Cryptocurrency
Investment Strategies
Diversified momentum-based systematic cryptocurrency strategies for institutional investors
Summary
Alphachain Capital deploys systematic (rules-based) long/short cryptocurrency investment strategies which provides managed exposure to a diverse range of digital asset markets through cryptocurrency derivatives markets. The strategies provide exposure to a broad range highly liquid digital assets markets, yielding superior risk-adjusted returns compared to the industry benchmarks, the BaclayHedge Cryptocurrency Index and Bitcoin (BTC). The strategies can position both long and short, trading on some of the largest and most liquid global cryptocurrency exchanges.
These strategies have been running in a live trading environment since November 2020. After near three years of successully running our systematic investment strategies privately, we are now launching an investment product for institutional investors who wish to obtain broad long/short risk-managed exposure to cryptocurrency markets.
Strategy Performance
1. Global Diversified Cryptocurrency Alpha (GDA)
Table 1: GDA monthly returns vs BarclayHedge Cryptocurrency Index
Table 1 shows the live GDA trading track record which began in November 2020. The table compares GDA monthly returns with those of the BarclayHedge Cryptocurrency Index (An average data from 91 cryptocurrency funds). This strategy will be included in our new fund launch in 2023.
Graph 1: GDA cumulative returns vs BarclayHedge Cryptocurrency Index, BTC and S&P 500.
Graph 1 shows GDA cumulative returns since live trading began in November 2020 to March 2023 versus the cumulative returns of the BarclayHedge Cryptocurrency Index, BTC and the S&P 500 over the same period.
2. Alternatives Diversified Cryptocurrency Alpha (ADA)
Table 2: ADA monthly returns vs BarclayHedge Cryptocurrency Index
Table 2 shows the live ADA trading track record which began in July 2021. The table compares ADA monthly returns with those of the BarclayHedge Cryptocurrency Index (An average data from 91 cryptocurrency funds). This strategy will be included in our new fund launch in 2023.
Graph 2: ADA cumulative returns vs BarclayHedge Cryptocurrency Index, BTC and S&P 500.
Graph 2 shows ADA cumulative returns since live trading began in July 2021 to March 2023 versus the cumulative returns of the BarclayHedge Cryptocurrency Index, BTC and the S&P 500 over the same period.
To find out more information about our fund launch please get in touch below.
Fund Objectives:
1. Capital growth over the long term
2. Capital preservation in times of distress
3. Outperformance relative to BTC