| Kaiserex | S&P 500 | Bitcoin | Crypto Market | |
|---|---|---|---|---|
| Growth since the 1st of May | -43.01% | 12.98% | -19.88% | -44.22% |
| Growth in August | -18.94% | 3.80% | -8.32% | -22.11% |
| Largest daily decline | -9.40% | -0.77% | -6.66% | -11.53% |
| Largest daily increase | 13.16% | 1.21% | 4.84% | 9.37% |
| Largest peak-to-trough | -20.28% | -1.28% | -17.05% | -11.53% |
| Volatility | 5.19% | 0.52% | 2.72% | 4.22% |
Source: investing.com. All calculations were made in EUR and including weekend data.
Volatility of the whole portfolio was 5.19%, average volatility of each asset was in a range 0.74-9.71% . Minimum value of the portfolio was 4574.04 EUR and the maximum value was 6934.25 EUR.
Sharpe Ratio was -0.14 (using 3-month US Treasury Bill Rate for calculation which on 2018-05-31 was 1.91% according to www.marketwatch.com) due to the negative excess return.