## [1] "In the demo we examine how different risk and performance metrics variy for different allocation between Bond (B), Equity (E) and Crypto (C)"
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Sharpe_Ratio
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Annualised_Volatility
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Annualised_Return
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Maximum_DrawDown
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B = 66.7% E = 33.3% C = 0%
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0.61
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0.04
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0.03
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0.08
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B = 66% E = 33% C = 1%
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0.80
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0.05
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0.04
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0.09
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B = 65.3% E = 32.7% C = 2%
|
0.93
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0.05
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0.05
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0.10
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|
B = 64.7% E = 32.3% C = 3%
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1.00
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0.06
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0.05
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0.11
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B = 64% E = 32% C = 4%
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1.03
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0.06
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0.06
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0.12
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B = 63.3% E = 31.7% C = 5%
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1.03
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0.07
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0.07
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0.13
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B = 62.7% E = 31.3% C = 6%
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1.03
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0.08
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0.08
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0.15
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|
B = 62% E = 31% C = 7%
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1.02
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0.09
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0.09
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0.16
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|
B = 61.3% E = 30.7% C = 8%
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1.01
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0.10
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0.10
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0.17
|
|
B = 60.7% E = 30.3% C = 9%
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0.99
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0.11
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0.11
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0.19
|
|
B = 60% E = 30% C = 10%
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0.98
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0.12
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0.12
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0.21
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