Bohr Crypto Arbitrage Fund
Company: Bohr
Asset Type: Finance
Sharpe Ratio: 5
The Bohr Crypto Arbitrage Fund us a quantitative arbitrage fund. They use mathematical formulae to capture behavior patterns, inefficiencies, and arbitrage opportunities in the market.
Overview
After two years of strategic testing, the fund launched in June 2020 as one of the only crypto derivatives arbitrage funds in the world. Such funds are only possible thanks to recent developments in crypto derivative products, coin security, data, and cloud computing.
Essentials
Portfolio
The portfolio consists of longs and shorts of the most liquid coins and their derivatives. The majority of the fund's positions and transactions are in crypto derivatives instruments. They do not take fundamental views on any coin.
Risk Management
The algorithms are developed by their technical team and implemented in a secure cloud computing environment. Each routine is extensively tested and subject to strict risk controls on both the individual and portfolio levels to deliver the desired level of risk.
Results
In its first thirteen months, the Bohr Arbitrage Crypto Fund has returned 76.81%, with a daily Sharpe ratio of 5. Bohr’s returns are uncorrelated to any and all assets. Its performance is strong in up and down markets.
Team Members
Ragnar Janér
Founding Partner
Marco Avellaneda
Board of Director
S. Nicholas Walter
Board of Director
Renato Ramalho
Board of Director
Matheus Torres Guinezi
Chief Technology OfficerDisclaimer
This is a test the waters page. Please register your interest to gain access to this opportunity via the button.
The above descriptions regarding the Portfolio Manager’s investment decision process, risk management and portfolio management practices, and volatility characteristics are derived solely from the Portfolio Manager, and although thought to be reliable, has not been independently verified and cannot be guaranteed. The Issuer makes no representations or warranties as to the accuracy or completeness of such information. The pro forma performance results reflected in the table above represent the Portfolio Manager’s actual net performance, as reported by the Portfolio Manager. All the underlying performance and fee information has been provided by the Portfolio Manager, and although assumed to be reliable, has not been independently verified by The Issuer and cannot be guaranteed. The Issuer makes no representations or warranties as to the accuracy or completeness of such information. The actual rates of return for investors in this strategy may differ. Past performance is not a guarantee of future results. The performance results reflected on the tables are based on the assumptions noted for each chart and are net of: (i) fees and incentive allocations to the portfolio manager, and (ii) transaction costs and other expenses incurred by the portfolio manager. The leverage assumptions, if any, reflected on the tables above as well as accompanying tables can have a significant effect on performance results, and is not necessarily indicative of actual leverage used by the portfolio managers during those periods, and is subject to change. This Presentation, and the information set forth herein and in related disclosures, does not constitute an offer or solicitation to invest in this Strategy or any investment vehicle managed by The Issuer. There are substantial risks to investing in the Strategy and all interested parties should carefully consider them prior to investing. Past performance is neither indicative nor a guarantee of future results. No assurance can be made that profits will be achieved or that substantial losses will not be incurred.
