{"id":73758,"date":"2020-06-16T13:49:25","date_gmt":"2020-06-16T13:49:25","guid":{"rendered":"http:\/\/icnqholdstage.wpengine.com\/?p=73758"},"modified":"2024-03-30T10:40:48","modified_gmt":"2024-03-30T10:40:48","slug":"the-impact-of-crypto-currencies-on-the-sharpe-ratio-of-traditional-investment-models","status":"publish","type":"post","link":"https:\/\/deutschedigitalassets.com\/de\/insights\/news\/die-auswirkungen-von-kryptowahrungen-auf-die-sharpe-ratio-traditioneller-anlagemodelle\/","title":{"rendered":"Der Einfluss von Kryptow\u00e4hrungen auf die Sharpe Ratio traditioneller Anlagemodelle"},"content":{"rendered":"<div class=\"wp-block-columns is-layout-flex wp-container-core-columns-is-layout-1 wp-block-columns-is-layout-flex\">\n<div class=\"wp-block-column is-layout-flow wp-block-column-is-layout-flow\">\n<p>Die Deutsche Digital Assets hat eine empirische Studie in Auftrag gegeben, in der untersucht wurde, wie sich eine geringe Allokation von Krypto-Assets auf die risikobereinigte Rendite verschiedener Portfoliotypen ausgewirkt h\u00e4tte. Die Studie kam zu dem Schluss, dass alle Portfoliotypen stark davon profitierten, was dazu f\u00fchrte, dass sich die Sharpe Ratio des Portfolios f\u00fcr alle Portfoliostrategien mit einer lediglich 1% gro\u00dfen, monatlich neu ausgerichteten Allokation in Krypto-Assets ungef\u00e4hr verdoppelte.<\/p>\n\n\n\n<div style=\"height:100px\" aria-hidden=\"true\" class=\"wp-block-spacer\"><\/div>\n\n\n\n<h4 class=\"wp-block-heading\" id=\"h-download-report\">Bericht herunterladen<\/h4>\n\n\n\n<div class=\"pipedriveWebForms\" data-pd-webforms=\"https:\/\/webforms.pipedrive.com\/f\/crZE7FovgC3fXapghXrEhrH1LMiL4hIQxiwfikf0ZHP5dC0naNUXq27aNTucz2N2tJ\"><script src=\"https:\/\/webforms.pipedrive.com\/f\/loader\"><\/script><\/div>\n<\/div>\n\n\n\n<div class=\"wp-block-column is-layout-flow wp-block-column-is-layout-flow\">\n<figure class=\"wp-block-image aligncenter size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"724\" height=\"1024\" src=\"https:\/\/deutschedigitalassets.com\/wp-content\/uploads\/2023\/02\/The-Impact-of-Crypto-Currencies-on-the-Sharpe-Ratio-of-Traditional-Investment-Models-724x1024.png\" alt=\"\" class=\"wp-image-75751\" srcset=\"https:\/\/deutschedigitalassets.com\/wp-content\/uploads\/2023\/02\/The-Impact-of-Crypto-Currencies-on-the-Sharpe-Ratio-of-Traditional-Investment-Models-724x1024.png 724w, https:\/\/deutschedigitalassets.com\/wp-content\/uploads\/2023\/02\/The-Impact-of-Crypto-Currencies-on-the-Sharpe-Ratio-of-Traditional-Investment-Models-212x300.png 212w, https:\/\/deutschedigitalassets.com\/wp-content\/uploads\/2023\/02\/The-Impact-of-Crypto-Currencies-on-the-Sharpe-Ratio-of-Traditional-Investment-Models-768x1086.png 768w, https:\/\/deutschedigitalassets.com\/wp-content\/uploads\/2023\/02\/The-Impact-of-Crypto-Currencies-on-the-Sharpe-Ratio-of-Traditional-Investment-Models.png 1000w\" sizes=\"(max-width: 724px) 100vw, 724px\" \/><\/figure>\n<\/div>\n<\/div>","protected":false},"excerpt":{"rendered":"<p>Deutsche Digital Assets 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\u2019s Sharpe Ratio roughly doubling for all portfolio strategies with a mere 1%, rebalanced monthly, allocation to [&hellip;]<\/p>","protected":false},"author":1,"featured_media":75751,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"_acf_changed":false,"_monsterinsights_skip_tracking":false,"_monsterinsights_sitenote_active":false,"_monsterinsights_sitenote_note":"","_monsterinsights_sitenote_category":0,"footnotes":""},"categories":[371],"tags":[],"acf":[],"yoast_head":"<!