Aaro Crypto Fund Indices ("ACFI")

Given the rapid growth of Cryptoassets and Distributed Ledger Technology (DLT / blockchain), investors are now looking for tools to benchmark their allocations. Aaro has developed proprietary indices that measure the performance of actively managed funds in this diverse asset class.

The Aaro Crypto Fund Indices are intended for investors seeking an effective representation of fund performance across different Cryptoasset and DLT investment strategies.

  • Peer Group

    Composite (PG)

    The Aaro Crypto Fund Index - Composite (PG) provides a broad measure of the performance of over 100 active fund managers that allocate to Cryptoassets and Distributed Ledger Technology (DLT). It acts as a composite index and includes all types of investment strategies.

  • Peer Group

    Long Term (PG)

    The Aaro Crypto Fund Index – Long Term (PG) provides a broad measure of the performance of active fund managers that allocate at least 70% of their capital to Long Term strategies focused on Cryptoassets and Distributed Ledger Technology (DLT). This includes buy-and-hold, early-stage, liquid venture, special situations, and yield enhancing approaches.

  • Peer Group

    Trading (PG)

    The Aaro Crypto Fund Index – Trading (PG) provides a broad measure of the performance of active fund managers that allocate at least 70% of their capital to Trading strategies focused on Cryptoassets and Distributed Ledger Technology (DLT). This includes both systematic and discretionary approaches.

  • Peer Group

    Non Directional (PG)

    The Aaro Crypto Fund Index – Non Directional (PG) provides a broad measure of the performance of active fund managers that allocate at least 70% of their capital to Non Directional strategies focused on Cryptoassets and Distributed Ledger Technology (DLT). This includes various forms of arbitrage, as well as yield generation through lending, staking, farming, airdrops and forks.

  • Peer Group

    Multistrategy (PG)

    The Aaro Crypto Fund Index – Multistrategy (PG) provides a broad measure of the performance of active fund managers that allocate at least 70% of their capital to multiple strategies focused on Cryptoassets and Distributed Ledger Technology (DLT), but not falling within the sole remit of Long Term, Trading or Non Directional.

Please get in touch if you have any investment enquiries.

Aaro Crypto Fund Index – Composite (PG)

The Aaro Crypto Fund Index - Composite (PG) provides a broad measure of the performance of over 100 active fund managers that allocate to Distributed Ledger Technology (DLT) and cryptoassets. It acts as a composite index and includes all types of investment strategies.

Nov 2022 Latest Value YTD
(10.50%) 1,623.24

Performance Chart

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May 2017 Nov 2022

Statistics

  • Total Return 1,523.20%
  • Sharpe Ratio 1.25
  • Sortino Ratio 5.15
  • Calmar Ratio 1.76
  • % Positive Months 57.60%
  • Worst Monthly Return -17.30%
  • Correlation vs. Bitcoin 0.77
  • Annualised Return 66.00%
  • Annualised Volatility 52.60%
  • Downside Deviation 12.80%
  • Maximum Drawdown -37.50%
  • Average Monthly Return 5.30%
  • Best Monthly Return 75.50%
  • Correlation vs. Crypto Markets 0.92

Monthly Returns

Aaro Crypto Fund Index – Composite (PG)

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2022 (8.4%) (0.1%) 5.4% (9.1%) (10.8%) (10.2%) 10.9% (4.5%) (3.8%) 2.8% (10.5%)   (34.1%)
2021 24.3% 25.0% 15.3% 9.1% (9.8%) (6.2%) 6.0% 16.8% (2.4%) 16.2% 0.4% (5.1%) 121.1%
2020 15.9% 0.9% (8.5%) 13.5% 5.8% 0.2% 23.8% 18.8% (8.2%) 4.2% 24.7% 19.0% 168.1%
2019 (4.0%) 6.2% 5.5% 8.7% 28.3% 10.6% (6.6%) (5.6%) (4.9%) 3.2% (3.5%) (3.9%) 32.9%
2018 1.9% 3.0% (17.3%) 26.4% (8.9%) (7.3%) 2.1% (5.3%) (3.2%) (0.2%) (10.7%) 2.0% (21.1%)
2017           15.4% 1.1% 45.9% (4.6%) 10.6% 25.7% 75.5% 296.3%

