Performance
Assets Allocation:
ETH holding: 60%
Cash: 20%
Options: 20%
Backtest Performance
This is the performance for the OTM Options strategy.
Key Metrics:
Period: 1 Jan, 2023 to 10 Nov, 2023
Compound Annual Growth Rate (CAGR or APY): 37.07% compared to buy & hold ETH: 37.02%
Sharpe Ratio: 3.18
Maximum Drawdown: -11.47% compared to buy and hold -26.09%
Live Performance
The live performance is stable, but the team needs to operate the strategy for an additional period to ensure it works well in the live market.
Notes:
APR to date: is the APR compared to a month ago.
Formulas:
Last updated
