Investment Strategies


Strategy Stats

Click the strategy names below for more performance analytics

1d Ret. 7d Ret. 30d Ret. 3m Ret. 6m Ret. 1y Ret. YTD Ret. Volatility Max Drawdown Sharpe Ratio Alpha Beta
BTC AI Limit Loss 0.0% 7.3% 6.7% 35.6% 64.6% 14.1% 69.9% 50.4% -40.0% 0.26 7.6% 0.36
ETH AI Limit Loss 0.6% -4.2% -14.2% 20.1% 100.2% 48.7% 108.3% 60.0% -37.1% 0.66 41.6% 0.34
BTC Vol Switching 0.0% -9.9% -16.1% -5.9% -7.6% 10.5% -10.1% 30.0% -24.3% 0.33 8.0% 0.13
ETH Vol Switching 0.0% -8.5% -14.9% 6.9% 62.3% 136.5% 55.4% 36.4% -18.1% 2.36 86.8% 0.13
Crypto Large Cap -1.0% 12.0% 7.9% -1.8% 42.3% -19.4% 53.1% 89.1% -63.8% -0.24 -36.4% 0.96
Crypto Efficient Returns -2.8% 3.5% 3.9% 5.9% 39.8% 6.2% 42.0% 60.8% -49.0% 0.10 -3.6% 0.62
Bitcoin 0.6% 7.9% 7.3% 8.9% 30.5% 16.7% 31.8% 83.7% -61.3% 0.18 - -
Ethereum 0.6% 18.2% 13.1% 6.1% 59.6% -5.6% 80.7% 103.3% -67.2% -0.06 - -

* Volatility, max drawdown, Sharpe ratio, alpha, and beta are computed using the previous 365 days.
** Alpha and beta are computed using strategy underlying.
*** Index strategies use Bitcoin (BTC) as a benchmark.