| Kaiserex | S&P 500 | Bitcoin | Crypto Market | |
|---|---|---|---|---|
| Growth in May | -2.99% | 4.10% | -14.21% | -18.63% |
| Largest daily decline | -7.09% | -1.16% | -7.06% | -10.31% |
| Largest daily increase | 9.63% | 1.52% | 5.66% | 7.94% |
| Largest peak-to-trough | -16.28% | -1.44% | -11.31% | -12.70% |
| Volatility | 4.34% | 0.78% | 2.90% | 4.15% |
Volatility of the whole portfolio was 4.34%, volatility of each asset was in range 2.9-7.27% . Minimum value of the portfolio was 9015.80 EUR and the maximum value was 11766.51 EUR.
Sharpe Ratio was -0.04 (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.