26.18% |
This Long-Short strategy aims to find promising assets to invest in for a maximum holding period of 1 Month in the Cryptocurrency asset class. The maximum number of assets that can be allocated in this strategy is 15.
The assets selection in this portfolio is based on: Pattern-Driven Strategy.Please note that all model portfolios assume that the entry price for each trade is the previous close price.
For Long-Short model portfolios, the short-selling costs (asset borrowing costs) are not taken into account. This assumption is likely unrealistic, and it is important to understand the short-selling process before employing this type of strategy.
Portfolio Performance against the market Benchmark
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Risk Level
Difficulty Level
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Follow the portfolio and you will get notified for every change in the composition of the portfolioCurrent Portfolio Composition
| Asset | Asset Class | Action | Weight | Entry Price | Current Price | PnL | Entry Date |
|---|---|---|---|---|---|---|---|
OKBUSD
OKB - USD
|
Cryptocurrency | Buy | 11.32% | -1.89% | 2024-09-14 | ||
ZECUSD
Zcash - USD
|
Cryptocurrency | Sell | -5.04% | 16.71% | 2024-08-27 | ||
CROUSD
Cronos - USD
|
Cryptocurrency | Sell | -5.85% | 3.3% | 2024-08-27 | ||
TRXUSD
TRON - USD
|
Cryptocurrency | Sell | -6.28% | 1.04% | 2024-09-14 | ||
HBTCUSD
Huobi BTC - USD
|
Cryptocurrency | Sell | -6.41% | 0% | 2024-09-15 |
The percentage of cash held in the portfolio is:
112.27%
** The description of each asset is available
Here
The latest 5 Compositions change
2024-09-15 00:00:00
: Portfolio change date
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| OKBUSD OKB - USD | Buy | 11.32% | -1.89% | 2024-09-14 |
| ZECUSD Zcash - USD | Sell | -5.04% | 16.71% | 2024-08-27 |
| CROUSD Cronos - USD | Sell | -5.85% | 3.3% | 2024-08-27 |
| TRXUSD TRON - USD | Sell | -6.28% | 1.04% | 2024-09-14 |
| HBTCUSD Huobi BTC - USD | Sell | -6.41% | 0% | 2024-09-15 |
The percentage of cash held in the portfolio is:
112.27%
New Assets Added
- HBTCUSD
Assets Removed
None
Assets Rebalanced
None
2024-09-14 00:00:00
: Portfolio change date
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| OKBUSD OKB - USD | Buy | 11.53% | 0% | 2024-09-14 |
| ZECUSD Zcash - USD | Sell | -5.04% | 16.67% | 2024-08-27 |
| CROUSD Cronos - USD | Sell | -5.94% | 1.8% | 2024-08-27 |
| TRXUSD TRON - USD | Sell | -6.34% | 0% | 2024-09-14 |
The percentage of cash held in the portfolio is:
105.79%
New Assets Added
- TRXUSD
- OKBUSD
Assets Removed
None
Assets Rebalanced
None
2024-09-02 00:00:00
: Portfolio change date
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| ZECUSD Zcash - USD | Sell | -4.81% | 20.06% | 2024-08-27 |
| CROUSD Cronos - USD | Sell | -5.55% | 7.74% | 2024-08-27 |
The percentage of cash held in the portfolio is:
110.36%
New Assets Added
None
Assets Removed
| Asset | Action | Perf % |
|---|---|---|
| BTCUSD | Sell All | -5.06% |
Assets Rebalanced
None
2024-09-01 00:00:00
: Portfolio change date
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| BTCUSD Bitcoin - USD | Buy | 11.57% | -2.34% | 2024-08-23 |
| ZECUSD Zcash - USD | Sell | -5.29% | 12.45% | 2024-08-27 |
| CROUSD Cronos - USD | Sell | -5.77% | 4.49% | 2024-08-27 |
The percentage of cash held in the portfolio is:
99.48%
New Assets Added
None
Assets Removed
| Asset | Action | Perf % |
|---|---|---|
| DIVIUSD | Buy All | -4.59% |
| SNTUSD | Sell All | -8.6% |
Assets Rebalanced
None
2024-08-30 00:00:00
: Portfolio change date
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| SNTUSD Status - USD | Buy | 12.7% | -4.25% | 2024-08-22 |
| BTCUSD Bitcoin - USD | Buy | 11.66% | -1.45% | 2024-08-23 |
| DIVIUSD Divi - USD | Sell | -6.75% | -4.53% | 2024-08-14 |
| ZECUSD Zcash - USD | Sell | -5.83% | 3.3% | 2024-08-27 |
| CROUSD Cronos - USD | Sell | -5.79% | 4.04% | 2024-08-27 |
The percentage of cash held in the portfolio is:
94.01%
New Assets Added
None
Assets Removed
| Asset | Action | Perf % |
|---|---|---|
| QNTUSD | Buy All | NA |
Assets Rebalanced
None
2024-08-29 00:00:00
: Portfolio change date
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| SNTUSD Status - USD | Buy | 12.7% | -4.25% | 2024-08-22 |
| BTCUSD Bitcoin - USD | Buy | 11.66% | -1.45% | 2024-08-23 |
| QNTUSD Quant - USD | Sell | -7.07% | 7.47% | 2024-07-31 |
| DIVIUSD Divi - USD | Sell | -6.75% | -4.53% | 2024-08-14 |
| ZECUSD Zcash - USD | Sell | -5.83% | 3.3% | 2024-08-27 |
| CROUSD Cronos - USD | Sell | -5.79% | 4.04% | 2024-08-27 |
The percentage of cash held in the portfolio is:
101.08%
New Assets Added
None
Assets Removed
| Asset | Action | Perf % |
|---|---|---|
| MANAUSD | Buy All | NA |
Assets Rebalanced
None