TSAG CONSERVATIVE FUND

DESCRIPTION

The objective of this strategy is to increase the original value invested in US Dollars by engaging the fund's capital in crypto arbitrage between countries and exchanges and conducting quantitative trading. Arbitrage profit can be achieved in two different ways: i) By engaging in OTC transactions that are multinational, taking advantage of the inherent price differences between jurisdictions, or ii) Using automated trading and graph theory to explore the price asymmetries between the countless pairs of cryptocurrencies in different exchanges.

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, 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 a lower risk portfolio with absolute return in US Dollars.

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: Investor must be experienced and familiar with cryptoassets Its objective should be the appreciation of the Nominal Value invested through the surge in value of the portfolio.

STATS METRICS

  FUND
Sharpe Ratio 10,43
Annualized Volatility 2,81%
Average Monthly Return 2,16%
  FUND
Year to Date 8,08%
Initial to Date* 90,03%
Best Monthly Return* 3,88%
Worst Monthly Return* 1,10%

*Simulated Performance from 1 Jan 2018 to 30 Jun 2020.

ANALYSIS AND PERFORMANCE*

*Simulated Performance from 1 Jan 2018 to 30 Jun 2020.

MONTHLY RETURN (Returns in USD)

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2020 1,63% 1,10% 1,12% 1,19% 1,47% 1,31%            
2019 2,91% 1,40% 2,10% 1,48% 1,87% 1,77% 1,82% 1,68% 1,52% 1,61% 1,26% 1,44%
2018 3,88% 3,21% 3,02% 3,67% 2,86% 2,96% 3,07% 2,97% 2,76% 2,35% 2,74% 2,82%

YEAR RETURN

2020
8,08%
2019
22,96%
2018
42,99%

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 simulated performance since inception on 1 Jan 2018. (2) Chart represent backtested performance and ratios based on simulated data from 1 Jan 2018 to 30 Jun 2020. Backtested 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. Backtested 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. Backtested performance also differs from actual performance because it is achieved through the retroactive application of model portfolios designed with the benefit of hindsight. As a result, the models theoretically maybe changed from time to time and the effect on performance results could be either favourable or unfavourable. 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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