Portfolio Optimization With Crypto

This research report will show that the addition of a crypto asset such as Bitcoin (BTC) to an institutional investor’s portfolio can drastically improve risk-adjusted returns.

Within this report, we construct several portfolios with varying amounts of Bitcoin and backtest their performance since 2014. By all measures – Annualized Returns, Annualized Volatility, and Sharpe Ratio – portfolios that add amounts of between 2.5 – 10% of Bitcoin outperform more traditional portfolios. The reason for this, as this report shows, is the excellent performance of the crypto asset market over the last few years, coupled with the uncorrelated nature of crypto assets with traditional financial assets. You can read the full report by filling out the form which will also subscribe you to our weekly research newsletter.