안녕하세요. 저희는 리솔루토 입니다.

리솔루토 팀은 고객분들께 다양한 트레이딩 전략을 제공합니다. 시시각각 변하는 시장 상황에 맞춰, 자신의 성향에 맞춰 전략들을 골라 사용하실 수 있습니다.

또한, 자신의 성향에 맞는 트레이딩 전략을 만드는 방법을 알려드립니다. 주도면밀한 트레이딩 전략 교육 과정을 통하여, 스스로의 시선으로 금융 시장을 분석할 수 있는 능력을 키워드립니다.

꾸준하고, 안정적인 수익률을 위하여 끊임없이 노력하겠습니다.

서울 오피스
서울 오피스 - 전화 상담 일정 예약하기 서울 오피스 이메일 - Seoul@risoluto 서울특별시 강남구 테헤란로2길 8, Suite 536
뉴욕 오피스
뉴욕 오피스 - 전화 상담 일정 예약하기 뉴욕 오피스 이메일 - NYC@risoluto 315 W 36th St. New York NY 10018

이더리움 베타 보고서

리솔루토 전략의 지표 수익률

리솔루토 지표 수익률을 투명하게 공개합니다. 수익률에 대한 추가 설명을 원하시면 언제든지 리솔루토에 문의해주세요. 친절하게 설명해드리겠습니다.

c

이더리움 베타 전략 보고서

2018년 1월 $1,000 로 리솔루토의 베타 전략 매매시 현재 2019년 6월 기준 $3,611 이 되었습니다.

시장 수익률 및 베타 전략 잔고 변화

{"type":"line","data":{"labels":[" \ucd08\uae30 \uc790\ubcf8 "," 2018\ub144 1\uc6d4 "," 2\uc6d4 "," 3\uc6d4 "," 4\uc6d4 "," 5\uc6d4 "," 6\uc6d4 "," 7\uc6d4 "," 8\uc6d4 "," 9\uc6d4 "," 10\uc6d4 "," 11\uc6d4 "," 12\uc6d4 "," 2019\ub144 1\uc6d4 "," 2\uc6d4 "," 3\uc6d4 "," 4\uc6d4 "," 5\uc6d4 "," 6\uc6d4 "],"datasets":[{"label":"\uc2dc\uc7a5 \uc218\uc775\ub960 \uc794\uace0 \ubcc0\ud654","fill":true,"backgroundColor":"rgba(0,133,186,0.2)","lineTension":0.33299999999999996,"borderColor":"#0085ba","borderCapStyle":"butt","borderDash":[],"borderDashOffset":0,"borderJoinStyle":"miter","pointBorderColor":"#0085ba","pointBackgroundColor":"rgba(25,158,211,1)","pointHoverBackgroundColor":"#0085ba","pointHoverBorderColor":"rgba(25,158,211,1)","data":[1000,1490.8,1146.72,532.31,903.28,778.26,611.32,583.08,380.23,313.23,265.59,150.56,175.95,142.46,181.1,190.16,215.96,360.5,390.64],"spanGaps":false,"showLine":true,"steppedLine":false,"pointStyle":"circle","hidden":false,"borderWidth":2,"pointRadius":4,"pointHitRadius":3,"pointBorderWidth":1,"pointHoverRadius":5,"pointHoverBorderWidth":1},{"label":"\uc804\ub7b5 \uc218\uc775\ub960 \uc794\uace0 \ubcc0\ud654","fill":true,"backgroundColor":"rgba(0,255,0,0.2)","lineTension":0.33299999999999996,"borderColor":"#00ff00","borderCapStyle":"butt","borderDash":[],"borderDashOffset":0,"borderJoinStyle":"miter","pointBorderColor":"#00ff00","pointBackgroundColor":"rgba(0,229,0,1)","pointHoverBackgroundColor":"#00ff00","pointHoverBorderColor":"rgba(0,229,0,1)","data":[1000,1313.9,1234.8,1234.8,1234.8,1794.42,1794.42,1794.42,1794.42,1605.64,1605.64,1570.48,1570.48,1980.53,2237.21,2065.62,2373.19,3433.05,3611.23],"spanGaps":false,"showLine":true,"steppedLine":false,"pointStyle":"circle","hidden":false,"borderWidth":2,"pointRadius":4,"pointHitRadius":3,"pointBorderWidth":1,"pointHoverRadius":5,"pointHoverBorderWidth":1}]},"options":{"animation":{"duration":2000},"maintainAspectRatio":true,"scales":{"yAxes":[{"ticks":{"fontColor":"rgba(100,100,100,0.8)","beginAtZero":true},"gridLines":{"color":"rgba(100,100,100,0.16)","zeroLineColor":"rgba(100,100,100,0.48)"},"stacked":false}],"xAxes":[{"ticks":{"fontColor":"rgba(100,100,100,0.8)"},"gridLines":{"color":"rgba(100,100,100,0.16)","zeroLineColor":"rgba(100,100,100,0.48)"}}]},"legend":{"display":true,"position":"bottom","labels":{"usePointStyle":false,"padding":20,"fontColor":"#3a3a3a"}},"tooltips":{"enabled":true,"mode":"index","intersect":false,"bodySpacing":8,"titleSpacing":6,"cornerRadius":8,"xPadding":10},"noTsep":false}}
["\uc2dc\uc7a5 \uc218\uc775\ub960 \uc794\uace0 \ubcc0\ud654: {y}","\uc804\ub7b5 \uc218\uc775\ub960 \uc794\uace0 \ubcc0\ud654: {y}"]

