Penta Cryptomax
Investment Strategy
Penta Cryptomax has a strong focus on crypto currencies and is seeking to maximize risk-adjusted returns while attempting to limit volatility adding other low correlated asset classes. It does this by weekly rebalancing a risk-adjusted selection of highly liquid ETFs/ETNs based on their recent risk/return ratio.
Note: Graph is on a logarithmic scale doubling with every line.
| Year | Q1 | Q2 | Q3 | Q4 | Year |
| 2011 | 0.9% | 119.5% | -8.0% | 32.6% | 170.0% |
| 2012 | 9.9% | 0.0% | 5.1% | 1.7% | 17.4% |
| 2013 | 111.8% | 28.7% | -0.8% | 68.1% | 354.3% |
| 2014 | 8.6% | -10.0% | 9.3% | 6.0% | 13.2% |
| 2015 | 1.5% | -6.4% | 0.7% | 1.1% | -3.3% |
| 2016 | 151.8% | 44.3% | -6.9% | -3.2% | 227.3% |
| 2017 | 121.9% | 89.0% | 1.3% | 165.1% | 1026.0% |
| 2018 | -16.9% | 8.1% | -14.6% | 7.7% | -17.4% |
| 2019 | 14.0% | 69.3% | -12.5% | -4.6% | 61.2% |
| 2020 | 92.7% | 46.8% | 9.3% | 61.8% | 400.2% |
| Total 2011-2020 | 386’890% | ||||
Note: Yearly returns do not equal the sum of quarterly returns due to compounding. Past performance is no guarantee of future results.
| Average month | 8.6% |
| Best month | 73.0% |
| Worst month | -18.2% |
| Average 6 month | 65.5% |
| Best 6 month | 319.4% |
| Worst 6 month | -21.0% |
| Average 18 month | 300.2% |
| Best 18 month | 1272.7% |
| Worst 18 month | -5.9% |
| Volatility | 49.0% |
| Sharpe Ratio | 2.28 |
| Sortino Ratio | 4.02 |
| Average 3 months | 28.9% |
| Best 3 month | 179.5% |
| Worst 3 month | -28.3% |
| Average 12 months | 164.5% |
| Best 12 month | 1085.4% |
| Worst 12 month | -26.8% |
| Average 24 months | 529.7% |
| Best 24 month | 3585.5% |
| Worst 24 month | -9.4% |
| Max. draw-down | -32.6% |
| Avg. draw-down | -11.6% |
| Avg. months to recover | 4.6 |
Disclaimer: PentaStrategies are no investment advice. They are intended for educational purposes only and may not be appropriate for your specific situation. Performance results are based on backtests, which has certain inherent limitations as it does not account for slippage, fees or taxes. Past performance is no guarantee of future results. You are strongly encouraged to consult a professional financial advisor before making any decision to start an investment.