Disclaimer

Any index provided on this website is provided for your informational and personal use only and should not be considered investment advice, and is not a recommendation of, or an offer to sell or solicitation of an offer to buy, any particular security, strategy, or investment product. The performance of an index is not illustrative of any particular investment. It is not possible to invest directly in an index. Historical performance is not indicative of future results. The information in respect of any index shown on this website is provided on an "as is" basis and you assume and will bear all risk or associated costs in its use. Neither Aaro Capital nor its affiliates provide any express or implied warranty or representations as to originality, accuracy, completeness, timeliness, non-infringement, merchantability and fitness for any purpose. Despite the data being derived from what are considered reliable sources, Aaro Capital is not able to guarantee the veracity, completeness or accuracy of the index or other information furnished in connection with the index. You, the user, may freely use the data for internal purposes and may reproduce the index data provided that reference to Aaro Capital is provided in your dissemination and/or reproduction.

Please get in touch if you have any investment enquiries.

Aaro Crypto Fund Index – Long Term (PG)

The Aaro Crypto Fund Index – Long Term (PG) provides a broad measure of the performance of active fund managers that allocate at least 70% of their capital to Long Term strategies focused on Distributed Ledger Technology (DLT) and cryptoassets. This includes buy-and-hold, early-stage, liquid venture, special situations, and yield enhancing approaches.

Nov 2022 Latest Value YTD
(20.26%) 2,072.56

Performance Chart

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May 2017 Nov 2022

Statistics

  • Total Return 1,972.60%
  • Sharpe Ratio 0.82
  • Sortino Ratio 2.62
  • Calmar Ratio 1.02
  • % Positive Months 56.10%
  • Worst Monthly Return -29.30%
  • Correlation vs. Bitcoin 0.70
  • Annualised Return 73.50%
  • Annualised Volatility 89.60%
  • Downside Deviation 28.10%
  • Maximum Drawdown -72.10%
  • Average Monthly Return 7.40%
  • Best Monthly Return 119.50%
  • Correlation vs. Crypto Markets 0.86

Monthly Returns

Aaro Crypto Fund Index – Long Term (PG)

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2022 (24.1%) 2.5% 11.7% (22.2%) (29.3%) (27.3%) 28.4% (10.2%) (5.9%) 4.6% (20.3%)   (68.6%)
2021 52.9% 40.3% 29.5% 17.2% (23.2%) (15.0%) 15.6% 44.8% (2.1%) 28.9% 2.0% (11.1%) 307.1%
2020 22.8% 0.3% (23.2%) 23.6% 8.1% 2.3% 54.3% 50.3% (20.0%) 1.1% 36.1% 28.7% 324.2%
2019 (5.2%) 9.0% 8.5% 8.6% 36.3% 13.9% (12.0%) (11.5%) (9.7%) 3.8% (4.2%) (8.0%) 21.7%
2018 4.3% (11.7%) (20.0%) 36.1% (12.1%) (10.8%) 2.6% (8.0%) (4.3%) (2.3%) (18.9%) (2.3%) (45.0%)
2017           14.1% 4.4% 54.3% (4.8%) 10.4% 34.6% 119.5% 470.7%

Disclaimer

Any index provided on this website is provided for your informational and personal use only and should not be considered investment advice, and is not a recommendation of, or an offer to sell or solicitation of an offer to buy, any particular security, strategy, or investment product. The performance of an index is not illustrative of any particular investment. It is not possible to invest directly in an index. Historical performance is not indicative of future results. The information in respect of any index shown on this website is provided on an "as is" basis and you assume and will bear all risk or associated costs in its use. Neither Aaro Capital nor its affiliates provide any express or implied warranty or representations as to originality, accuracy, completeness, timeliness, non-infringement, merchantability and fitness for any purpose. Despite the data being derived from what are considered reliable sources, Aaro Capital is not able to guarantee the veracity, completeness or accuracy of the index or other information furnished in connection with the index. You, the user, may freely use the data for internal purposes and may reproduce the index data provided that reference to Aaro Capital is provided in your dissemination and/or reproduction.

Please get in touch if you have any investment enquiries.

Aaro Crypto Fund Index – Trading (PG)

The Aaro Crypto Fund Index – Trading (PG) provides a broad measure of the performance of active fund managers that allocate at least 70% of their capital to Trading strategies focused on Distributed Ledger Technology (DLT) and cryptoassets. This includes both systematic and discretionary approaches.

