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.
Since portfolio inception (31 May 2022) until 31 December 2024, our portfolio has outperformed the market by 1545 percentage points.
1588%
Total Portfolio Return
1.96
Sharpe Ratio
2.83
Information Ratio
performance
In last 12 months (31 December 2023 to 31 December 2024) our Core portfolio has outperformed the market by 107 percentage points.
133%
Total Portfolio Return
1.43
Sharpe Ratio
1.63
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