$ 1,000로 2018년 베타 전략을 사용했을 때와, 2018년에 이더리움을 사서 보유했을 경우의 잔고 변화율을 비교한 자료입니다. 베타 전략의 수익률이 월등히 높다는 점과 하락세가 낮다는 점을 확인하실 수 있습니다.

 

알파 전략과 반대로, 베타 전략은 손절과 수익이 긴 전략으로, 추세가 발생했을 경우 끝까지 따라가 수익을 극대화할 수 있는 전략입니다. 작은 노이즈에 포지션을 정리하지 않으며, 확실히 추세가 끝났다고 알고리즘 상으로 판단될 때까지 포지션을 보유하고 있습니다. 이더리움에 적용했을 경우, 진입 횟수는 월평균 1회로 다소 적은 편이며, 포지션 평균 보유 기간은 11일 정도입니다.

{"type":"line","data":{"labels":[" \ucd08\uae30 \uc790\ubcf8 "," 2016\ub144 5\uc6d4 "," 6\uc6d4 "," 7\uc6d4 "," 8\uc6d4 "," 9\uc6d4 "," 10\uc6d4 "," 11\uc6d4 "," 12\uc6d4 "," 2017\ub144 1\uc6d4 "," 2\uc6d4 "," 3\uc6d4 "," 4\uc6d4 "," 5\uc6d4 "," 6\uc6d4 "," 7\uc6d4 "," 8\uc6d4 "," 9\uc6d4 "," 10\uc6d4 "," 11\uc6d4 "," 12\uc6d4 "," 2018\ub144 1\uc6d4 "," 2\uc6d4 "," 3\uc6d4 "," 4\uc6d4 "," 5\uc6d4 "," 6\uc6d4 "," 7\uc6d4 "," 8\uc6d4 "," 9\uc6d4 "," 10\uc6d4 "," 11\uc6d4 "," 12\uc6d4 "," 2019\ub144 1\uc6d4 "," 2\uc6d4 "," 3\uc6d4 "," 4\uc6d4 "," 5\uc6d4 "," 6\uc6d4 "],"datasets":[{"label":"\uc2dc\uc7a5 \uc218\uc775\ub960 \ub204\uc801 \uc794\uace0","fill":true,"backgroundColor":"rgba(0,133,186,0.2)","lineTension":0.33299999999999996,"borderColor":"#0085ba","borderCapStyle":"butt","borderDash":[],"borderDashOffset":0,"borderJoinStyle":"miter","pointBorderColor":"#0085ba","pointBackgroundColor":"rgba(25,158,211,1)","pointHoverBackgroundColor":"#0085ba","pointHoverBorderColor":"rgba(25,158,211,1)","data":[1000,1018,898.59,863.27,843.07,956.55,793.17,622.56,591.37,775.46,1178.09,3751.02,6046.27,17163.56,20975.59,15041.59,29150.61,22585.89,22730.44,32502.26,55513.85,82760.05,63659.03,29550.52,50144.28,43204.31,33936.99,32369.1,21107.89,17388.68,14743.86,8358.3,9767.5,7908.75,10053.6,10556.28,11988.77,20012.85,21685.92],"spanGaps":false,"showLine":true,"steppedLine":false,"pointStyle":"circle","hidden":false,"borderWidth":2,"pointRadius":4,"pointHitRadius":3,"pointBorderWidth":1,"pointHoverRadius":5,"pointHoverBorderWidth":1},{"label":"\uc804\ub7b5 \uc218\uc775\ub960 \ub204\uc801 \uc794\uace0","fill":true,"backgroundColor":"rgba(0,255,0,0.2)","lineTension":0.33299999999999996,"borderColor":"#00ff00","borderCapStyle":"butt","borderDash":[],"borderDashOffset":0,"borderJoinStyle":"miter","pointBorderColor":"#00ff00","pointBackgroundColor":"rgba(0,229,0,1)","pointHoverBackgroundColor":"#00ff00","pointHoverBorderColor":"rgba(0,229,0,1)","data":[1000,1000,982.8,918.23,918.23,857.44,901.94,901.94,901.94,990.15,1118.08,1457.31,3543.16,5366.11,11772.17,11772.17,11772.17,14291.41,12170.57,12170.57,17908.99,23530.62,22114.08,22114.08,22114.08,32136.18,32136.18,32136.18,32136.18,28755.45,28755.45,28125.71,28125.71,35469.33,40066.16,36993.08,42501.35,61482.46,64673.4],"spanGaps":false,"showLine":true,"steppedLine":false,"pointStyle":"circle","hidden":false,"borderWidth":2,"pointRadius":4,"pointHitRadius":3,"pointBorderWidth":1,"pointHoverRadius":5,"pointHoverBorderWidth":1}]},"options":{"animation":{"duration":2000},"maintainAspectRatio":true,"scales":{"yAxes":[{"ticks":{"fontColor":"rgba(100,100,100,0.8)","beginAtZero":true},"gridLines":{"color":"rgba(100,100,100,0.16)","zeroLineColor":"rgba(100,100,100,0.48)"},"stacked":false}],"xAxes":[{"ticks":{"fontColor":"rgba(100,100,100,0.8)"},"gridLines":{"color":"rgba(100,100,100,0.16)","zeroLineColor":"rgba(100,100,100,0.48)"}}]},"legend":{"display":true,"position":"bottom","labels":{"usePointStyle":false,"padding":20,"fontColor":"#3a3a3a"}},"tooltips":{"enabled":true,"mode":"index","intersect":false,"bodySpacing":8,"titleSpacing":6,"cornerRadius":8,"xPadding":10},"noTsep":false}}
["\uc2dc\uc7a5 \uc218\uc775\ub960 \ub204\uc801 \uc794\uace0: {y}","\uc804\ub7b5 \uc218\uc775\ub960 \ub204\uc801 \uc794\uace0: {y}"]

2016년 5월부터 $1000 달러로 매매를 시작했을 때 전략에 대한 잔고 변화와 시장에 대한 잔고 변화를 나타낸 자료입니다. 시장이 하락할 때에는 잔고를 최대한 유지하는 모습을 보실 수 있습니다. 그러면서도, 시장 수익률보다 월등히 높은 성과를 보이고 있습니다.

379일 vs 1133일

보유 기간 비교 - 베타 전략을 이용했을 경우 이더리움을 3년 동안 379일 만 보유하고 있었습니다. 1133일을 보유하고 있었어야 하는 시장 수익률과 비교하여, 전략을 사용했을 때보다 2.99배 정도 효율적이었습니다.

