Aaro Crypto Fund Indices ("ACFI")

Given the rapid growth of DLT and cryptoassets, investors are now looking for tools to benchmark their allocations against indices that measure the performance of actively managed funds in this asset class.

The Aaro Crypto Fund Indices are intended for investors seeking a broad representation of fund performance across different DLT and cryptoasset investment strategies.

  • 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.

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  • 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.

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  • 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.

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  • 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.

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  • 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.

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Please get in touch if you have any investment enquiries.

Composite (PG)

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.

Jun 2022 Latest Value YTD
(12.24%) 1,648.21

Performance Chart

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May 2017 Jun 2022

Statistics

  • Total Return 1,548.20%
  • Sharpe Ratio 1.36
  • Sortino Ratio 5.48
  • Calmar Ratio 2.09
  • % Positive Months 59.00%
  • Worst Monthly Return -16.50%
  • Correlation vs. Bitcoin 0.77
  • Annualised Return 73.50%
  • Annualised Volatility 54.20%
  • Downside Deviation 13.40%
  • Maximum Drawdown -35.20%
  • Average Monthly Return 5.70%
  • Best Monthly Return 77.60%
  • Correlation vs. Crypto Markets 0.93

Monthly Returns

Aaro Crypto Fund Index – Composite (PG)

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2022 (7.8%) 0.0% 5.5% (9.1%) (12.0%) (12.2%)             (31.7%)
2021 24.5% 25.3% 16.2% 9.9% (11.0%) (7.0%) 5.7% 17.9% (2.4%) 17.2% 0.7% (5.1%) 124.4%
2020 15.5% 0.7% (7.9%) 13.7% 6.1% 0.0% 24.8% 18.3% (9.2%) 3.9% 24.0% 18.7% 165.0%
2019 (3.9%) 5.9% 5.7% 8.6% 28.0% 10.5% (5.9%) (5.9%) (4.9%) 3.2% (3.8%) (4.1%) 32.6%
2018 1.5% 2.8% (16.5%) 25.6% (8.7%) (7.1%) 1.8% (4.7%) (4.0%) (0.3%) (10.5%) 1.6% (21.7%)
2017           14.9% 0.4% 43.0% (4.0%) 11.2% 24.8% 77.6% 290.8%

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.

Long Term (PG)

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.

Jun 2022 Latest Value YTD
(28.49%) 1,562.44

Performance Chart

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May 2017 Jun 2022

Statistics

  • Total Return 1,462.40%
  • Sharpe Ratio 0.82
  • Sortino Ratio 2.51
  • Calmar Ratio 1.07
  • % Positive Months 55.70%
  • Worst Monthly Return -29.30%
  • Correlation vs. Bitcoin 0.73
  • Annualised Return 71.70%
  • Annualised Volatility 88.00%
  • Downside Deviation 28.60%
  • Maximum Drawdown -67.20%
  • Average Monthly Return 7.20%
  • Best Monthly Return 119.00%
  • Correlation vs. Crypto Markets 0.89

Monthly Returns

Aaro Crypto Fund Index – Long Term (PG)

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2022 (18.5%) 1.7% 11.3% (22.1%) (29.3%) (28.5%)             (63.7%)
2021 50.2% 36.8% 28.2% 17.4% (23.0%) (14.3%) 12.7% 39.7% (3.3%) 28.5% 1.4% (9.8%) 265.4%
2020 22.4% (0.8%) (22.4%) 24.6% 8.6% 1.5% 49.4% 43.1% (20.3%) 1.5% 35.3% 26.9% 284.2%
2019 (5.6%) 8.9% 8.6% 9.2% 36.3% 13.8% (12.4%) (11.6%) (9.6%) 4.3% (5.5%) (8.2%) 19.8%
2018 2.0% (12.2%) (20.7%) 35.7% (12.8%) (10.9%) 1.7% (8.2%) (5.0%) (2.5%) (20.1%) (2.8%) (49.8%)
2017           8.3% 3.3% 47.3% (3.7%) 12.6% 30.3% 119.0% 409.7%

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.

Trading (PG)

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.

