3Month Horizon 10Alt Fund Report #4

in hive-175254 •  2 years ago 

Welcome to the weekly report of the 3Month Horizon 10Alt Fund

Last week Report

Monthly performance

Captura de tela 20200915 13.55.55.png

Weekly Performance

Captura de tela 20200915 13.56.07.png


Bitcoin started to recover this week, but although it hasn't climbed back to the 12k level, we can see a reflection of this recovery on the fund.

Not much has happened this week, and I am mostly watching the market reaction to the latest Bitcoin Drop.

Only one change happened this week, as THETA reached the target and that position was closed, even though it was a bit to early.


Risk Ratios performance

Monthly performance

I am restarting the performance ratio tracking.

I realized that it wasn't an accurate measurement of the strategy performance over time if I considered the month time frame.

Starting on this report, I will track the overall change of these ratios since the first day of the fund creation, wich will reflect how effective is my allocation strategy.

Calmar Ratio

Report #4: 0.52


above 0.5 = good
above 3.0 = very good

Sharpe Ratio

Report #4: 1.43


It is positive when the investment’s return is greater than the risk-free rate.
It is negative when the investment’s return is lower than the risk free rate.
It is exactly zero when the investment’s return is exactly equal to the risk-free rate.

Sortino Ratio

Report #4: 45.44


above 2 = good

Fund profit target (09-27)


Assets rebalance

THETA (THETA) - from 2% to 0%

The target price was reached within this week, and the position was closed.

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