Nov 2022 Latest Value YTD
(9.13%) 1,657.34

Performance Chart

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May 2017 Nov 2022

Statistics

  • Total Return 1,557.30%
  • Sharpe Ratio 1.18
  • Sortino Ratio 4.58
  • Calmar Ratio 1.59
  • % Positive Months 53.00%
  • Worst Monthly Return -23.20%
  • Correlation vs. Bitcoin 0.75
  • Annualised Return 66.60%
  • Annualised Volatility 56.40%
  • Downside Deviation 14.50%
  • Maximum Drawdown -42.00%
  • Average Monthly Return 5.40%
  • Best Monthly Return 63.80%
  • Correlation vs. Crypto Markets 0.89

Monthly Returns

Aaro Crypto Fund Index – Trading (PG)

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2022 (9.9%) (1.8%) 5.8% (11.3%) (8.6%) (5.9%) 6.6% (4.2%) (4.4%) 2.5% (9.1%)   (35.0%)
2021 20.0% 29.2% 11.4% 6.6% (9.8%) (8.6%) 6.0% 18.0% (6.8%) 20.8% (1.6%) (9.2%) 90.9%
2020 16.6% 0.9% (1.6%) 10.1% 1.8% (3.5%) 17.3% 4.5% (5.8%) 8.3% 26.2% 22.8% 143.3%
2019 (5.0%) 5.6% 4.5% 12.3% 31.4% 10.0% (4.9%) (2.7%) (5.8%) 3.1% (5.0%) (2.1%) 42.1%
2018 1.6% (4.9%) (23.2%) 32.8% (8.5%) (3.8%) 0.9% (2.9%) (3.2%) 4.5% (5.1%) 11.7% (8.8%)
2017           41.8% (9.7%) 63.9% (7.4%) 5.1% 27.2% 63.2% 323.7%

Disclaimer

Any index provided on this website is provided for your informational and personal use only and should not be considered investment advice, and is not a recommendation of, or an offer to sell or solicitation of an offer to buy, any particular security, strategy, or investment product. The performance of an index is not illustrative of any particular investment. It is not possible to invest directly in an index. Historical performance is not indicative of future results. The information in respect of any index shown on this website is provided on an "as is" basis and you assume and will bear all risk or associated costs in its use. Neither Aaro Capital nor its affiliates provide any express or implied warranty or representations as to originality, accuracy, completeness, timeliness, non-infringement, merchantability and fitness for any purpose. Despite the data being derived from what are considered reliable sources, Aaro Capital is not able to guarantee the veracity, completeness or accuracy of the index or other information furnished in connection with the index. You, the user, may freely use the data for internal purposes and may reproduce the index data provided that reference to Aaro Capital is provided in your dissemination and/or reproduction.

Please get in touch if you have any investment enquiries.

Aaro Crypto Fund Index – Non Directional (PG)

The Aaro Crypto Fund Index – Non Directional (PG) provides a broad measure of the performance of active fund managers that allocate at least 70% of their capital to Non Directional strategies focused on Distributed Ledger Technology (DLT) and cryptoassets. This includes various forms of arbitrage, as well as yield generation through lending, staking, farming, airdrops and forks.

Nov 2022 Latest Value YTD
(5.49%) 359.99

Performance Chart

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May 2017 Nov 2022

Statistics

  • Total Return 260.00%
  • Sharpe Ratio 3.13
  • Sortino Ratio 3.60
  • Calmar Ratio 4.77
  • % Positive Months 90.90%
  • Worst Monthly Return -5.50%
  • Correlation vs. Bitcoin 0.42
  • Annualised Return 26.20%
  • Annualised Volatility 8.40%
  • Downside Deviation 7.30%
  • Maximum Drawdown -5.50%
  • Average Monthly Return 2.00%
  • Best Monthly Return 11.90%
  • Correlation vs. Crypto Markets 0.55

Monthly Returns

Aaro Crypto Fund Index – Non Directional (PG)

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2022 0.1% 0.5% 0.6% 0.4% (0.6%) (0.3%) 0.4% 0.2% (0.1%) 0.7% (5.5%)   (3.8%)
2021 4.5% 6.7% 5.6% 5.5% 2.1% 0.5% 0.9% 1.4% 0.9% 3.0% 1.6% 0.6% 38.6%
2020 1.2% 2.4% 4.2% 1.1% 5.8% 1.2% 2.7% 5.1% 1.5% 1.1% 2.9% 3.2% 37.4%
2019 1.1% 1.5% 1.0% 1.8% 3.4% 2.9% 1.6% 0.5% 0.8% 0.4% 0.4% 0.5% 16.9%
2018 5.5% 2.0% 2.0% 0.7% 3.5% 1.5% 0.9% 0.8% 1.0% (0.5%) 3.0% (0.3%) 21.8%
2017           4.5% 1.5% 2.2% 1.8% 3.5% 8.1% 11.9% 38.1%

