Strategy Description
Dynamic Long is designed to capture the robust returns of
a selected basket of the top digital assets by market
capitalisation, while substantially mitigating inherent
volatility and drawdown risks.
The strategy exemplifies prudence and timing, incrementally
scaling into positions near market peaks and retracting during
downturns, ensuring optimal risk exposure and preserving capital
during market drawdowns.
The algorithm's rebalancing process is meticulously
calibrated, fine-tuning the weighting of each asset to
harmonize with evolving market dynamics.
The execution module utilises state-of-the-art connectivity
with leading exchanges, prioritizing liquidity and cost
efficiency, thereby ensuring robust portfolio performance.
Cumulative Return vs Benchmarks
Monthly Returns
Distribution of Monthly Returns
Key Performance Metrics
| Metric | Benchmark | Strategy |
|---|---|---|
| Cumulative Return | ||
| CAGR% | ||
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| Sharpe | ||
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| Max Drawdown | ||
| Longest DD Days | ||
| Volatility (ann.) | ||
| Kurtosis | ||
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| MTD | ||
| 3M | ||
| 6M | ||
| YTD | ||
| 1Y | ||
| All-time (ann.) | ||
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| Avg. Drawdown | ||
| Avg. Drawdown Days | ||
| Recovery Factor | ||
| Ulcer Index | ||
| Serenity Index | ||
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End of Year Returns
| Year | Benchmark | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 87.15 | 107.68 | 1.24 | + |
| 2024 | 0.70 | -4.91 | -7.01 | - |
Worst 10 Drawndowns
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-22 | 2023-10-22 | -17.06 | 215 |
| 2023-11-11 | 2023-12-03 | -14.50 | 23 |
| 2023-12-28 | 2024-01-31 | -8.91 | 35 |
| 2023-11-02 | 2023-11-08 | -6.78 | 7 |
| 2023-12-06 | 2023-12-20 | -5.99 | 15 |
| 2023-10-26 | 2023-10-31 | -3.53 | 6 |
| 2023-03-18 | 2023-03-18 | -3.06 | 1 |
| 2023-03-20 | 2023-03-20 | -3.03 | 1 |
| 2023-03-15 | 2023-03-15 | -1.40 | 1 |
| 2023-03-02 | 2023-03-13 | -0.61 | 12 |
Key Information
Launch: 1st March 2023
Management fee: 2%
Performance fee: 20%
Subscription and redemption: Monthly
Min Investment: $ 1M SMAs, $ 5M Fund
We invite you to review our complete disclaimer for important details and information.