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.

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  • 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.

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  • 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.

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  • 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.

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  • 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.

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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.

Download:

Jan 2024 Latest Value YTD
(1.29%) 2,963.19

Performance Chart

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May 2017 Jan 2024

Statistics

  • Total Return 2,863.20%
  • Sharpe Ratio 1.11
  • Sortino Ratio 4.38
  • Calmar Ratio 1.59
  • % Positive Months 56.20%
  • Worst Monthly Return -20.00%
  • Correlation vs. Bitcoin 0.78
  • Annualised Return 65.20%
  • Annualised Volatility 58.90%
  • Downside Deviation 14.90%
  • Maximum Drawdown -41.00%
  • Average Monthly Return 5.50%
  • Best Monthly Return 92.20%
  • Correlation vs. Crypto Markets 0.95

Monthly Returns

Aaro Crypto Fund Index – Composite (PG)

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2024 (1.3%)                       (1.3%)
2023 19.6% 0.8% 3.7% (0.3%) (3.9%) 2.2% (1.0%) (5.3%) 0.6% 11.7% 11.5% 14.2% 64.3%
2022 (8.9%) 1.3% 5.1% (9.3%) (10.4%) (10.8%) 11.8% (4.5%) (3.3%) 2.9% (11.9%) (4.8%) (37.4%)
2021 24.8% 24.2% 14.7% 8.9% (9.1%) (5.9%) 6.2% 18.3% (1.9%) 16.9% 0.8% (5.9%) 126.8%
2020 15.8% 0.2% (9.5%) 13.7% 5.1% 0.9% 22.4% 17.9% (7.6%) 5.0% 24.8% 18.9% 162.6%
2019 (4.6%) 7.5% 6.7% 9.8% 27.6% 9.7% (7.5%) (6.4%) (5.2%) 3.1% (5.4%) (3.7%) 29.6%
2018 0.7% (1.4%) (20.0%) 31.8% (11.4%) (9.3%) 2.1% (6.7%) (4.4%) (1.4%) (14.6%) 1.0% (34.8%)
2017           21.1% (0.3%) 64.9% (5.3%) 7.2% 49.1% 92.3% 479.2%

Monthly Returns 

Sources

Bitcoin - CryptoCompare Index Bitcoin (BTC)

Crypto Markets - MVIS CryptoCompare Digital Assets 100

Equities - iShares MSCI ACWI ETF

Bonds - iShares Global Corporate Bond UCITS

Commodities - S&P GSCI Commodity

Real Estate - iShares Global REIT ETF

Currency - US Nominal Dollar Broad Index

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.

Back to Crypto Fund Index list Next Index

Please get in touch if you have any investment enquiries.

Contact Us

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.

Download:

Jan 2024 Latest Value YTD
(2.76%) 5,110.16

Performance Chart

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May 2017 Jan 2024

Statistics

  • Total Return 5,010.20%
  • Sharpe Ratio 0.82
  • Sortino Ratio 3.02
  • Calmar Ratio 1.14
  • % Positive Months 56.20%
  • Worst Monthly Return -25.50%
  • Correlation vs. Bitcoin 0.75
  • Annualised Return 79.10%
  • Annualised Volatility 96.50%
  • Downside Deviation 26.20%
  • Maximum Drawdown -69.50%
  • Average Monthly Return 7.90%
  • Best Monthly Return 149.60%
  • Correlation vs. Crypto Markets 0.92

Monthly Returns

Aaro Crypto Fund Index – Long Term (PG)

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2024 (2.8%)                       (2.8%)
2023 33.4% 1.7% 4.4% (0.3%) (6.4%) 1.1% (0.7%) (10.8%) 1.1% 16.5% 21.5% 23.8% 109.5%
2022 (21.3%) 2.8% 9.9% (20.3%) (25.3%) (25.5%) 25.4% (8.6%) (5.3%) 5.6% (16.1%) (8.7%) (65.4%)
2021 50.2% 36.6% 29.7% 14.0% (23.0%) (13.7%) 14.2% 38.2% (3.2%) 29.8% 0.3% (11.9%) 253.7%
2020 23.4% 0.3% (24.4%) 24.0% 7.8% 3.2% 46.2% 43.0% (19.8%) 3.1% 34.5% 27.6% 282.8%
2019 (5.5%) 9.2% 9.3% 10.1% 32.8% 11.7% (12.5%) (11.4%) (9.4%) 4.7% (8.5%) (7.9%) 14.3%
2018 3.5% (17.2%) (21.7%) 43.0% (14.7%) (12.2%) 1.5% (8.8%) (5.8%) (3.1%) (21.5%) (3.3%) (53.8%)
2017           14.1% 4.4% 91.6% (5.4%) 2.2% 84.5% 149.6% 915.4%

