Investment Research
Advising
Advising
Our track record
2022
2021
2020
January
January
Main Fund Launch
Net exposure 100%
Long:
Diversified Equity Portfolio
Diversified Equity Portfolio
February 19-20
February 19-20
Zero Long (Net exposure: 0%)
Short 10% of AUM
Short:
S&P 500 Futures
S&P 500 Futures
February-March
February-March
Levereged short
Short >100% of AUM
Short:
S&P 500 Futures and Options
WTI Crude Oil Futures
S&P 500 Futures and Options
WTI Crude Oil Futures
March 12-13
March 12-13
Main Fund equity allocation
Long 6% of AUM
Long:
Big Tech Equities
Big Tech Equities
March 24
March 24
Main Fund Equity Allocation
Long 10% of AUM
Long:
Diversified Equity Portfolio
Diversified Equity Portfolio
April 6
April 6
Main Fund Equity Allocation
Long 20% of AUM
Long:
Diversified Equity Portfolio
S&P 500 Futures
Diversified Equity Portfolio
S&P 500 Futures
April 21
April 21
YTD return: +866.7%
April-June
April-June
Main Fund Equity Allocation
Long 30% of AUM
Long:
Diversified Equity Portfolio
S&P 500 Futures
Diversified Equity Portfolio
S&P 500 Futures
June 12
June 12
YTD Return: +1008.3%
June 25
June 25
Main Fund Liqudation
During the meeting, the investors decided to liquidate the Main Fund and capital withdrawal
April
April
Equity Portfolio Strategy Launch
Diversified Equity Portfolio
June
June
27.89%
Equity Portfolio Strategy Q2 Return
Sharpe Ratio – 5.85
Sortino Ratio – 13.09
Sortino Ratio – 13.09
September
September
10.65%
Equity Portfolio Strategy Q3 Return
Sharpe Ratio – 1.74
Sortino Ratio – 2.74
Sortino Ratio – 2.74
November 4
November 4
74.29%
Equity Portfolio Strategy YTD Return
Sharpe Ratio – 3.97
Sortino Ratio – 6.68
Sortino Ratio – 6.68
December 27
December 27
79.16%
Equity Portfolio Strategy YTD Return
January 3
January 3
Multi-strategy Launch
March 8
March 8
Nuke Strategy Closed
Risk limit achieved
© DGTL Capital