TSAG COUNTER-CYCLICAL FUND

DESCRIPTION

The main goal of the Fund 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.

MONTHLY SUMMARY & MARKET SCENARIO

While hedge funds and money managers increase their positions in gold in the latest month, gold prices surge in the midst of a critical global geo-political situation and the growing risk of a global economic slowdown. Bitcoin prices have entered a bullish trend since the beginning of 2020, had a price drop during the coronavirus initial crisis, and then entered another bullish trend at the end of April, a few days before the halving event, when the prices usually increase.

STATS METRICS

  FUND
Sharpe Ratio 1,58
Annualized Volatility 23,3%
Average Monthly Return 2,65%
Maximum Drawdown -35,0%
  FUND
Year to Date 13,92%
Initial to Date* 224,2%
Best Monthly Return* 20,1%
Worst Monthly Return* -8,63%

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

ANALYSIS AND PERFORMANCE*

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

MONTHLY RETURN (Returns in USD)

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2020 6,08% 3,29% -8,32% 6,15% 1,92% -0,36% 10,50% 0,69% -5,45%      
2019 -0,02% 2,72% 0,30% 6,14% 15,02% 20,08% 0,11% 4,73% -0,69% 2,90% -4,75% 3,74%
2018 -1,63% -0,10% -8,63% 9,02% -6,68% -6,80% 5,78% -5,33% -1,89% 0,92% -7,93% 0,91%
2017 1,72% 10,69% -3,71% 8,46% 15,61% 3,51% 3,43% 18,38% -3,68% 11,07% 15,46% 8,04%

YEAR RETURN

2020
13,92%
2019
57,85%
2018
-21,58%
2017
129,93%

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 1 Jan 2017. (2) Chart represent backtested performance and ratios based on simulated data from 1 Jan 2017 to 30 Sep 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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