Smart Beta Bitcoin


The investment objective of the Fund is to offer the beta exposure of Bitcoin with a predefined volatility level of 14% over time. The fund will only invest in two assets; Spot Bitcoin and a US dollar equivalent stable coin (USDC or other stablecoins pegged to the value of the US dollar). In support of this objective, the Manager will rebalance the assets of the Fund on a weekly basis. In doing so, the Fund aims to match the equivalent volatility of equity market investments, whilst maintaining the statistical properties of the beta of Bitcoin in a portfolio.

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performance performance performance performance performance

Based on: (i) simulated backtest data (Jan 31, 2013 - Sep 21, 2021) and (ii) actual net performance of the fund (Sep 21, 2021 - Feb 28, 2022), the fund has returned -0.73% YTD. Over that timeframe and those data it has had an Annualised Return of 26.34%; on Annualised Vol of 18.65%; with a Sharpe Ratio of 1.25; and a Sortino Ratio of 3.47. Its Best Monthly Gain has been 29.41%, while its Worst Monthly Loss has been -9.03%. Its Max Drawdown has been -22.26%.

Period to 31 August 2022
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These materials have been prepared for information purposes only and may not be relied on for any other purpose (including, without limitation, as legal, tax, financial or investment advice). Nothing in these materials should be interpreted as an endorsement or recommendation of a particular investment or strategy. Any opinions expressed are general in nature and do not consider the objectives, financial situation or needs of any person. Before making an investment decision you should conduct your own due diligence, consider what is suitable for you and your personal circumstances and obtain your own independent advice. Zerocap Pty Ltd (Zerocap) makes no representation or warranty (express or implied) that any information contained in this document is accurate or complete. Information included in this document is based on matters as they exist as of the date of preparation of these materials and will not be updated or otherwise revised. Certain statements reflect Zerocap’s views, estimates, opinions or predictions which may be based on proprietary models and assumptions, and there is no guarantee that these views, estimates, opinions or predictions are currently accurate or that they will be ultimately realised. There are significant uncertainties inherent in the forward-looking statements included in these materials. Neither historical returns nor economic, market or other indications of performance should be considered as an indication of future results or performance. Investing in cryptocurrencies and/or digital assets involves a substantial degree of risk and could result in the loss of the entire amount invested. Nothing in these materials is intended to imply that investing in cryptocurrencies and/or digital assets may be considered “conservative”, “safe”, “risk free”, or “risk averse”.


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