Bitcoin…The Great Diversifier?

Author(s):
Russell Rhoads
Date:
January 31, 2019
Research Type:
Market Note
Executive Summary

Investors consider bitcoin a potential portfolio diversification tool due to the lack of correlation with traditional asset classes. TABB Group ran some portfolio simulations to determine if adding bitcoin exposure improves the risk return profile of a portfolio holding a variety of stock and bond weightings. The result is an improvement in Sharpe ratios as well as superior returns.

Areas of Interest
  • Equities
  • Derivatives
  • FinTech
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