Individual performance |
Return/Risk |
|
Sharpe |
|
Bitcoin, rfrUS =3.25% |
0.085 |
|
0.084 |
|
KLSE Index, rfrMY = 2.2% |
0.021 |
|
0.012 |
|
Emas (gold), rfrMY = 2.2% |
0.023 |
|
0.017 |
|
Oil price, rfrUS =3.25% |
0.002 |
|
-0.001 |
|
Two-asset portfolio |
R/R (weight ½) |
R/R(weight 10:90) |
S(weight ½) |
S(weight 10:90) |
Bitcoin + KLSE Index |
0.086 |
0.087 |
0.085 |
0.080 |
Bitcoin + Emas (gold) |
0.087 |
0.021 |
0.086 |
0.019 |
Bitcoin + Oil |
0.084 |
0.017 |
0.083 |
0.016 |
Three-asset portfolio |
R/R(weight ⅓) |
R/R(10:45:45) |
S(weight ⅓) |
S(10:45:45) |
Bitcoin + KLSE Index + Emas (gold) |
0.088 |
0.074 |
0.086 |
0.084 |
Bitcoin + KLSE Index + Oil, |
0.085 |
0.046 |
0.083 |
0.069 |
Bitcoin + Emas (gold)+ Oil |
0.085 |
0.045 |
0.085 |
0.064 |