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Portfolio Backtest
5-year return+84.2%CAGR 13.0% · max drawdown −58.4% · Sharpe 0.71
| Allocation | 5y return | CAGR | Max DD | Sharpe |
|---|---|---|---|---|
| 60 BTC / 30 ETH / 10 cash | +84.2% | 13.0% | −58.4% | 0.71 |
| 100% BTC | +212.5% | 25.6% | −64.1% | 0.84 |
| 50/50 BTC/ETH | +118.7% | 16.9% | −61.2% | 0.78 |
| S&P 500 benchmark | +62.4% | 10.2% | −24.5% | 0.91 |