The report conclusively shows that the addition of cryptocurrencies generally increased the Sharpe ratio of a given portfolio, considering that in all cases a continual increase in the Sharpe ratio was observed. In relative terms, the Sharpe ratio increased the most for all portfolios when moving from a 1% crypto allocation to a 3% crypto allocation. This evidences that a comparatively small holding of cryptocurrencies can significantly improve a portfolio’s performance.

The report is written by Robert Richter, a research fellow at Frankfurt School Blockchain Center. Research partners include Enigma Securities and BTC-Echo. The full report can be downloaded here

About Cryptology Asset Group:

Cryptology Asset Group (ISIN: MT0001770107; Ticker: CAP:GR) is a leading European investment
company for crypto assets and blockchain-related business models. Founded by Christian
Angermayer’s family office, Apeiron Investment Group, and cryptolegend Mike Novogratz, Cryptology is the largest publicly traded holding company for blockchain and crypto-based business models in Europe. Noteworthy portfolio companies include crypto-giant and EOSIO software publisher Block.one, leading HPC provider Northern Data, commission-free online neobroker nextmarkets, and crypto asset management group Iconic Holding.

Disclaimer
Collectively, Iconic Funds and Cryptology are referred hereinto as “THE PARTIES.”
In no event will you hold THE PARTIES, their subsidiaries, or any affiliated party liable for any direct or indirect investment losses caused by any information in this report. This report is not investment advice or a recommendation or solicitation to buy any securities.

THE PARTIES are not registered as investment advisors in any jurisdiction. You agree to do your own research and due diligence before making any investment decision with respect to securities or investment opportunities discussed herein.

Articles and reports include forward- looking statements, estimates, projections, and opinions which may prove to be substantially inaccurate and are inherently subject to significant risks and uncertainties beyond THE PARTIES’ control. These articles and reports express opinions, which have been based upon generally available information, field research, inferences and deductions through our due diligence and analytical process.

THE PARTIES believes all information contained herein is accurate and reliable and has been obtained from public sources. THE PARTIES believe it to be accurate and reliable. However, such information is presented “as is,” without warranty of any kind.