ORP6 · StrategyT1Under studyS 0.99Cycle-tested
Risk Parity 6
Six assets weighted so each contributes the same risk to the basket. Reduces concentration in Bitcoin variance and forces the portfolio to depend on more than one asset's volatility regime. The textbook risk-parity construction, applied to crypto.
Launch NAV
1,980.30USD
Static reference NAV from the methodology rulebook. Live NAV, order book and depth are available on the trade view.
Family
Strategy
Risk profile
Conservative
Weighting
Equal risk
Constituents
6
Backtest summary
2049d window
Sharpe
Solid0.99
Max drawdown
−80.0%
Annualised vol
+62.1%
Beta vs BTC
1.07
Total return
+1359.8%
BTC reference · Sharpe 0.33, MaxDD -76.6%
OCBE100 reference · Sharpe 0.34, MaxDD -61.1%
95% VaR
1-week−13%
1-month−28%
Max expected loss, 95% confidence, historical.
Performance across timeframes
WindowReturnSharpevs BTCAll (2y)+1359.8%0.99+0.151 year−32.9%-0.68+0.166 months−31.0%-1.13-0.453 months+9.5%1.13-2.271 month−1.7%-0.76-0.55
BTC reference · all 0.33 · 1y -0.83 · 6m -0.68 · 3m 3.41 · 1m -0.21
Constituents
6 assets
Weights · sorted high to low
| Symbol | Weight |
|---|---|
| BTC | 22% |
| ETH | 18% |
| BNB | 17% |
| LINK | 16% |
| SOL | 14% |
| AAVE | 13% |
Further reading
Strategy under review
We are refining the weighting and rebalance cadence on this index. Trade access opens once the methodology stabilises. In the meantime, our methodology paper covers the current state of the construction. ORP6 stays on the catalogue with a live NAV reading.