Iconic Funds commissioned an empirical study analyzing the impact a minor crypto-asset allocation would have had on the risk-adjusted ROI of various portfolio types. The study concluded that all portfolio types benefited greatly, resulting in the portfolio’s Sharpe Ratio roughly doubling for all portfolio strategies with a mere 1%, rebalanced monthly, allocation to crypto assets.
Read the research report commissioned by Iconic Funds:
https://iconicholding.com/the-impact-of-crypto-currencies-on-the-sharpe-ratio-of-traditional-investment-models/