The portfolio is designed to captitalize on the persistent effect of assets with higher relative illiquidity tend to outperform, among the mid/large cap digital assets.
Its universe consists of the most liquid and actively traded assets, identified on rolling basis - various techniques employed to keep it both stable and relevant, as well as survivorship-bias free.
To balance each asset's risk contribution, positions are scaled according to the inverse of their rolling volatility.
The portfolio is rebalanced daily, at midnight UTC, weights are calculated at 11:55pm UTC.
| Benchmark (BTC) | Portfolio | |
|---|---|---|
1.09 | 0.54 | |
61.8% | 14% | |
0.00 | 0.19 | |
1.00 | 0.00 | |
-76.6% | -50.7% | |
61.9% | 35.7% | |
0% | 23.3% | |
100% | 10.9% | |
100% | 177.6% |
CAGR
26%
Sharpe Ratio
0.88
Volatility
32%
Alpha
0.28
CAGR
44%
Sharpe Ratio
1.40
Volatility
29%
Alpha
0.39
| Ticker | Name | Arrival Price | Weight | Date |
|---|---|---|---|---|
| BTC | Bitcoin | 110833.201 USD | 0.00% | 2025-09-05T23:55:00.000Z |
| ETH | Ethereum | 4315.541 USD | 0.00% | 2025-09-05T23:55:00.000Z |
| SOL | Solana | 204.431 USD | 0.00% | 2025-09-05T23:55:00.000Z |
| XRP | Ripple | 2.821 USD | 0.00% | 2025-09-05T23:55:00.000Z |
| DOGE | Dogecoin | 0.219 USD | 0.00% | 2025-09-05T23:55:00.000Z |
| SUI | Sui | 3.385 USD | 0.00% | 2025-09-05T23:55:00.000Z |
| BNB | Binance Coin | 851.275 USD | 0.00% | 2025-09-05T23:55:00.000Z |
| ADA | Cardano | 0.834 USD | 0.00% | 2025-09-05T23:55:00.000Z |
| LTC | Litecoin | 112.397 USD | 0.00% | 2025-09-05T23:55:00.000Z |
| AVAX | Avalanche | 24.417 USD | 0.00% | 2025-09-05T23:55:00.000Z |
| DOT | Polkadot | 3.834 USD | 0.00% | 2025-09-05T23:55:00.000Z |
| BCH | Bitcoin Cash | 607.706 USD | 0.00% | 2025-09-05T23:55:00.000Z |
| PEPE | PEPE | 0.00000980109132 USD | 0.00% | 2025-09-05T23:55:00.000Z |
| HBAR | Hedera | 0.219 USD | 0.00% | 2025-09-05T23:55:00.000Z |
| TRX | TRON | 0.331 USD | 0.00% | 2025-09-05T23:55:00.000Z |
| AAVE | Aave | 303.879 USD | 0.00% | 2025-09-05T23:55:00.000Z |
| UNI | Uniswap | 9.451 USD | 0.00% | 2025-09-05T23:55:00.000Z |
| TON | Toncoin | 3.088 USD | 0.00% | 2025-09-05T23:55:00.000Z |
| XLM | Stellar | 0.36 USD | 0.00% | 2025-09-05T23:55:00.000Z |
| SHIB | SHIB | 0.00001244024073 USD | 0.00% | 2025-09-05T23:55:00.000Z |
| 0.00% | ||||
Get live weights with the code provided below.
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