Backtest: Quarterly performance data.
Disclaimer: Past performance is not necessarily indicative of future returns
1. Investment universe: Largest ERC-20 token by market capitalization
2. Data collection: historical prices, volatility, correlation
3. Risk analysis
4. Risk optimization / selection and weighting of token
5. During the computer-aided combination process, the portfolio with the optimal risk/return structure is sought
6. Exceeding the upper loss limit leads to a reduction in the level of investment
7. Quarterly rebalancing
Download pdf: CryptoXTP Index
The CryptoXTP Index is designed for investors who want to participate in the performance of the crypto market over the long term while keeping risk (real loss, volatility, draw downs) as low as possible.
CryptoXTP fulfills precisely this desire by combining the largest cryptocurrencies in terms of market capitalization in a quantitative, risk return optimized portfolio-construction, the Tangential Portfolio (TP).
The investment objective of the Crypto XTP Index is to significantly outperform the equally weighted portfolio of the top cryptocurrencies over the medium to long term with reduced volatility.
The strategy is quantitative-rule-based, transparent and managed without emotions.