| Kaiserex | S&P 500 | Bitcoin | Crypto Market | |
|---|---|---|---|---|
| Growth since the 1st of May | -29.68% | 8.84% | -12.61% | -28.39% |
| Growth in July | -6.65% | 3.57% | 20.75% | 13.56% |
| Largest daily decline | -8.45% | -1.00% | -5.33% | 5.69% |
| Largest daily increase | 11.13% | 0.88% | 9.27% | 9.04% |
| Largest peak-to-trough | -11.02% | -1.77% | -6.74% | -11.04% |
| Volatility | 3.88% | 0.59% | 3.36% | 4.11% |
Source: investing.com. All calculations were made in EUR and including weekend data.
Volatility of the whole portfolio was 3.88%, average volatility of each asset was in a range 3.36-6.49% . Minimum value of the portfolio was 6483.94 EUR and the maximum value was 8239.37 EUR.
Sharpe Ratio was -0.08 (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.