TSAG COUNTER-CYCLICAL

INVESTMENT STRATEGY

The main goal of the strategy is to give investors exposure to a portfolio of uncorrelated assets with high expected returns while significantly reducing volatility. To avoid high volatility and drawdown risks, our portfolio adds gold as another uncorrelated asset to its basket. The combination of a crypto and gold portfolio forms our base strategy and a Smart Beta approach takes advantage of our crypto positions to leverage gains without significantly increasing risk.

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 to hold a portfolio focusing on Gold and the most liquid Cryptocurrencies.

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

Investment Facts

  • ASSET CLASS
    DIGITAL ASSETS
    REDEMPTIONS
    D+30*
  • STRATEGY LAUNCH DATE
    JANUARY 1ST, 2017
    HURDLE RATE
    8% P.Y.
  • NUMBER OF HOLDINGS
    75% GOLD 25% BITCOIN
    MANAGEMENT FEES
    2% P.Y.
  • MINIMUM INVESTMENT
    R$ 10.000,00
    PERFORMANCE FEES
    20% P.Y.

*Working days will be considered, together, in the Capital of the State of Rio de Janeiro and in Zug, Switzerland.

**Calculated every 6 months taking as benchmark Libor CHF or 0%, whichever is greater

STATS METRICS

  COUNTER CYCLICAL
Sharpe Ratio 2,22
Annualized Volatility 28,7%
Average Monthly Return 4,20%
Maximum Drawdown -23,5%
  COUNTER CYCLICAL
Year to Date 64,99%
Initial to Date* 461,43%
Best Monthly Return* 19,20%
Worst Monthly Return* -7,24%

*Simulated Performance from 01 Jan 2017 to 30 Jun 2020.

ANALYSIS AND PERFORMANCE*

*Simulated Performance from 01 Jan 2017 to 30 Jun 2020.

MONTHLY RETURN (Returns in BRL)

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2020 18,03% 2,59% 10,61% 19,09% 0,51% 2,91%            
2019 -6,14% 5,74% 4,94% 6,07% 15,07% 17,91% -2,12% 13,82% -0,44% -0,28% -0,20% -4,37%
2018 -5,41% 1,79% -6,99% 15,68% -0,92% -2,97% 2,51% 2,20% -2,04% -7,24% -4,32% 1,29%
2017 -1,52% 9,22% -3,27% 10,31% 17,45% 6,11% -2,22% 19,20% -3,26% 14,99% 15,46% 9,34%

YEAR RETURN

2020
64,99%
2019
58,20%
2018
-8,12%
2017
134,09%

Past performance does not guarantee future results. No guarantee is given by Transfero DM that the investment strategy returns 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 past performance shown is simulated performance since inception on 1 Jan 2017. (2) Chart represent backtested performance and ratios based on simulated data from 1 Jan 2017 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 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.

For detailed performance, track record and personal assistance.

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