Bitcoin

Bitcoin is most frequently paired with managed futures like DBMF, global momentum equities such as IWMO, and precious metals like EGLN. These assets typically occupy 5% to 25% of a portfolio, serving as a volatility dampener or a hedge against the high variance inherent in crypto. By blending these commodities and bonds with Bitcoin, top-performing portfolios manage to maintain double-digit annual returns while keeping maximum drawdowns significantly lower than a standalone Bitcoin investment.

EuroFolio members generally treat Bitcoin as a high-conviction satellite holding rather than a core position, with most allocations hovering between 5% and 15%. The data shows a clear preference for integrating Bitcoin into multi-asset frameworks to capture growth while utilizing money market instruments like XEON or reinsurance bonds to stabilize the overall Sharpe ratio. While aggressive strategies like the roa originale portfolio push Bitcoin to 15% for maximum upside, the most efficient portfolios use it as a smaller component within a broader, diversified strategy to achieve a superior risk-adjusted return.