OSHARP6 · DiversifiedT1LiveKYCS 1.54Cycle-tested
Sharpe Max 6
Hand-picked from the highest-Sharpe assets in our 2-year backtest: NVIDIA (the largest contributor to the Semis 7 index's 2.30 Sharpe), Broadcom, Eli Lilly, gold, and a BTC/ETH crypto sleeve. Backtested Sharpe 1.54 over 729 days vs BTC's 0.15 in the same window. Total return +84.6%, max drawdown -24.6%, correlation to BTC -0.07. The Sharpe-maximised expression of cross-asset construction.
Launch NAV
200.00USD
Static reference NAV from the methodology rulebook. Live NAV, order book and depth are available on the trade view.
Family
Diversified
Risk profile
Moderate
Weighting
HierarchicalRiskParity
Constituents
6
Backtest summary
729d window
Sharpe
Strong1.54
Max drawdown
−24.6%
Annualised vol
—
Beta vs BTC
-0.05
Total return
+84.6%
BTC reference · Sharpe 0.33, MaxDD -76.6%
OCBE100 reference · Sharpe 0.34, MaxDD -61.1%
95% VaR
1-week−6%
1-month−11%
Max expected loss, 95% confidence, historical.
Performance across timeframes
WindowReturnSharpevs BTCAll (2y)+535.0%1.89+1.541 year+38.1%1.94+2.776 months+2.3%0.23+0.913 months+10.3%2.40-1.33
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 |
|---|---|
| NVDAon | 25% |
| GLDon | 20% |
| AVGOon | 15% |
| LLYon | 15% |
| BTC | 13% |
| ETH | 12% |
Further reading
Trade OSHARP6
Live NAV, order book and depth available on the trade view.