Jun 2022 Latest Value YTD
(8.40%) 1,759.36

Performance Chart

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May 2017 Jun 2022

Statistics

  • Total Return 1,659.40%
  • Sharpe Ratio 1.28
  • Sortino Ratio 4.87
  • Calmar Ratio 1.99
  • % Positive Months 54.10%
  • Worst Monthly Return -23.20%
  • Correlation vs. Bitcoin 0.76
  • Annualised Return 75.80%
  • Annualised Volatility 59.20%
  • Downside Deviation 15.60%
  • Maximum Drawdown -38.10%
  • Average Monthly Return 6.00%
  • Best Monthly Return 63.80%
  • Correlation vs. Crypto Markets 0.90

Monthly Returns

Aaro Crypto Fund Index – Trading (PG)

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2022 (10.1%) (1.3%) 5.2% (10.2%) (8.7%) (8.4%)             (29.8%)
2021 21.8% 30.7% 13.6% 8.3% (12.7%) (10.6%) 6.4% 19.7% (7.8%) 21.9% (1.9%) (10.0%) 93.1%
2020 16.6% 0.9% (0.7%) 10.4% 1.5% (3.5%) 18.1% 5.2% (6.7%) 8.7% 27.8% 22.6% 149.2%
2019 (5.0%) 5.6% 4.9% 12.4% 32.2% 9.1% (5.4%) (2.9%) (5.8%) 3.6% (5.5%) (2.1%) 41.6%
2018 1.6% (4.9%) (23.2%) 32.8% (8.5%) (3.8%) 0.9% (2.9%) (6.4%) 4.8% (6.6%) 11.3% (13.2%)
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.

Non Directional (PG)

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.

Jun 2022 Latest Value YTD
(0.86%) 396.45

Performance Chart

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May 2017 Jun 2022

Statistics

  • Total Return 296.50%
  • Sharpe Ratio 3.96
  • Sortino Ratio 20.70
  • Calmar Ratio 14.82
  • % Positive Months 93.40%
  • Worst Monthly Return -1.20%
  • Correlation vs. Bitcoin 0.35
  • Annualised Return 31.10%
  • Annualised Volatility 7.90%
  • Downside Deviation 1.50%
  • Maximum Drawdown -2.10%
  • Average Monthly Return 2.30%
  • Best Monthly Return 11.90%
  • Correlation vs. Crypto Markets 0.51

Monthly Returns

Aaro Crypto Fund Index – Non Directional (PG)

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2022 0.2% 0.7% 0.7% 0.7% (1.3%) (0.9%)             0.1%
2021 3.8% 6.9% 4.9% 5.8% 2.7% 0.1% 0.4% 1.8% 1.5% 3.1% 2.0% 0.6% 38.9%
2020 1.8% 2.4% 4.4% 1.3% 6.5% 1.3% 2.8% 4.8% 1.1% 1.2% 3.0% 3.5% 39.6%
2019 1.1% 1.5% 1.0% 1.8% 3.4% 2.9% 2.2% 1.4% 1.4% 1.7% 0.8% 0.6% 21.4%
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.

Multistrategy (PG)

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.

Jun 2022 Latest Value YTD
(32.19%) 2,120.97

Performance Chart

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Adjust Time Period

May 2017 Jun 2022

Statistics

  • Total Return 2,021.00%
  • Sharpe Ratio 1.10
  • Sortino Ratio 2.69
  • Calmar Ratio 1.35
  • % Positive Months 57.40%
  • Worst Monthly Return -32.20%
  • Correlation vs. Bitcoin 0.78
  • Annualised Return 82.40%
  • Annualised Volatility 75.10%
  • Downside Deviation 30.70%
  • Maximum Drawdown -61.10%
  • Average Monthly Return 7.10%
  • Best Monthly Return 81.70%
  • Correlation vs. Crypto Markets 0.71

Monthly Returns

Aaro Crypto Fund Index – Multistrategy (PG)

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2022 (11.8%) (2.6%) 11.7% (16.7%) (25.8%) (32.2%)             (59.8%)
2021 22.7% 39.1% 26.5% 6.2% (17.4%) (3.1%) 5.5% 17.9% 0.8% 32.1% 2.0% (3.4%) 199.8%
2020 20.4% 1.8% (5.2%) 13.5% 11.8% 4.4% 18.8% 12.1% (11.1%) 4.9% 42.2% 28.8% 249.7%
2019 (3.9%) 3.0% 5.3% 7.9% 26.1% 15.2% (0.9%) (9.3%) (0.6%) 1.9% (3.6%) (5.8%) 35.3%
2018 (9.8%) 77.1% (28.9%) 22.7% (17.5%) (16.0%) 7.2% (3.7%) (4.3%) (2.3%) (13.1%) (1.2%) (19.9%)
2017           5.7% 13.4% 81.7% (12.4%) 51.2% 29.5% 24.3% 364.4%

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.