Get the composition of our in-house portfolios
Portfolio Ref:
CC25LS2WS2
Performance in the last:
| 1D | -0.1 % |
| 1W | -0.7 % |
| 2W | 0.5 % |
| 1M | -6.0 % |
| 3M | -4.8 % |
| 6M | -7.6 % |
| 9M | 39.8 % |
| 1Y | 60.1 % |
|
Alpha
54.0%
|
Beta
0.11
|
sharpe-R
1.93
|
|
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 03:39:01 |
| Launch Date | 2021-10-26 00:00:00 |
| First Valuation Date | 2021-01-01 00:00:00 |
| Max. DrawDown | -18.04% |
| Max. DrawDown Benchmark | -26.18% |
This Long-Short strategy aims to find promising assets to invest in for a maximum holding period of 2 Weeks in the Cryptocurrency asset class. The maximum number of assets that can be allocated in this strategy is 25.
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 | 5.88% | -1.89% | 2024-09-14 | ||
TRXUSD
TRON - USD
|
Cryptocurrency | Sell | -3.71% | 1.04% | 2024-09-14 | ||
HBTCUSD
Huobi BTC - USD
|
Cryptocurrency | Sell | -3.76% | 0% | 2024-09-15 |
The percentage of cash held in the portfolio is:
101.59%
** 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 | 5.88% | -1.89% | 2024-09-14 |
| TRXUSD TRON - USD | Sell | -3.71% | 1.04% | 2024-09-14 |
| HBTCUSD Huobi BTC - USD | Sell | -3.76% | 0% | 2024-09-15 |
The percentage of cash held in the portfolio is:
101.59%
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 | 5.99% | 0% | 2024-09-14 |
| TRXUSD TRON - USD | Sell | -3.75% | 0% | 2024-09-14 |
The percentage of cash held in the portfolio is:
97.76%
New Assets Added
- TRXUSD
- OKBUSD
Assets Removed
None
Assets Rebalanced
None
2024-09-10 00:00:00
: Portfolio change date
No Asset in the portfolio
The percentage of cash held in the portfolio is:
100%
New Assets Added
None
Assets Removed
| Asset | Action | Perf % |
|---|---|---|
| ZECUSD | Buy All | NA |
| CROUSD | Buy All | NA |
| ACHUSD | Buy All | NA |
| CSPRUSD | Buy All | NA |
| LSKUSD | Buy All | NA |
| ATOMUSD | Buy All | NA |
Assets Rebalanced
None
2024-09-05 00:00:00
: Portfolio change date
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| ZECUSD Zcash - USD | Sell | -3.12% | 19.5% | 2024-08-27 |
| CROUSD Cronos - USD | Sell | -3.57% | 7.94% | 2024-08-27 |
| ACHUSD Alchemy Pay - USD | Sell | -3.4% | 12.34% | 2024-08-27 |
| CSPRUSD Casper - USD | Sell | -3.52% | 9.05% | 2024-08-27 |
| LSKUSD Lisk - USD | Sell | -3.36% | 13.16% | 2024-08-27 |
| ATOMUSD Cosmos - USD | Sell | -3.22% | 16.88% | 2024-08-27 |
The percentage of cash held in the portfolio is:
120.19%
New Assets Added
None
Assets Removed
| Asset | Action | Perf % |
|---|---|---|
| 1INCHUSD | Buy All | -7.63% |
Assets Rebalanced
None
2024-09-02 00:00:00
: Portfolio change date
| Asset | Action | Weight | PnL | Entry Date |
|---|---|---|---|---|
| ZECUSD Zcash - USD | Sell | -3.07% | 20.06% | 2024-08-27 |
| CROUSD Cronos - USD | Sell | -3.54% | 7.74% | 2024-08-27 |
| ACHUSD Alchemy Pay - USD | Sell | -3.3% | 14.1% | 2024-08-27 |
| CSPRUSD Casper - USD | Sell | -3.32% | 13.61% | 2024-08-27 |
| LSKUSD Lisk - USD | Sell | -3.31% | 13.77% | 2024-08-27 |
| ATOMUSD Cosmos - USD | Sell | -3.38% | 12.06% | 2024-08-27 |
| 1INCHUSD 1inch Network - USD | Sell | -3.37% | 12.27% | 2024-08-27 |
The percentage of cash held in the portfolio is:
123.3%
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 | 6.45% | -2.34% | 2024-08-23 |
| ZECUSD Zcash - USD | Sell | -3.4% | 12.45% | 2024-08-27 |
| CROUSD Cronos - USD | Sell | -3.71% | 4.49% | 2024-08-27 |
| ACHUSD Alchemy Pay - USD | Sell | -3.5% | 9.87% | 2024-08-27 |
| CSPRUSD Casper - USD | Sell | -3.47% | 10.51% | 2024-08-27 |
| LSKUSD Lisk - USD | Sell | -3.46% | 10.82% | 2024-08-27 |
| ATOMUSD Cosmos - USD | Sell | -3.61% | 6.91% | 2024-08-27 |
| 1INCHUSD 1inch Network - USD | Sell | -3.61% | 7.07% | 2024-08-27 |
The percentage of cash held in the portfolio is:
118.32%
New Assets Added
None
Assets Removed
| Asset | Action | Perf % |
|---|---|---|
| ORCUSD | Buy All | -16.54% |
| SNTUSD | Sell All | -8.6% |
| ENJUSD | Sell All | -6.94% |
Assets Rebalanced
None