TSAG ADVANCED FUND

DESCRIPTION

The main goal of the Advanced strategy is to generate absolute Bitcoin (BTC) returns in the long run. This is sought by applying statistical analysis and quantitative trading to leverage gains. Our quantitative trading desk develops customized strategies combining simple arbitrage, momentum and mean-reverting strategies, multi-factor models and deep learning techniques to outperform the benchmark.

RISK AND REWARD PROFILE

The indicator measures the risk of price fluctuations in the portfolio based on the last 30d volatility. This means that the purchase of units in the portfolio is connected with medium risk of such fluctuations. Please note that category 1 does not mean a risk-free investment. Historical data, such as the one used calculating this indicator, may not be a reliable indication of the future risk profile of the Portfolio. The category might change in the future. The product might not be suitable for all investors because it can be subject to a higher volatility than usual.

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SUITABILITY

Market Vision: The investor seeks to hold a portfolio of crypto assets and explore opportunities in this market.

Investment Horizon: The investor has the flexibility to seek the investment horizon that best fits his strategy. Cash withdrawals will be made on D + 30.

Risk tolerance: Must be an experienced investor familiar with cryptoassets. Its objective should be the appreciation of the Nominal Value invested through the surge in value of the portfolio.

MONTHLY SUMMARY & MARKET SCENARIO

After the Bitcoin price drop in March due to the coronavirus crisis, prices have gone up in the expectation of the following halving event. It is the moment of uncertainty in the market after this event, which marked the cut in half of Bitcoin miners reward. In a moment of eminent global recession, the main digital asset remains as one of the top performing assets of the year, confirming its potential to hedge a more traditional portfolio.

STATS METRICS (Returns in USD)

  FUND HDAI
Sharpe Ratio -0,31 -0,28
Annualized Volatility 69,72% 68,99%
Average Monthly Return -1,98% -1,77%
Maximum Drawdown -60,3% -57,90%
  FUND HDAI
Year to Date 11,65% 25,74%
Initial to Date* -20,12% -18,22%
Best Monthly Return* 43,22% 38,69%
Worst Monthly Return* -42,63% -28,05%

ANALYSIS AND PERFORMANCE *

*Simulated Performance of $100 invested from 27 Jul 2019 to 30 Jun 2020

MONTHLY RETURN (Returns in USD)

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2020 FUND 32,15% -0,77% -42,63% 43,22% 8,37% -4,38%            
HDAI 33,83% -4,00% -28,05% 38,69% 4,94% -6,53%            
2019 FUND             -1,68% -4,25% -15,78% 9,50% -13,82% -4,38%
HDAI             1,37% -11,24% -12,36% 9,40% -16,64% -9,56%

YEAR RETURN

2020

FUND 11,65%
HDAI 25,74%

2019

FUND -28,45%
HDAI -34,96%

Disclaimer: Past performance does not guarantee future results. No guarantee is given by the Fund that the investment strategy of the Fund will be achieved. Although certain information has been obtained from sources believed to be reliable, we do not guarantee its accuracy, completeness or fairness. We have relied upon and assumed without independent verification, the accuracy and completeness of all information available from public sources. (1) The actual Fund past performance shown is past performance from Transfero DM Advanced since 27 Jul 2019. (2) Chart represents real past performance and ratios based on real data from 27 Jul 2019 to 30 Jun 2020. Past performance does not represent actual performance and should not be interpreted as an indication of such performance. It is provided for informational purposes only to indicate historical performance had the portfolio been available over the same time period. Past performance results have certain inherent limitations. Such results do not represent the impact that material economic and market factors might have on the decision-making process if the Manager were actually managing the portfolio. Actual Fund performance will vary due to factors such as tracking error, fees and expenses. The shown backtrack implements a strategy with max. 100% long exposure and max. -25% short exposure, net of fees

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