The Impact of Crypto Currencies on the Sharpe Ratio of Traditional Investment Models-Iconic Funds
1 min readJun 16, 2020
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.