-22% vs -90%

MDD 비교 - 이더리움은 2018년 하락장을 겪으며, 가격이 90% 나 하락하는 모습을 보여주었습니다. 베타 전략은 동일한 기간에 22%를 하락하며, 이더리움보다 4.09배 이상 자본 하락률을 방어하는 모습을 보여줍니다.

전체 월별 전략 수익률과 시장 수익률 비교

{"type":"bar","data":{"labels":[" 2016\ub144 5\uc6d4 "," 6\uc6d4 "," 7\uc6d4 "," 8\uc6d4 "," 9\uc6d4 "," 10\uc6d4 "," 11\uc6d4 "," 12\uc6d4 "," 2017\ub144 1\uc6d4 "," 2\uc6d4 "," 3\uc6d4 "," 4\uc6d4 "," 5\uc6d4 "," 6\uc6d4 "," 7\uc6d4 "," 8\uc6d4 "," 9\uc6d4 "," 10\uc6d4 "," 11\uc6d4 "," 12\uc6d4 "," 2018\ub144 1\uc6d4 "," 2\uc6d4 "," 3\uc6d4 "," 4\uc6d4 "," 5\uc6d4 "," 6\uc6d4 "," 7\uc6d4 "," 8\uc6d4 "," 9\uc6d4 "," 10\uc6d4 "," 11\uc6d4 "," 12\uc6d4 "," 2019\ub144 1\uc6d4 "," 2\uc6d4 "," 3\uc6d4 "," 4\uc6d4 "," 5\uc6d4 "," 6\uc6d4 "],"datasets":[{"label":"\uc6d4\ubcc4 \uc2dc\uc7a5 \uc218\uc775\ub960","borderWidth":1,"borderColor":"rgba(0,133,186,0.9)","hoverBorderColor":"#0085ba","backgroundColor":"rgba(0,133,186,0.25)","hoverBackgroundColor":"rgba(0,133,186,0.33)","data":[1.8,-11.73,-3.93,-2.34,13.46,-17.08,-21.51,-5.01,31.13,51.92,218.4,61.19,183.87,22.21,-28.29,93.8,-22.52,0.64,42.99,70.8,49.08,-23.08,-53.58,69.69,-13.84,-21.45,-4.62,-34.79,-17.62,-15.21,-43.31,16.86,-19.03,27.12,5,13.57,66.93,8.36],"hidden":false},{"label":"\uc6d4\ubcc4 \uc804\ub7b5 \uc218\uc775\ub960","borderWidth":1,"borderColor":"rgba(0,255,0,0.9)","hoverBorderColor":"#00ff00","backgroundColor":"rgba(0,255,0,0.25)","hoverBackgroundColor":"rgba(0,255,0,0.33)","data":[0,-1.72,-6.57,0,-6.62,5.19,0,0,9.78,12.92,30.34,143.13,51.45,119.38,0,0,21.4,-14.84,0,47.15,31.39,-6.02,0,0,45.32,0,0,0,-10.52,0,-2.19,0,26.11,12.96,-7.67,14.89,44.66,5.19],"hidden":false}]},"options":{"animation":{"duration":2000},"maintainAspectRatio":true,"scales":{"yAxes":[{"ticks":{"fontColor":"rgba(100,100,100,0.8)","beginAtZero":true},"gridLines":{"color":"rgba(100,100,100,0.16)","zeroLineColor":"rgba(100,100,100,0.48)"}}],"xAxes":[{"ticks":{"fontColor":"rgba(100,100,100,0.8)"},"gridLines":{"color":"rgba(100,100,100,0.16)","zeroLineColor":"rgba(100,100,100,0.48)"},"categoryPercentage":0.8,"barPercentage":0.9}]},"legend":{"display":true,"position":"bottom","labels":{"usePointStyle":false,"padding":20,"fontColor":"#3a3a3a"}},"tooltips":{"enabled":true,"mode":"index","bodySpacing":8,"titleSpacing":6,"cornerRadius":8,"xPadding":10},"noTsep":false}}
["\uc6d4\ubcc4 \uc2dc\uc7a5 \uc218\uc775\ub960: {y}","\uc6d4\ubcc4 \uc804\ub7b5 \uc218\uc775\ub960: {y}"]

