Backtesting Results of a Diversified Cryptocurrency Portfolio

Investing in cryptocurrency can be a lucrative opportunity, but with high volatility and a lack of regulation, it can also be a risky proposition. To help mitigate these risks and achieve better returns, many investors turn to diversifying their portfolios by investing in multiple assets. In this post, we will be discussing the backtesting results of a diversified cryptocurrency portfolio that was invested in seven well-known assets — Bitcoin (BTC), Ethereum (ETH), Litecoin (LTC), Binance Coin (BNB), Ripple (XRP), Cardano (ADA), and Chainlink (LINK).

The backtesting was conducted over a period of five years, starting on January 1st, 2018 and ending on February 4th, 2023. During this period, the portfolio was invested with a dollar-cost averaging (DCA) strategy, where 1 dollar was invested daily in each of the seven assets. The results of this backtesting serve to demonstrate the outcome of investing in a diversified cryptocurrency portfolio through DCA and to see the performance of each individual asset in the portfolio.

Here are the results for each of the seven assets:

Absolute Performance for Bitcoin (BTC), Ethereum (ETH), Litecoin (LTC), Binance Coin (BNB), Ripple (XRP), Cardano (ADA), and Chainlink (LINK).

It is also interesting to note the performance of each individual asset within the portfolio. Bitcoin (BTC), Ethereum (ETH), Binance Coin (BNB), Cardano (ADA), and Chainlink (LINK) all delivered impressive returns, with BNB and LINK particularly standing out with max portfolio values of $53,424.23 and $80,542.25, respectively. Meanwhile, Litecoin (LTC) and Ripple (XRP) underperformed in comparison, with max portfolio values of $7,279.72 and $6,880.52.

Overall, the total investment made was $13,020 ($1860 per asset) and the total portfolio value at the end of the backtesting was $62,874.80. This represents a performance of 382.91% over five years, with a maximum performance of 2,267.29% and a minimum performance of -59.77%. The maximum portfolio value reached during the backtesting was $202,994.78, and the minimum was 7.00 USD.

Absolute Portfolio Performance vs Investment in USD
Relative Portfolio Performance

It is worth noting that the backtesting results are not a guarantee of future performance and that the cryptocurrency market is highly volatile. Nevertheless, the results of this backtesting demonstrate the potential benefits of diversifying a cryptocurrency portfolio. By investing in multiple assets, investors can help to mitigate risks and achieve better returns over time.

In conclusion, diversifying a cryptocurrency portfolio through dollar-cost averaging can be a smart investment strategy, especially for long-term investors. While there is always a risk inherent in investing in cryptocurrency, a diversified portfolio can help to mitigate these risks and increase the chances of achieving better returns over time. As always, it is important to do your own research and seek professional advice before making any investment decisions.

If you’re interested in setting up a DCA portfolio, our platform, Comtrax, can help you to do so. With Comtrax, you can easily set up a diversified portfolio and take advantage of the benefits of dollar cost averaging.

Discover a world of investment possibilities with Comtrax. Our user-friendly and secure platform make investing easy and hassle-free. Sign up now at www.comtrax.ch.

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