{"id":75496,"date":"2021-10-06T14:03:00","date_gmt":"2021-10-06T14:03:00","guid":{"rendered":"https:\/\/deutschedastg.wpengine.com\/?p=75496"},"modified":"2024-03-30T10:39:23","modified_gmt":"2024-03-30T10:39:23","slug":"cryptocurrencies-and-the-sharpe-ratio-of-traditional-investment-models-2","status":"publish","type":"post","link":"https:\/\/deutschedigitalassets.com\/de\/insights\/news\/kryptowahrungen-und-die-sharpe-ratio-traditioneller-anlagemodelle-2\/","title":{"rendered":"Kryptow\u00e4hrungen und 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>Vor etwas mehr als einem Jahr ver\u00f6ffentlichte die Deutsche Digital Assets einen Bericht, in dem die Auswirkungen von Kryptow\u00e4hrungen auf die Performance traditioneller Portfolios analysiert wurden. Unser Bericht kam zu dem Schluss, dass eine kleine, rebalancierende Allokation in Kryptow\u00e4hrungen einen signifikanten Einfluss auf die Sharpe Ratio aller untersuchten Portfolios hat. Wir haben unsere Analyse aktualisiert, um festzustellen, ob eine Allokation in Kryptow\u00e4hrungen in den letzten 12 Monaten f\u00fcr dieselben Portfolios von Vorteil gewesen w\u00e4re.<\/p>\n\n\n\n<p>Das vergangene Jahr war f\u00fcr die meisten Anleger ein besonderes Jahr, da die meisten Portfolios aufgrund der Ausbreitung der Korona-Pandemie, der Schlie\u00dfungen und des daraus resultierenden wirtschaftlichen Abschwungs einen erheblichen Schaden erlitten. In diesem Bericht wird untersucht, ob Kryptow\u00e4hrungen den Anlegern dabei h\u00e4tten helfen k\u00f6nnen, die Krise etwas besser zu \u00fcberstehen.<\/p>\n\n\n\n<p>Die diesem Bericht zugrunde liegende Hypothese ist, dass sich die Sharpe Ratio (Rendite vs. Volatilit\u00e4t) f\u00fcr alle Modelle erh\u00f6ht, wenn Kryptow\u00e4hrungen in die Asset Allocation aufgenommen werden. Um die Auswirkungen von Kryptow\u00e4hrungen auf Anlageportfolios zu untersuchen, werden in diesem Bericht verschiedene Portfoliostrukturen untersucht, wobei der Schwerpunkt auf den folgenden Anlagemodellen liegt: ein traditionelles Aktien-\/Anleihenportfolio (mit einer Gewichtung von 50\/50 und 80\/20), ein ausgewogenes Portfolio (Aktien\/Anleihen\/Immobilien\/Gold\/Rohstoffe), ein Stiftungsmodellportfolio, ein Family-Office-Portfolio\/ein Portfolio f\u00fcr verm\u00f6gende Privatpersonen und ein Pensionsfondsportfolio.<\/p>\n\n\n\n<p>Der Bericht wurde von Robert Richter, einem wissenschaftlichen Mitarbeiter des Frankfurt School Blockchain Center, verfasst. Zu den Forschungspartnern geh\u00f6ren Enigma Securities und BTC-Echo.<\/p>\n\n\n\n<p>Die Deutsche Digital Assets arbeitet aktiv an der Erstellung von Forschungsberichten, die hochwertige Einblicke in die Welt der digitalen Verm\u00f6genswerte liefern. Anmelden&nbsp;<a href=\"https:\/\/iconicholding.com\/newsletter\/\">hier<\/a>&nbsp;um unsere neuesten Forschungsberichte, w\u00f6chentliche Marktanalysen und die neuesten Erkenntnisse \u00fcber Makro-, Industrie- und Kryptomarkttrends von unseren Top-Experten direkt in Ihren Posteingang zu erhalten.<\/p>\n\n\n\n<p><\/p>\n\n\n\n<p><\/p>\n\n\n\n<h4 class=\"wp-block-heading\" id=\"h-download-report-now\">Bericht jetzt herunterladen<\/h4>\n\n\n\n<div class=\"pipedriveWebForms\" data-pd-webforms=\"https:\/\/webforms.pipedrive.com\/f\/6qfHVSDpY9dm2cqoTK1riZPRUrkWPuQjddg9wJYj0vObWZiPwT7ewiQkNnlz33yuB5\"><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\/Cryptocurrencies-and-the-Sharpe-Ratio-of-Traditional-Investment-Models-724x1024.png\" alt=\"\" class=\"wp-image-75750\" srcset=\"https:\/\/deutschedigitalassets.com\/wp-content\/uploads\/2023\/02\/Cryptocurrencies-and-the-Sharpe-Ratio-of-Traditional-Investment-Models-724x1024.png 724w, https:\/\/deutschedigitalassets.com\/wp-content\/uploads\/2023\/02\/Cryptocurrencies-and-the-Sharpe-Ratio-of-Traditional-Investment-Models-212x300.png 212w, https:\/\/deutschedigitalassets.com\/wp-content\/uploads\/2023\/02\/Cryptocurrencies-and-the-Sharpe-Ratio-of-Traditional-Investment-Models-768x1086.png 768w, https:\/\/deutschedigitalassets.com\/wp-content\/uploads\/2023\/02\/Cryptocurrencies-and-the-Sharpe-Ratio-of-Traditional-Investment-Models-1086x1536.png 1086w, https:\/\/deutschedigitalassets.com\/wp-content\/uploads\/2023\/02\/Cryptocurrencies-and-the-Sharpe-Ratio-of-Traditional-Investment-Models-1448x2048.png 1448w, https:\/\/deutschedigitalassets.com\/wp-content\/uploads\/2023\/02\/Cryptocurrencies-and-the-Sharpe-Ratio-of-Traditional-Investment-Models.png 1653w\" sizes=\"(max-width: 724px) 100vw, 724px\" \/><\/figure>\n<\/div>\n<\/div>","protected":false},"excerpt":{"rendered":"<p>Just over a year ago, Deutsche Digital Assets published a report analyzing the impact of cryptocurrencies on the performance of traditional portfolios. Our report concluded that a small, rebalancing allocation to cryptocurrencies has a significant impact on the Sharpe ratio of all the portfolios investigated. We have updated our analysis to determine whether an allocation [&hellip;]<\/p>","protected":false},"author":3,"featured_media":75750,"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":[366,367,268],"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>Cryptocurrencies and the Sharpe Ratio of Traditional Investment Models<\/title>\n<meta name=\"description\" content=\"The hypothesis underlying this report is that the Sharpe Ratio (Return vs. Volatility) increases for all models by including cryptocurrencies in the asset allocation. To examine the impact cryptocurrencies have on investment portfolios, this report investigates different portfolio structures, with particular focus on the following investment models: a traditional stock\/ bond\" \/>\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\/kryptowahrungen-und-die-sharpe-ratio-traditioneller-anlagemodelle-2\/\" \/>\n<meta property=\"og:locale\" content=\"de_DE\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Cryptocurrencies and the Sharpe Ratio of Traditional Investment Models\" \/>\n<meta property=\"og:description\" content=\"The hypothesis underlying this report is that the Sharpe Ratio (Return vs. Volatility) increases for all models by including cryptocurrencies in the asset allocation. 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