평균 월별 시장 수익률은 18.15%이며, 평균 월별 전략 수익률은 14.87%입니다. 리솔루토 전략을 사용했을 때 월 평균 단위 시장 수익률보다 약간 하회하는 성과를 보이고 있습니다.

{"type":"bar","data":{"labels":[" 2016\ub144 5\uc6d4 "," 6\uc6d4 "," 7\uc6d4 "," 8\uc6d4 "," 9\uc6d4 "," 10\uc6d4 "," 11\uc6d4 "," 12\uc6d4 "," 2017\ub144 1\uc6d4 "," 2\uc6d4 "," 3\uc6d4 "," 4\uc6d4 "," 5\uc6d4 "," 6\uc6d4 "," 7\uc6d4 "," 8\uc6d4 "," 9\uc6d4 "," 10\uc6d4 "," 11\uc6d4 "," 12\uc6d4 "," 2018\ub144 1\uc6d4 "," 2\uc6d4 "," 3\uc6d4 "," 4\uc6d4 "," 5\uc6d4 "," 6\uc6d4 "," 7\uc6d4 "," 8\uc6d4 "," 9\uc6d4 "," 10\uc6d4 "," 11\uc6d4 "," 12\uc6d4 "," 2019\ub144 1\uc6d4 "," 2\uc6d4 "," 3\uc6d4 "," 4\uc6d4 "," 5\uc6d4 "," 6\uc6d4 "],"datasets":[{"label":"\uc6d4\ubcc4 \uc2dc\uc7a5 \uc218\uc775","borderWidth":1,"borderColor":"rgba(0,133,186,0.9)","hoverBorderColor":"#0085ba","backgroundColor":"rgba(0,133,186,0.25)","hoverBackgroundColor":"rgba(0,133,186,0.33)","data":[1.8,0,0,0,13.46,0,0,0,31.13,51.92,218.4,61.19,183.87,22.21,0,93.8,0,0.64,42.99,70.8,49.08,0,0,69.69,0,0,0,0,0,0,0,16.86,0,27.12,5,13.57,66.93,8.36],"hidden":false},{"label":"\uc6d4\ubcc4 \uc804\ub7b5 \uc218\uc775","borderWidth":1,"borderColor":"rgba(0,255,0,0.9)","hoverBorderColor":"#00ff00","backgroundColor":"rgba(0,255,0,0.25)","hoverBackgroundColor":"rgba(0,255,0,0.33)","data":[0,0,0,0,0,5.19,0,0,9.78,12.92,30.34,143.13,51.45,119.38,0,0,21.4,0,0,47.15,31.39,0,0,0,45.32,0,0,0,0,0,0,0,26.11,12.96,0,14.89,44.66,5.19],"hidden":false}]},"options":{"animation":{"duration":2000},"maintainAspectRatio":true,"scales":{"yAxes":[{"ticks":{"fontColor":"rgba(100,100,100,0.8)","beginAtZero":true},"gridLines":{"color":"rgba(100,100,100,0.16)","zeroLineColor":"rgba(100,100,100,0.48)"}}],"xAxes":[{"ticks":{"fontColor":"rgba(100,100,100,0.8)"},"gridLines":{"color":"rgba(100,100,100,0.16)","zeroLineColor":"rgba(100,100,100,0.48)"},"categoryPercentage":0.8,"barPercentage":0.9}]},"legend":{"display":true,"position":"bottom","labels":{"usePointStyle":false,"padding":20,"fontColor":"#3a3a3a"}},"tooltips":{"enabled":true,"mode":"index","bodySpacing":8,"titleSpacing":6,"cornerRadius":8,"xPadding":10},"noTsep":false}}
["\uc6d4\ubcc4 \uc2dc\uc7a5 \uc218\uc775: {y}","\uc6d4\ubcc4 \uc804\ub7b5 \uc218\uc775: {y}"]

수익을 낸 월에 대해서 시장 성과와 전략 성과를 비교해보았을 때, 시장의 수익률이 더 높습니다. 시장 성과의 경우 평균적으로 수익을 내는 월의 수익률은 52.44%이며, 전략 성과의 경우 평균적으로 수익을 내는 월의 수익률은 20.71%입니다.