-- This site is optimized with the Yoast SEO Premium plugin v19.5 (Yoast SEO v23.6) - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>The Impact of Crypto Currencies on the Sharpe Ratio of Traditional Investment Models - Deutsche Digital Assets<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/deutschedigitalassets.com\/de\/insights\/news\/die-auswirkungen-von-kryptowahrungen-auf-die-sharpe-ratio-traditioneller-anlagemodelle\/\" \/>\n<meta property=\"og:locale\" content=\"de_DE\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"The Impact of Crypto Currencies on the Sharpe Ratio of Traditional Investment Models\" \/>\n<meta property=\"og:description\" content=\"Deutsche Digital Assets 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\u2019s Sharpe Ratio roughly doubling for all portfolio strategies with a mere 1%, rebalanced monthly, allocation to [&hellip;]\" \/>\n<meta property=\"og:url\" content=\"https:\/\/deutschedigitalassets.com\/de\/insights\/news\/die-auswirkungen-von-kryptowahrungen-auf-die-sharpe-ratio-traditioneller-anlagemodelle\/\" \/>\n<meta property=\"og:site_name\" content=\"Deutsche Digital Assets\" \/>\n<meta property=\"article:published_time\" content=\"2020-06-16T13:49:25+00:00\" \/>\n<meta property=\"article:modified_time\" content=\"2024-03-30T10:40:48+00:00\" \/>\n<meta property=\"og:image\" content=\"https:\/\/deutschedigitalassets.com\/wp-content\/uploads\/2023\/02\/The-Impact-of-Crypto-Currencies-on-the-Sharpe-Ratio-of-Traditional-Investment-Models.png\" \/>\n\t<meta property=\"og:image:width\" content=\"1000\" \/>\n\t<meta property=\"og:image:height\" content=\"1414\" \/>\n\t<meta property=\"og:image:type\" content=\"image\/png\" \/>\n<meta name=\"author\" content=\"deutscheda\" \/>\n<meta name=\"twitter:card\" content=\"summary_large_image\" \/>\n<meta name=\"twitter:label1\" content=\"Verfasst von\" \/>\n\t<meta name=\"twitter:data1\" content=\"deutscheda\" \/>\n\t<meta name=\"twitter:label2\" content=\"Gesch\u00e4tzte Lesezeit\" \/>\n\t<meta name=\"twitter:data2\" content=\"1 Minute\" \/>\n<script type=\"application\/ld+json\" class=\"yoast-schema-graph\">{\"@context\":\"https:\/\/schema.org\",\"@graph\":[{\"@type\":\"WebPage\",\"@id\":\"https:\/\/deutschedigitalassets.com\/insights\/news\/the-impact-of-crypto-currencies-on-the-sharpe-ratio-of-traditional-investment-models\/\",\"url\":\"https:\/\/deutschedigitalassets.com\/insights\/news\/the-impact-of-crypto-currencies-on-the-sharpe-ratio-of-traditional-investment-models\/\",\"name\":\"The Impact of Crypto Currencies on the Sharpe Ratio of Traditional Investment Models - Deutsche Digital