Monthly Returns 

Sources

Bitcoin - CryptoCompare Index Bitcoin (BTC)

Crypto Markets - MVIS CryptoCompare Digital Assets 100

Equities - iShares MSCI ACWI ETF

Bonds - iShares Global Corporate Bond UCITS

Commodities - S&P GSCI Commodity

Real Estate - iShares Global REIT ETF

Currency - US Nominal Dollar Broad Index

 

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.

Previous Index Back to Crypto Fund Index list Next Index

Please get in touch if you have any investment enquiries.

Contact Us

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.

Download:

Jan 2024 Latest Value YTD
(2.21%) 2,651.36

Performance Chart

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May 2017 Jan 2024

Statistics

  • Total Return 2,551.40%
  • Sharpe Ratio 1.08
  • Sortino Ratio 3.85
  • Calmar Ratio 1.57
  • % Positive Months 50.00%
  • Worst Monthly Return -27.00%
  • Correlation vs. Bitcoin 0.75
  • Annualised Return 62.50%
  • Annualised Volatility 57.80%
  • Downside Deviation 16.20%
  • Maximum Drawdown -39.82%
  • Average Monthly Return 5.30%
  • Best Monthly Return 76.00%
  • Correlation vs. Crypto Markets 0.91

Monthly Returns

Aaro Crypto Fund Index – Trading (PG)

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2024 (2.2%)                       (2.2%)
2023 16.6% (0.8%) 4.6% (0.8%) (4.8%) 3.3% (2.4%) (4.5%) (0.1%) 13.8% 9.2% 14.1% 56.0%
2022 (9.0%) 1.3% 4.5% (10.1%) (6.4%) (4.8%) 7.7% (3.9%) (3.3%) 1.6% (12.0%) (3.7%) (33.5%)
2021 20.3% 26.3% 10.5% 8.6% (7.2%) (6.8%) 5.4% 21.9% (4.3%) 19.7% (1.1%) (8.6%) 109.9%
2020 16.1% (0.5%) (2.8%) 10.4% 3.8% (2.8%) 18.4% 6.9% (4.5%) 6.6% 25.3% 21.0% 144.6%
2019 (5.7%) 5.8% 4.4% 12.7% 29.6% 9.0% (5.0%) (2.9%) (6.4%) 2.8% (5.4%) (2.1%) 36.2%
2018 (2.4%) (7.1%) (27.0%) 39.0% (11.1%) (7.6%) 1.6% (5.7%) (3.8%) 2.4% (9.1%) 9.4% (29.2%)
2017           51.8% (12.1%) 66.0% (8.4%) 6.8% 38.2% 76.0% 427.2%

Monthly Returns 

Sources

Bitcoin - CryptoCompare Index Bitcoin (BTC)

Crypto Markets - MVIS CryptoCompare Digital Assets 100

Equities - iShares MSCI ACWI ETF

Bonds - iShares Global Corporate Bond UCITS

Commodities - S&P GSCI Commodity

Real Estate - iShares Global REIT ETF

Currency - US Nominal Dollar Broad Index

 

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.

Previous Index Back to Crypto Fund Index list Next Index

Please get in touch if you have any investment enquiries.

Contact Us

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.

Download:

Jan 2024 Latest Value YTD
1.57% 437.85

Performance Chart

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May 2017 Jan 2024

Statistics

  • Total Return 337.90%
  • Sharpe Ratio 2.96
  • Sortino Ratio 4.44
  • Calmar Ratio 4.29
  • % Positive Months 86.30%
  • Worst Monthly Return -5.60%
  • Correlation vs. Bitcoin 0.43
  • Annualised Return 24.50%
  • Annualised Volatility 8.30%
  • Downside Deviation 5.50%
  • Maximum Drawdown -5.70%
  • Average Monthly Return 1.90%
  • Best Monthly Return 11.90%
  • Correlation vs. Crypto Markets 0.53

Monthly Returns

Aaro Crypto Fund Index – Non Directional (PG)