{"type":"bar","data":{"labels":[" 2016\ub144 5\uc6d4 "," 6\uc6d4 "," 7\uc6d4 "," 8\uc6d4 "," 9\uc6d4 "," 10\uc6d4 "," 11\uc6d4 "," 12\uc6d4 "," 2017\ub144 1\uc6d4 "," 2\uc6d4 "," 3\uc6d4 "," 4\uc6d4 "," 5\uc6d4 "," 6\uc6d4 "," 7\uc6d4 "," 8\uc6d4 "," 9\uc6d4 "," 10\uc6d4 "," 11\uc6d4 "," 12\uc6d4 "," 2018\ub144 1\uc6d4 "," 2\uc6d4 "," 3\uc6d4 "," 4\uc6d4 "," 5\uc6d4 "," 6\uc6d4 "," 7\uc6d4 "," 8\uc6d4 "," 9\uc6d4 "," 10\uc6d4 "," 11\uc6d4 "," 12\uc6d4 "," 2019\ub144 1\uc6d4 "," 2\uc6d4 "," 3\uc6d4 "," 4\uc6d4 "," 5\uc6d4 "," 6\uc6d4 "],"datasets":[{"label":"\uc6d4\ubcc4 \uc2dc\uc7a5 \uc190\uc2e4","borderWidth":1,"borderColor":"rgba(0,133,186,0.9)","hoverBorderColor":"#0085ba","backgroundColor":"rgba(0,133,186,0.25)","hoverBackgroundColor":"rgba(0,133,186,0.33)","data":[0,-11.73,-3.93,-2.34,0,-17.08,-21.51,-5.01,0,0,0,0,0,0,-28.29,0,-22.52,0,0,0,0,-23.08,-53.58,0,-13.84,-21.45,-4.62,-34.79,-17.62,-15.21,-43.31,0,-19.03,0,0,0,0,0],"hidden":false},{"label":"\uc6d4\ubcc4 \uc804\ub7b5 \uc190\uc2e4","borderWidth":1,"borderColor":"rgba(0,255,0,0.9)","hoverBorderColor":"#00ff00","backgroundColor":"rgba(0,255,0,0.25)","hoverBackgroundColor":"rgba(0,255,0,0.33)","data":[0,-1.72,-6.57,0,-6.62,0,0,0,0,0,0,0,0,0,0,0,0,-14.84,0,0,0,-6.02,0,0,0,0,0,0,-10.52,0,-2.19,0,0,0,-7.67,0,0,0],"hidden":false}]},"options":{"animation":{"duration":2000},"maintainAspectRatio":true,"scales":{"yAxes":[{"ticks":{"fontColor":"rgba(100,100,100,0.8)","beginAtZero":true},"gridLines":{"color":"rgba(100,100,100,0.16)","zeroLineColor":"rgba(100,100,100,0.48)"}}],"xAxes":[{"ticks":{"fontColor":"rgba(100,100,100,0.8)"},"gridLines":{"color":"rgba(100,100,100,0.16)","zeroLineColor":"rgba(100,100,100,0.48)"},"categoryPercentage":0.8,"barPercentage":0.9}]},"legend":{"display":true,"position":"bottom","labels":{"usePointStyle":false,"padding":20,"fontColor":"#3a3a3a"}},"tooltips":{"enabled":true,"mode":"index","bodySpacing":8,"titleSpacing":6,"cornerRadius":8,"xPadding":10},"noTsep":false}}
["\uc6d4\ubcc4 \uc2dc\uc7a5 \uc190\uc2e4: {y}","\uc6d4\ubcc4 \uc804\ub7b5 \uc190\uc2e4: {y}"]

하지만 손실을 낸 월에 대해서 시장 성과와 전략 성과를 비교해 보았을 때, 전략 손실률이 월등히 낮다는 점을 확인할 수 있습니다. 특히, 전략 성과는 변동성이 커지는 구간에서도 손실률이 일정하게 유지되어 자본을 안전하게 지켜냈다는 점을 증명하였습니다.

