portfolio-analysis-crypto Portfolio Construction - 4 major crypto currencies Portfolios' performance Portfolio Annualized Return Annualized Vol Sharpe Ratio Max Drawdown EW 80.39235 1.55133 50.80763 -0.14022 ERC 21.29537 0.83385 25.02010 -0.14949 GMV 7.09049 0.67401 10.28621 -0.14371 MSR 1028.29092 5.35077 188.46271 -0.38532 Individual Assets' performance Asset Annualized Return Annualized Vol Sharpe Ratio Max Drawdown BTC 5.47304 0.68224 7.83728 -0.13431 DOGE 1028.29092 5.35077 188.46271 -0.38532 LTC 11.60755 0.99450 11.42519 -0.18297 ETH 21.27597 0.87836 23.73030 -0.19383