Historical Performance

Index Performance Data

Index Returns

Since start (total)Since start (p.a.)20172018YTD (2019)
F5 Crypto Index*1,791%187%7,367%-87%38%
CCi30806%120%4,800%-85%24%
Bitcoin685%109%1,167%-71%122%
Ethereum2,019%199%8,145%-81%34%

Performance measures for F5 and alternative crypto investment for period from 2017-01-01 until 2019-10-16

Descriptive Statistics

Risk Measures

VolatilitySharpe ratioMax. drawdownUpside frequencyValue-at-Risk 5%Conditional Value-at-Risk 5%
F5 Crypto Index*5.257.8692.6354.92-8.14-12.2
CRIX4.437.4787.9256.82-6.95-11.39
Bitcoin4.416.9483.4055.61-6.28-8.58
Ethereum6.038.0693.9650.49-7.54-7.76

Risk measures for F5 and alternative crypto investment for period from 2017-01-01 until 2019-10-16

*(backtested since 2017-01-01)