Investing in the crypto market according to modern portfolio theory
Risk rating: 5 (medium)
Expected profitability of the strategy is 200-300% per annum
The Strategy A1
A1 is an investment portfolio that includes the top 10 cryptocurrencies by market capitalization. The weight of assets in the index corresponds to Markovets' theory of optimal portfolio.
The portfolio is updated monthly depending on changes in market factors. The selection of new assets is based on their volatility and trend strength.
Odds
All calculations from 2024
Profitability (year)
94 %
Sharpe
2.17
Maximum drawdown
- 33 %
Rebalancing period
1 month
Var (historical, 1 day)
- 5 %
Maximum expected drawdown per day
Comparison of A1 profitability with the benchmark
01
Portfolio A1 outperforms the benchmark in terms of profitability over the entire period of time.
02
Bitcoin risk is much higher than a diversified portfolio.
03
A balanced portfolio is less susceptible to market shocks.
Portfolio Management Strategy
Selection obligations
The management company assumes all obligations for the selection, search for the moment of optimal entry and exit, as well as rebalancing of coins in the portfolio
Rebalancing
Rebalancing is carried out monthly
Coin weights
The weights of coins in a portfolio depend on the latest historical returns and market risk of the portfolio
Investment period
The recommended investment period is 1 year
The essence of portfolio theory
Other Strategies
Investments in cryptocurrencies with a target return of 25%+ in USDT regardless of market dynamics
We have been operating in the market since 2009, providing reliable and experienced services to our clients
03
Transparency & Trust
We prioritize transparency by providing regular reports and maintaining open communication, ensuring you are always informed about your investments
02
Individual Approach
In addition to time-tested strategies, we create personalized asset management plans tailored to your goals and risk tolerance
04
Innovative Technologies
By utilizing advanced algorithms and cutting-edge technologies, we continuously enhance our investment strategies to deliver stable results even in highly volatile markets
Sergey Smotrov
22 years of experience in Brokerage, Market Making, Hedge Funds, Speculative Trading, Asset Management
