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.
The Strategy A1
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
Coinrate Team
01
Since 2009
We have been operating in the market since 2009, providing reliable and experienced services to our clients
03
Proven Results
Our work has resulted in an average increase of over 30% in our clients' market capitalization, showcasing our ability to deliver tangible results
02
Seasoned Trading Desk Team
Our team comprises over 10 professional trading desk staff, each with a minimum of 11 years of experience, ensuring expert guidance and execution for our clients
04
Institutional Investment Attraction
Our comprehensive MM services have helped our clients secure over +$55m in institutional investments, further establishing our track record in facilitating
Sergey Smotrov
22 years of experience in Brokerage, Market Making, Hedge Funds, Speculative Trading, Asset Management