Assets\",\"isPartOf\":{\"@id\":\"https:\/\/deutschedigitalassets.com\/#website\"},\"primaryImageOfPage\":{\"@id\":\"https:\/\/deutschedigitalassets.com\/insights\/news\/the-impact-of-crypto-currencies-on-the-sharpe-ratio-of-traditional-investment-models\/#primaryimage\"},\"image\":{\"@id\":\"https:\/\/deutschedigitalassets.com\/insights\/news\/the-impact-of-crypto-currencies-on-the-sharpe-ratio-of-traditional-investment-models\/#primaryimage\"},\"thumbnailUrl\":\"https:\/\/deutschedigitalassets.com\/wp-content\/uploads\/2023\/02\/The-Impact-of-Crypto-Currencies-on-the-Sharpe-Ratio-of-Traditional-Investment-Models.png\",\"datePublished\":\"2020-06-16T13:49:25+00:00\",\"dateModified\":\"2024-03-30T10:40:48+00:00\",\"author\":{\"@id\":\"https:\/\/deutschedigitalassets.com\/#\/schema\/person\/8be7b86902befacc9db69a06d496810f\"},\"breadcrumb\":{\"@id\":\"https:\/\/deutschedigitalassets.com\/insights\/news\/the-impact-of-crypto-currencies-on-the-sharpe-ratio-of-traditional-investment-models\/#breadcrumb\"},\"inLanguage\":\"de-DE\",\"potentialAction\":[{\"@type\":\"ReadAction\",\"target\":[\"https:\/\/deutschedigitalassets.com\/insights\/news\/the-impact-of-crypto-currencies-on-the-sharpe-ratio-of-traditional-investment-models\/\"]}]},{\"@type\":\"ImageObject\",\"inLanguage\":\"de-DE\",\"@id\":\"https:\/\/deutschedigitalassets.com\/insights\/news\/the-impact-of-crypto-currencies-on-the-sharpe-ratio-of-traditional-investment-models\/#primaryimage\",\"url\":\"https:\/\/deutschedigitalassets.com\/wp-content\/uploads\/2023\/02\/The-Impact-of-Crypto-Currencies-on-the-Sharpe-Ratio-of-Traditional-Investment-Models.png\",\"contentUrl\":\"https:\/\/deutschedigitalassets.com\/wp-content\/uploads\/2023\/02\/The-Impact-of-Crypto-Currencies-on-the-Sharpe-Ratio-of-Traditional-Investment-Models.png\",\"width\":1000,\"height\":1414},{\"@type\":\"BreadcrumbList\",\"@id\":\"https:\/\/deutschedigitalassets.com\/insights\/news\/the-impact-of-crypto-currencies-on-the-sharpe-ratio-of-traditional-investment-models\/#breadcrumb\",\"itemListElement\":[{\"@type\":\"ListItem\",\"position\":1,\"name\":\"Home\",\"item\":\"https:\/\/deutschedigitalassets.com\/\"},{\"@type\":\"ListItem\",\"position\":2,\"name\":\"The Impact of Crypto Currencies on the Sharpe Ratio of Traditional Investment Models\"}]},{\"@type\":\"WebSite\",\"@id\":\"https:\/\/deutschedigitalassets.com\/#website\",\"url\":\"https:\/\/deutschedigitalassets.com\/\",\"name\":\"Deutsche Digital Assets\",\"description\":\"Deutsche Digital Assets\",\"potentialAction\":[{\"@type\":\"SearchAction\",\"target\":{\"@type\":\"EntryPoint\",\"urlTemplate\":\"https:\/\/deutschedigitalassets.com\/?s={search_term_string}\"},\"query-input\":{\"@type\":\"PropertyValueSpecification\",\"valueRequired\":true,\"valueName\":\"search_term_string\"}}],\"inLanguage\":\"de-DE\"},{\"@type\":\"Person\",\"@id\":\"https:\/\/deutschedigitalassets.com\/#\/schema\/person\/8be7b86902befacc9db69a06d496810f\",\"name\":\"deutscheda\",\"image\":{\"@type\":\"ImageObject\",\"inLanguage\":\"de-DE\",\"@id\":\"https:\/\/deutschedigitalassets.com\/#\/schema\/person\/image\/\",\"url\":\"https:\/\/secure.gravatar.com\/avatar\/f023ea91c3fb851391c3d38b80eb90be?s=96&d=mm&r=g\",\"contentUrl\":\"https:\/\/secure.gravatar.com\/avatar\/f023ea91c3fb851391c3d38b80eb90be?s=96&d=mm&r=g\",\"caption\":\"deutscheda\"},\"sameAs\":[\"https:\/\/deutschedigitalassets.com\"],\"url\":\"https:\/\/deutschedigitalassets.com\/de\/insights\/news\/author\/deutscheda\/\"}]}<\/script>\n<!