CoinShares report: Bitcoin allocation ratio between 4-10% can significantly improve portfolio performance

Odaily News The CoinShares report shows that the traditional 60/40 portfolio (60% stocks and 40% bonds) is no longer suitable for the current market environment. Including Bitcoin in the portfolio can significantly improve risk-adjusted returns. Allocating 4% of Bitcoin to the 60/40 portfolio increases the Sharpe ratio (a measure of investment returns relative to its risk) from 0.48 to 1.05 and reduces the correlation of the portfolio. The analysis suggests that the optimal Bitcoin allocation ratio is between 4-10%, which can significantly improve portfolio performance while maintaining reasonable risk. (Coinshares)