 

시장 성과의 경우 평균적으로 손실을 내는 월의 손실률은 -19.94%이며, 전략 성과의 경우 평균적으로 손실을 내는 월의 손실률은 –7.02%입니다. 리솔루토 전략의 최우선 점은 고객분들이 수익을 안정성 있게 내시는 것입니다.

{"type":"bar","data":{"labels":[" 2016\ub144 2\ubd84\uae30 "," 3\ubd84\uae30 "," 4\ubd84\uae30 "," 2017\ub144 1\ubd84\uae30 "," 2\ubd84\uae30 "," 3\ubd84\uae30 "," 4\ubd84\uae30 "," 2018\ub144 1\ubd84\uae30 "," 2\ubd84\uae30 "," 3\ubd84\uae30 "," 4\ubd84\uae30 "," 2019\ub144 1\ubd84\uae30 "," 2\ubd84\uae30 "],"datasets":[{"label":"\ubd84\uae30\ubcc4 \uc2dc\uc7a5 \uc218\uc775\ub960","borderWidth":1,"borderColor":"rgba(0,133,186,0.9)","hoverBorderColor":"#0085ba","backgroundColor":"rgba(0,133,186,0.25)","hoverBackgroundColor":"rgba(0,133,186,0.33)","data":[-10.14,6.45,-38.18,534.29,459.2,7.68,145.79,-46.77,14.84,-48.76,-43.83,8.08,105.43],"hidden":false},{"label":"\ubd84\uae30\ubcc4 \uc804\ub7b5 \uc218\uc775\ub960","borderWidth":1,"borderColor":"rgba(0,255,0,0.9)","hoverBorderColor":"#00ff00","backgroundColor":"rgba(0,255,0,0.25)","hoverBackgroundColor":"rgba(0,255,0,0.33)","data":[-1.72,-12.76,5.19,61.57,707.81,21.4,25.31,23.48,45.32,-10.52,-2.19,31.53,74.83],"hidden":false}]},"options":{"animation":{"duration":2000},"maintainAspectRatio":true,"scales":{"yAxes":[{"ticks":{"fontColor":"rgba(100,100,100,0.8)","beginAtZero":true},"gridLines":{"color":"rgba(100,100,100,0.16)","zeroLineColor":"rgba(100,100,100,0.48)"}}],"xAxes":[{"ticks":{"fontColor":"rgba(100,100,100,0.8)"},"gridLines":{"color":"rgba(100,100,100,0.16)","zeroLineColor":"rgba(100,100,100,0.48)"},"categoryPercentage":0.8,"barPercentage":0.9}]},"legend":{"display":true,"position":"bottom","labels":{"usePointStyle":false,"padding":20,"fontColor":"#3a3a3a"}},"tooltips":{"enabled":true,"mode":"index","bodySpacing":8,"titleSpacing":6,"cornerRadius":8,"xPadding":10},"noTsep":false}}
["\ubd84\uae30\ubcc4 \uc2dc\uc7a5 \uc218\uc775\ub960: {y}","\ubd84\uae30\ubcc4 \uc804\ub7b5 \uc218\uc775\ub960: {y}"]

좀 더 크게 베타 전략의 분기별 수익률을 보았을 때, 13 분기 중 4 분기를 손실을 내었습니다. 하지만, 시장 수익률은 5 분기를 손실을 내었다는 점과, 전략의 손실률이 월등히 낮다는 점을 보아, 시장 수익률 보다 안정성에 있어서 월등하다는 것을 볼 수 있습니다.