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2024 1.6%                       1.6%
2023 3.2% 1.5% 1.7% 0.7% 0.2% 1.4% 0.4% (0.1%) 1.0% 1.8% 2.7% 3.0% 18.8%
2022 (0.3%) 0.5% 0.6% 0.6% (1.0%) (0.6%) 0.6% 0.0% 0.1% 0.7% (5.6%) 0.2% (4.3%)
2021 6.0% 8.1% 4.1% 4.1% 2.5% 0.7% 1.3% 1.4% 1.4% 3.2% 2.0% 0.5% 41.1%
2020 0.8% 0.9% 4.4% 1.5% 1.1% 1.9% 2.7% 4.4% 3.0% 4.0% 5.7% 4.5% 40.5%
2019 1.6% 2.2% 1.0% 2.3% 3.4% 3.1% 1.2% (1.3%) 1.3% (1.7%) (0.1%) 2.3% 16.2%
2018 5.8% 2.0% 2.1% 0.1% 3.7% 1.4% 0.4% 0.7% 0.6% (1.5%) 2.9% (0.4%) 19.2%
2017           4.5% 1.5% 2.2% 1.8% 3.5% 8.1% 11.9% 38.1%

Monthly Returns 

Sources

Bitcoin - CryptoCompare Index Bitcoin (BTC)

Crypto Markets - MVIS CryptoCompare Digital Assets 100

Equities - iShares MSCI ACWI ETF

Bonds - iShares Global Corporate Bond UCITS

Commodities - S&P GSCI Commodity

Real Estate - iShares Global REIT ETF

Currency - US Nominal Dollar Broad Index

 

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.

Previous Index Back to Crypto Fund Index list Next Index

Please get in touch if you have any investment enquiries.

Contact Us

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.

Download:

Jan 2024 Latest Value YTD
(1.40%) 2,090.30

Performance Chart

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May 2017 Jan 2024

Statistics

  • Total Return 1,990.30%
  • Sharpe Ratio 0.88
  • Sortino Ratio 2.04
  • Calmar Ratio 0.85
  • % Positive Months 56.20%
  • Worst Monthly Return -34.60%
  • Correlation vs. Bitcoin 0.86
  • Annualised Return 56.90%
  • Annualised Volatility 64.30%
  • Downside Deviation 27.90%
  • Maximum Drawdown -67.30%
  • Average Monthly Return 5.40%
  • Best Monthly Return 63.40%
  • Correlation vs. Crypto Markets 0.87

Monthly Returns

Aaro Crypto Fund Index – Multistrategy (PG)

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2024 (1.4%)                       (1.4%)
2023 34.0% 2.6% 4.0% (1.2%) (4.8%) 3.9% 0.4% (4.4%) 0.8% 15.2% 11.6% 10.3% 91.4%
2022 (10.3%) 0.3% 10.2% (14.3%) (20.6%) (25.7%) 25.8% (8.8%) (7.6%) 5.6% (16.7%) (12.3%) (58.9%)
2021 26.9% 33.3% 24.0% 12.2% (18.0%) (6.5%) 7.2% 19.3% (3.0%) 28.3% 4.2% (6.0%) 181.0%
2020 21.5% 0.0% (12.2%) 17.3% 8.6% 2.9% 14.7% 13.7% (10.0%) 7.3% 43.8% 26.4% 219.7%
2019 (6.2%) 11.1% 9.5% 10.7% 32.6% 12.5% (10.0%) (7.8%) (1.1%) 6.1% (6.4%) (5.7%) 44.7%
2018 (9.8%) 55.1% (34.6%) 24.7% (19.0%) (15.7%) 6.9% (8.4%) (5.7%) (3.3%) (28.3%) (2.3%) (51.2%)
2017           6.7% 8.6% 63.4% (9.5%) 33.6% 24.4% 49.5% 325.5%

Monthly Returns 

Sources

Bitcoin - CryptoCompare Index Bitcoin (BTC)

Crypto Markets - MVIS CryptoCompare Digital Assets 100

Equities - iShares MSCI ACWI ETF

Bonds - iShares Global Corporate Bond UCITS

Commodities - S&P GSCI Commodity

Real Estate - iShares Global REIT ETF

Currency - US Nominal Dollar Broad Index

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.

Previous Index Back to Crypto Fund Index list

Please get in touch if you have any investment enquiries.

Contact Us