Disclaimer

Any index provided on this website is provided for your informational and personal use only and should not be considered investment advice, and is not a recommendation of, or an offer to sell or solicitation of an offer to buy, any particular security, strategy, or investment product. The performance of an index is not illustrative of any particular investment. It is not possible to invest directly in an index. Historical performance is not indicative of future results. The information in respect of any index shown on this website is provided on an "as is" basis and you assume and will bear all risk or associated costs in its use. Neither Aaro Capital nor its affiliates provide any express or implied warranty or representations as to originality, accuracy, completeness, timeliness, non-infringement, merchantability and fitness for any purpose. Despite the data being derived from what are considered reliable sources, Aaro Capital is not able to guarantee the veracity, completeness or accuracy of the index or other information furnished in connection with the index. You, the user, may freely use the data for internal purposes and may reproduce the index data provided that reference to Aaro Capital is provided in your dissemination and/or reproduction.

Please get in touch if you have any investment enquiries.

Aaro Crypto Fund Index – Multistrategy (PG)

The Aaro Crypto Fund Index – Multistrategy (PG) provides a broad measure of the performance of active fund managers that allocate at least 70% of their capital to multiple strategies focused on Distributed Ledger Technology (DLT) and cryptoassets, but not falling within the sole remit of Long Term, Trading or Non Directional.

Nov 2022 Latest Value YTD
(16.57%) 1,167.98

Performance Chart

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May 2017 Nov 2022

Statistics

  • Total Return 1,068.00%
  • Sharpe Ratio 0.79
  • Sortino Ratio 1.88
  • Calmar Ratio 0.85
  • % Positive Months 51.50%
  • Worst Monthly Return -34.60%
  • Correlation vs. Bitcoin 0.79
  • Annualised Return 56.30%
  • Annualised Volatility 71.60%
  • Downside Deviation 30.00%
  • Maximum Drawdown -66.40%
  • Average Monthly Return 5.70%
  • Best Monthly Return 63.40%
  • Correlation vs. Crypto Markets 0.80

Monthly Returns

Aaro Crypto Fund Index – Multistrategy (PG)

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2022 (12.5%) (1.5%) 11.7% (17.1%) (24.6%) (28.5%) 32.4% (11.3%) (9.9%) 7.7% (16.6%)   (59.1%)
2021 30.8% 34.8% 26.2% 10.1% (19.0%) (6.6%) 7.5% 19.3% (3.2%) 30.7% (1.1%) (5.8%) 180.5%
2020 22.5% (0.2%) (12.4%) 19.1% 10.0% 3.6% 15.8% 15.1% (11.4%) 6.5% 47.6% 27.3% 243.5%
2019 (5.8%) 6.3% 5.4% 10.0% 32.0% 13.8% (9.0%) (7.2%) (0.3%) 6.1% (5.1%) (5.7%) 39.5%
2018 (9.8%) 55.1% (34.6%) 30.2% (20.1%) (16.6%) 4.8% (9.5%) (6.0%) (2.5%) (25.6%) (2.6%) (50.1%)
2017           6.7% 8.6% 63.4% (9.5%) 33.6% 24.4% 49.5% 325.5%

Disclaimer

Any index provided on this website is provided for your informational and personal use only and should not be considered investment advice, and is not a recommendation of, or an offer to sell or solicitation of an offer to buy, any particular security, strategy, or investment product. The performance of an index is not illustrative of any particular investment. It is not possible to invest directly in an index. Historical performance is not indicative of future results. The information in respect of any index shown on this website is provided on an "as is" basis and you assume and will bear all risk or associated costs in its use. Neither Aaro Capital nor its affiliates provide any express or implied warranty or representations as to originality, accuracy, completeness, timeliness, non-infringement, merchantability and fitness for any purpose. Despite the data being derived from what are considered reliable sources, Aaro Capital is not able to guarantee the veracity, completeness or accuracy of the index or other information furnished in connection with the index. You, the user, may freely use the data for internal purposes and may reproduce the index data provided that reference to Aaro Capital is provided in your dissemination and/or reproduction.

Please get in touch if you have any investment enquiries.