#Regularly Rebalanced TOP5

Our Regularly Rebalanced TOP5 Index resets allocation weights to 80% TOP5 Cryptos and 20% USDC at a yearly level.

Current underlying risky assets are Bitcoin, Ethereum, Ripple, BNB, and Solana. The safe asset is USD.

Bitcoin
TOP5
Ethereum
Ripple
Solana
Cardano
80/20 Regular Rebalancing
USDC

#Backtested Returns

Over 2020-2023, the strategy generates an annual return of 200%, with a maximum drawdown of 71%, and a Sharpe Ratio of 2.6. Note that the backtest only starts in 2020, versus 2018 for other indices. This accounts for the high Sharpe ratio of the strategy.

Regularly Rebalanced TOP5 Index
Regularly Rebalanced TOP5 Index

monthJanFebMarAprMayJunJulAugSepOctNovDecYear
year             
2020NANANA0.140.070.090.470.30-0.22-0.100.67-0.021.94
20210.611.250.240.79-0.16-0.06-0.041.620.160.360.02-0.1820.03
2022-0.210.060.09-0.17-0.22-0.220.14-0.090.040.02-0.12-0.07-0.59
20230.47-0.050.120.02-0.04-0.040.12-0.150.020.320.22NA1.28