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Source: Fundstrat, Bloomberg, Updta $120.68 Fundstrat Bitcoin & Blockchain presentation for Upfront Summit

Source: Fundstrat, Bloomberg, Updta
$120.68
$128.54
$141.01
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$90
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Typical Conservative Moderate Bitcoin-plus Crypto 10
Figure: Performance metrics of various asset allocation portfolios with modest crypto-currency exposure
Each portfolios rebalanced every 3-months.
ENHANCED PORTFOLIO RETURN: Crypto adds return, boosts Sharpe-ratio
Slide 46
To illustrate the positive effects from adding Crypto currencies to a portfolio, consider the performance of various
portfolios below.
• By adding even 2% to the portfolio (funded by reducing equities by 200bp), 3-yr annualized gains rise 226bp.
Pushing this to 5% increases total return by 547bp, nearly doubling the return of a typical stock/bond blend.
Ratio 3-yr Portfolio Performance Metrics
Stocks / Bonds /
Bitcoin / Crypto 10
Return
CAGR
Annualized
Volatility Sharpe Ratio
Maximum
Drawdown
Typical 60% / 40% / 0% / 0% 6.47% 7.38% 59% (7.9% )
Conservative 58% / 40% / 2% / 0% 8.73% 7.32% 91% (7.2% )
Moderate 55% / 40% / 5% / 0% 12.14% 7.86% 128% (7.4% )
Bitcoin-plus Crypto 10 50% / 40% / 5% / 5% 19.22% 9.54% 180% (8.0% )

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