CORE STRATEGY
Investment solution designed for everyone who wants to gain exposure to the cryptocurrency market
Concept
Our models output attractiveness score for every cryptocurrency traded on exchange. The higher the score is, the more likely is the asset to outperform the broad market in the future. Thus our systems buy assets with high attractiveness scores, taking into account expected return, risk, transaction cost and AuM. Since our models are based on statistics, there needs to be enough time to accumulate out-performance. We expect our portfolio to consistently outperform the broad cryptocurrency market, over a full business cycle of 1-2 years.
Last 12 months performance
Note: The market portfolio is MarketVector Digital Asset Broad 100 Equal Weight Index. https://www.marketvector.com/indexes/digital-assets/marketvector-digital-asset-broad-100-equal-weight
Results are based on transaction prices.
Results are based on transaction prices.
Concept
Our models output attractiveness score for every cryptocurrency traded on exchange. The higher the score is, the more likely is the asset to outperform the broad market in the future. Thus our systems buy assets with high attractiveness scores, taking into account expected return, risk, transaction cost and AuM. Since our models are based on statistics, there needs to be enough time to accumulate out-performance. We expect our portfolio to consistently outperform the broad cryptocurrency market, over a full business cycle of 1-2 years.
Performance since inception
Note: The market portfolio is MarketVector Digital Asset Broad 100 Equal Weight Index. https://www.marketvector.com/indexes/digital-assets/marketvector-digital-asset-broad-100-equal-weight
Results are based on transaction prices.
Results are based on transaction prices.
Month
Portfolio
Market
Bitcoin
Sep, 2023
Aug, 2023
Jul, 2023
Jun, 2023
May, 2023
Apr, 2023
Mar, 2023
Feb, 2023
Jan, 2023
Dec, 2022
Nov, 2022
Oct, 2022
Sep, 2022
Aug, 2022
Jul, 2022
Jun, 2022
23.4%
1.0%
18.7%
11.2%
-0.3%
8.4%
-1.0%
25.4%
43.8%
-14.9%
-7.2%
4.9%
-1.2%
4.6%
51.3%
-11.4%
0.9%
-14.6%
1.8%
-3.3%
-12.9%
-5.6%
-6.0%
4.6%
54.7%
-13.2%
-17.3%
1.1%
-3.8%
-10.3%
27.3%
-27.5%
Note: Our strategy is optimized to outperform the broad cryptocurrency market. Strategy is not optimized to outperform Bitcoin. We show performance relative to Bitcoin just for illustrative purposes. Since Bitcoin is highly correlated with the market, in the majority of the months our strategy outperforms both the market and Bitcoin performance.
Performance per month
-1.3%
-5.4%
-6.6%
14.1%
-5.0%
-0.4%
22.5%
2.3%
38%
-1.9%
-18.6%
7.3%
-5.4%
-14.3%
24.0%
-37.4%
Oct, 2023
12.4%
27.8%
17.9%
Nov, 2023
27.4%
23.4%
9.8%
Dec, 2023
31.2%
33.0%
11.7%
Jan, 2024
-1.4%
-9.3%
-0.1%
Feb, 2024
44.6%
36.0%
44.5%
Mar, 2024
29.3%
17.6%
15.4%
Apr, 2024
-9.0%
-28.9%
-15.1%
May, 2024
10.8%
10.5%
12.3%
July, 2024
June, 2024
-20.1%
0.2%
-19.8%
-1.2%
-8.2%
5.2%
Since portfolio inception (31 May 2022) until 31 July 2024, our portfolio has outperformed the market by 966 percentage points.
968%
Total Portfolio Return
2.01
Sharpe Ratio
3.63
Information Ratio
performance
In last 12 months (31 July 2023 to 31 July 2024) our Core portfolio has outperformed the market by 222 percentage points.
265%
Total Portfolio Return
2.34
Sharpe Ratio
3.41
Information Ratio
performance
Risk Management
A sophisticated risk management framework is fully integrated into the investment process, to ensure stable outperformance over time. Our comprehensive risk management framework includes the following components:
- Operational risk measures
- Idiosyncratic risk measures
- Trade order management
- Mitigation strategies for extreme events
- Trading restrictions
- Exchange rate risk