2019년 $1,000 로 시작했다면

리솔루토와 함께 2019년에 시작했었어도 6월까지 130%의 수익률을 내고 있었을 것입니다. 급등하는 시장 수익률을 상회하는 수익률을 보여주고 있습니다. 또한, 과거 4년간의 데이터에 따르면, 시장 사이클에 따라 시장 가격이 하락을 할 때 베타 전략은 수익률을 방어하여, 시간이 지나면 시장 수익률과 비슷하게 또는 시장 수익률 이상의 성과를 낼 것입니다.

이더리움 베타 수익률 잔고 변화

{"type":"line","data":{"labels":[" \ucd08\uae30 \uc790\ubcf8 "," 2019\ub144 1\uc6d4 "," 2\uc6d4 "," 3\uc6d4 "," 4\uc6d4 "," 5\uc6d4 "," 6\uc6d4 "],"datasets":[{"label":"\uc2dc\uc7a5 \uc218\uc775\ub960 \uc794\uace0 \ubcc0\ud654","fill":true,"backgroundColor":"rgba(0,133,186,0.2)","lineTension":0.33299999999999996,"borderColor":"#0085ba","borderCapStyle":"butt","borderDash":[],"borderDashOffset":0,"borderJoinStyle":"miter","pointBorderColor":"#0085ba","pointBackgroundColor":"rgba(25,158,211,1)","pointHoverBackgroundColor":"#0085ba","pointHoverBorderColor":"rgba(25,158,211,1)","data":[1000,809.7,1029.29,1080.76,1227.41,2048.92,2220.21],"spanGaps":false,"showLine":true,"steppedLine":false,"pointStyle":"circle","hidden":false,"borderWidth":2,"pointRadius":4,"pointHitRadius":3,"pointBorderWidth":1,"pointHoverRadius":5,"pointHoverBorderWidth":1},{"label":"\uc804\ub7b5 \uc218\uc775\ub960 \uc794\uace0 \ubcc0\ud654","fill":true,"backgroundColor":"rgba(0,255,0,0.2)","lineTension":0.33299999999999996,"borderColor":"#00ff00","borderCapStyle":"butt","borderDash":[],"borderDashOffset":0,"borderJoinStyle":"miter","pointBorderColor":"#00ff00","pointBackgroundColor":"rgba(0,229,0,1)","pointHoverBackgroundColor":"#00ff00","pointHoverBorderColor":"rgba(0,229,0,1)","data":[1000,1261.1,1424.54,1315.28,1511.12,2185.99,2299.44],"spanGaps":false,"showLine":true,"steppedLine":false,"pointStyle":"circle","hidden":false,"borderWidth":2,"pointRadius":4,"pointHitRadius":3,"pointBorderWidth":1,"pointHoverRadius":5,"pointHoverBorderWidth":1}]},"options":{"animation":{"duration":2000},"maintainAspectRatio":true,"scales":{"yAxes":[{"ticks":{"fontColor":"rgba(100,100,100,0.8)","beginAtZero":true},"gridLines":{"color":"rgba(100,100,100,0.16)","zeroLineColor":"rgba(100,100,100,0.48)"},"stacked":false}],"xAxes":[{"ticks":{"fontColor":"rgba(100,100,100,0.8)"},"gridLines":{"color":"rgba(100,100,100,0.16)","zeroLineColor":"rgba(100,100,100,0.48)"}}]},"legend":{"display":true,"position":"bottom","labels":{"usePointStyle":false,"padding":20,"fontColor":"#3a3a3a"}},"tooltips":{"enabled":true,"mode":"index","intersect":false,"bodySpacing":8,"titleSpacing":6,"cornerRadius":8,"xPadding":10},"noTsep":false}}
["\uc2dc\uc7a5 \uc218\uc775\ub960 \uc794\uace0 \ubcc0\ud654: {y}","\uc804\ub7b5 \uc218\uc775\ub960 \uc794\uace0 \ubcc0\ud654: {y}"]