-- \/ Yoast SEO Premium plugin. -->","yoast_head_json":{"title":"The Impact of Crypto Currencies on the Sharpe Ratio of Traditional Investment Models - Deutsche Digital Assets","robots":{"index":"index","follow":"follow","max-snippet":"max-snippet:-1","max-image-preview":"max-image-preview:large","max-video-preview":"max-video-preview:-1"},"canonical":"https:\/\/deutschedigitalassets.com\/de\/insights\/news\/die-auswirkungen-von-kryptowahrungen-auf-die-sharpe-ratio-traditioneller-anlagemodelle\/","og_locale":"de_DE","og_type":"article","og_title":"The Impact of Crypto Currencies on the Sharpe Ratio of Traditional Investment Models","og_description":"Deutsche Digital Assets 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\u2019s Sharpe Ratio roughly doubling for all portfolio strategies with a mere 1%, rebalanced monthly, allocation to [&hellip;]","og_url":"https:\/\/deutschedigitalassets.com\/de\/insights\/news\/die-auswirkungen-von-kryptowahrungen-auf-die-sharpe-ratio-traditioneller-anlagemodelle\/","og_site_name":"Deutsche Digital Assets","article_published_time":"2020-06-16T13:49:25+00:00","article_modified_time":"2024-03-30T10:40:48+00:00","og_image":[{"width":1000,"height":1414,"url":"https:\/\/deutschedigitalassets.com\/wp-content\/uploads\/2023\/02\/The-Impact-of-Crypto-Currencies-on-the-Sharpe-Ratio-of-Traditional-Investment-Models.png","type":"image\/png"}],"author":"deutscheda","twitter_card":"summary_large_image","twitter_misc":{"Verfasst von":"deutscheda","Gesch\u00e4tzte Lesezeit":"1 Minute"},"schema":{"@context":"https:\/\/schema.org","@graph":[{"@type":"WebPage","@id":"https:\/\/deutschedigitalassets.com\/insights\/news\/the-impact-of-crypto-currencies-on-the-sharpe-ratio-of-traditional-investment-models\/","url":"https:\/\/deutschedigitalassets.com\/insights\/news\/the-impact-of-crypto-currencies-on-the-sharpe-ratio-of-traditional-investment-models\/","name":"The Impact of Crypto Currencies on the Sharpe Ratio of Traditional Investment Models - Deutsche Digital Assets","isPartOf":{"@id":"https:\/\/deutschedigitalassets.com\/#website"},"primaryImageOfPage":{"@id":"https:\/\/deutschedigitalassets.com\/insights\/news\/the-impact-of-crypto-currencies-on-the-sharpe-ratio-of-traditional-investment-models\/#primaryimage"},"image":{"@id":"https:\/\/deutschedigitalassets.com\/insights\/news\/the-impact-of-crypto-currencies-on-the-sharpe-ratio-of-traditional-investment-models\/#primaryimage"},"thumbnailUrl":"https:\/\/deutschedigitalassets.com\/wp-content\/uploads\/2023\/02\/The-Impact-of-Crypto-Currencies-on-the-Sharpe-Ratio-of-Traditional-Investment-Models.png","datePublished":"2020-06-16T13:49:25+00:00","dateModified":"2024-03-30T10:40:48+00:00","author":{"@id":"https:\/\/deutschedigitalassets.com\/#\/schema\/person\/8be7b86902befacc9db69a06d496810f"},"breadcrumb":{"@id":"https:\/\/deutschedigitalassets.com\/insights\/news\/the-impact-of-crypto-currencies-on-the-sharpe-ratio-of-traditional-investment-models\/#breadcrumb"},"inLanguage":"de-DE","potentialAction":[{"@type":"ReadAction","target":["https:\/\/deutschedigitalassets.com\/insights\/news\/the-impact-of-crypto-currencies-on-the-sharpe-ratio-of-traditional-investment-models\/"]}]},{"@type":"ImageObject","inLanguage":"de-DE","@id":"https:\/\/deutschedigitalassets.com\/insights\/news\/the-impact-of-crypto-currencies-on-the-sharpe-ratio-of-traditional-investment-models\/#primaryimage","url":"https:\/\/deutschedigitalassets.com\/wp-content\/uploads\/2023\/02\/The-Impact-of-Crypto-Currencies-on-the-Sharpe-Ratio-of-Traditional-Investment-Models.png","contentUrl":"https:\/\/deutschedigitalassets.com\/wp-content\/uploads\/2023\/02\/The-Impact-of-Crypto-Currencies-on-the-Sharpe-Ratio-of-Traditional-Investment-Models.png","width":1000,"height":1414},{"@type":"BreadcrumbList","@id":"https:\/\/deutschedigitalassets.com\/insights\/news\/the-impact-of-crypto-currencies-on-the-sharpe-ratio-of-traditional-investment-models\/#breadcrumb","itemListElement":[{"@type":"ListItem","position":1,"name":"Home","item":"https:\/\/deutschedigitalassets.com\/"},{"@type":"ListItem","position":2,"name":"The Impact of Crypto Currencies on the Sharpe Ratio of Traditional Investment Models"}]},{"@type":"WebSite","@id":"https:\/\/deutschedigitalassets.com\/#website","url":"https:\/\/deutschedigitalassets.com\/","name":"Deutsche Digital Assets","description":"Deutsche Digital Assets","potentialAction":[{"@type":"SearchAction","target":{"@type":"EntryPoint","urlTemplate":"https:\/\/deutschedigitalassets.com\/?s={search_term_string}"},"query-input":{"@type":"PropertyValueSpecification","valueRequired":true,"valueName":"search_term_string"}}],"inLanguage":"de-DE"},{"@type":"Person","@id":"https:\/\/deutschedigitalassets.com\/#\/schema\/person\/8be7b86902befacc9db69a06d496810f","name":"deutscheda","image":{"@type":"ImageObject","inLanguage":"de-DE","@id":"https:\/\/deutschedigitalassets.com\/#\/schema\/person\/image\/","url":"https:\/\/secure.gravatar.com\/avatar\/f023ea91c3fb851391c3d38b80eb90be?s=96&d=mm&r=g","contentUrl":"https:\/\/secure.gravatar.com\/avatar\/f023ea91c3fb851391c3d38b80eb90be?s=96&d=mm&r=g","caption":"deutscheda"},"sameAs":["https:\/\/deutschedigitalassets.com"],"url":"https:\/\/deutschedigitalassets.com\/de\/insights\/news\/author\/deutscheda\/"}]}},"_links":{"self":[{"href":"https:\/\/deutschedigitalassets.com\/de\/wp-json\/wp\/v2\/posts\/73758"}],"collection":[{"href":"https:\/\/deutschedigitalassets.com\/de\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/deutschedigitalassets.com\/de\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/deutschedigitalassets.com\/de\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/deutschedigitalassets.com\/de\/wp-json\/wp\/v2\/comments?post=73758"}],"version-history":[{"count":0,"href":"https:\/\/deutschedigitalassets.com\/de\/wp-json\/wp\/v2\/posts\/73758\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/deutschedigitalassets.com\/de\/wp-json\/wp\/v2\/media\/75751"}],"wp:attachment":[{"href":"https:\/\/deutschedigitalassets.com\/de\/wp-json\/wp\/v2\/media?parent=73758"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/deutschedigitalassets.com\/de\/wp-json\/wp\/v2\/categories?post=73758"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/deutschedigitalassets.com\/de\/wp-json\/wp\/v2\/tags?post=73758"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}