# Performance

#### Assets Allocation: <a href="#assets-allocation" id="assets-allocation"></a>

1. ETH holding: 60%
2. Cash: 20%
3. Options: 20%

### Backtest Performance <a href="#backtest-performance" id="backtest-performance"></a>

This is the performance for the OTM Options strategy.

<figure><img src="https://2155359415-files.gitbook.io/~/files/v0/b/gitbook-x-prod.appspot.com/o/spaces%2F2383Y3wQsc6bT3t9tddo%2Fuploads%2FgjrXJW1CUyVxdBSwBryU%2Fimage.png?alt=media&#x26;token=190e0334-7131-4129-b09b-96d41d7b91ee" alt=""><figcaption></figcaption></figure>

#### Key Metrics: <a href="#key-metrics" id="key-metrics"></a>

* 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 <a href="#live-performance" id="live-performance"></a>

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: <a href="#formulas" id="formulas"></a>

<figure><img src="https://abcxyz12312312ss.gitbook.io/~gitbook/image?url=https%3A%2F%2F1575213325-files.gitbook.io%2F%7E%2Ffiles%2Fv0%2Fb%2Fgitbook-x-prod.appspot.com%2Fo%2Fspaces%252F1tGGxa8yekawHc2dqMa0%252Fuploads%252FGdDedHMu4mckcq3B8md7%252Fimage.png%3Falt%3Dmedia%26token%3Da15c0d27-4798-4aab-8a0f-3aab33ac02ce&#x26;width=768&#x26;dpr=4&#x26;quality=100&#x26;sign=6897ecaad369ca3a7baa377c3df3df3a94d7d07304445ced8c05be2088131633" alt=""><figcaption></figcaption></figure>