The Impact of Crypto Currencies on the Sharpe Ratio of Traditional Investment Models-Iconic Funds

Iconic Funds commissioned an empirical study analyzing the impact a minor crypto asset allocation would have had on the risk-adjusted ROI of various portfolio types. The study concluded that all portfolio types benefited greatly, resulting in the portfolio’s Sharpe Ratio roughly doubling for all portfolio strategies with a mere 1%, rebalanced monthly, allocation to crypto assets.

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Institutional Crypto Asset Management, Bridging Capital and Crypto Markets https://iconicholding.com/ https://funds.iconicholding.com/