Mahda fact sheet

January 2023

Objective

The primary objective of the MAHDA Crypto Fund is to deliver long term capital growth at moderate levels of volatility relative to the crypto asset class. MAHDA Crypto Fund provides investors with exposure to the Bitcoin by market capitalization, while providing downside risk protection via a cash hedge during times of market stress. The fund is suitable for medium- to long-term investors seeking healthy levels of exposure to the Bitcoin.

Performance Overview

Fund Strategy

Using statistical modeling and machine learning, various quantitative trading models have been developed that use market momentum, trend, volume and hundreds of signal characteristics to take the market characteristics. This process indicates the MAHDA Crypto Fund position toward market behavior for the next time horizon. MAHDA Crypto Fund considers market price movement during different time horizon and extract above 500 numerical features represent different market views varieties, such as trends, volatility, volume, momentum, etc.

cumulative return

Monthly and cumulative return

Disclaimer

Reported performance in this fact-sheet consists of back-test results as well as system forward test. This is due to the fact that several metrics, i.e. Sharpe Ratio, are only meaningful with a certain amount of historical data. Reported results before July 2021 are backtest, after that the results are generated with our full featured platform.

* All results period: Jan 30, 2020, to Jan 30, 2023