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Table 6 Comparison of assets allocation of constructed EBCA and TBCA portfolios at all intervals

From: Take Bitcoin into your portfolio: a novel ensemble portfolio optimization framework for broad commodity assets

Commodities

EBCA

TBCA

09/2018–11/2018

12/2018–02/2019

03/2019–05/2019

06/2019–08/2019

09/2019–11/2019

12/2019–02/2020

09/2018–11/2018

12/2018–02/2019

03/2019–05/2019

06/2019–08/2019

09/2019–11/2019

12/2019–02/2020

Stock (%)

16.02

22.78

13.32

25.06

15.51

17.51

26.28

25.61

16.72

21.17

16.27

21.88

Wheat (%)

24.97

9.92

19.07

12.58

29.24

22.51

24.33

14.14

32.71

14.49

36.08

30.47

Crude oil (%)

17.29

25.04

8.26

16.44

31.45

12.90

19.93

37.81

30.91

36.66

28.49

19.15

Gold (%)

21.52

20.45

17.39

18.43

11.93

13.87

29.45

22.44

19.65

27.68

19.16

28.50

Bitcoin (%)

20.20

21.82

41.96

27.49

11.86

33.21

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