| Kaiserex | S&P 500 | Bitcoin | Crypto Market | |
|---|---|---|---|---|
| Growth since the 1st of May | -53.82% | 13.40% | -24.44% | -44.83% |
| Growth in September | -18.98% | 0.37% | -5.69% | -1.09% |
| Largest daily decline | -19.35% | -1.01% | -9.46% | -8.66% |
| Largest daily increase | 11.60% | 1.12% | 4.51% | 11.01% |
| Largest peak-to-trough | -33.97% | -0.86% | -15.96% | -20.24% |
| Volatility | 5.33% | 0.48% | 2.60% | 3.96% |
Source: investing.com. All calculations were made in EUR and including weekend data.
Volatility of the whole portfolio was 5.33%, average volatility of each asset was in a range 4.81-8.21% . Minimum value of the portfolio was 3985.24 EUR and the maximum value was 6035.12 EUR.
Sharpe Ratio was -0.13 (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.