Alpha Diversus

November 2024

Strategy Description

Alpha Diversus is a state-of-the-art trading system that optimizes investment strategies through advanced correlation analysis, utilizing genetic algorithms, and ensembled filtering with ML It is the second of three systems developed by Alphafuturis, featuring an NSGA-II genetic algorithm-based allocation module. The system dynamically allocates capital across 44 independent subsystems, trading FX and commodities. It finds optimal allocations based on risk-adjusted return metric such as Smart Sharpe and Sortino, as well as portfolio variance and advanced correlation data. It uses a proprietary scoring framework to evaluate subsystem performance, further focusing on diversification, and risk stability.

Performance Comparison

Past performance is not a reliable indicator of future returns.

Fund Manager

Alphafuturis "Expertly Crafted Strategies, AI-Driven Precision"
The team combines four decades of financial market expertise in equities, bonds, FX, crypto, commodities, and fund management to offer premier investment strategies. Leveraging state-of-the-art technology, advanced algorithms, and AI-driven insights, Alphafuturis empowers investors to confidently access one of the fastest-growing sectors. Through strategic partnerships with leading market-regulated counterparties, we provide a secure and effortless, hands-off trading experience.

Performance

3 Month ROR
3.39%
Total Return Cumulative
733.54%
12 Months ROR
71.09%
Max Drawdown
9.26%

General Information

Inception DateJan 2022
Minimum Investment500 USD
LiquidityDaily
Management Fee -
Performance Fee30.00%
Highwater MarkYes

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 5.23 5.00 4.81 6.35 4.45 4.63 5.49 7.92 5.39 2.31 -4.11 58.43
2023 7.97 4.90 8.04 1.49 8.66 5.17 7.69 5.40 5.56 8.47 8.68 7.99 116.47
2022 3.14 10.73 10.01 6.42 8.22 7.10 6.98 4.74 10.75 9.79 7.10 7.48 143.04
Past performance is not a reliable indicator of future returns.

Monthly Returns

Risk/Return Comparison

Hypothetical Growth

Investment Profit Balance (net income reinvested)
$100k $129,550 $190,685
$250k  $323,875 $475,713
$500k $647,750 $953,425
$1mil $1,295,500 $1,906,850
Figures shown above are compounded returns simulated from Jul, 2022 to May, 2023 inclusive of fees. Past performance is not indicative of future results.

Volatility (12 Months Rolling)

Return Statistics

Last Month -4.11%
Year To Date 58.43%
3 Month ROR 3.39%
12 Months ROR 71.09%
36 Month ROR -
Total Return Cumulative 733.54%
Total Return Annualized 106.89%
Winning Months (%) 97.14%
Average Winning Month 6.59%
Max Drawdown (Monthly) -4.11%

Return Statistics

Sharpe Ratio 7.72
Sortino Ratio 31.14
Skewness -1.41
Kurtosis 4.40
Standard Deviation Monthly 2.82%
Downside Deviation 0.69%
Average Losing Month -4.11%
Correlation vs. S&P 500 TR -0.08
Winning Months (%) 97.14%
Winning Years (%) 100.00%

Investment Conditions

Alphafuturis Ltd (the company) operates business in a fully regulated environment through its partnership with London & Eastern LLP, who is both authorised and regulated by the Financial Conduct Authority in the UK, ref 534484. Registered address: 78 York Street, London, England, W1H 1DP.

Due to the company’s focus being aimed towards the sophisticated investor, Alphafuturis Ltd works on an application basis only. If your application is successful, you will have the opportunity to utilise the power of our trading strategies by running your personal brokerage account side by side with our in-house operations. Clientele of the company maintain complete control of their brokerage account but utilise the unique investor privilege of their account syncing with our in-house operations. Our clientele’s brokerage accounts will automatically mirror all trades executed into their account with the correct risk allocation through means of state-of-the-art technology managed by our regulated partners, London & Eastern LLP.

Our unique company structure aims to offer a convenient investment solution for busy professionals seeking to build wealth effortlessly and consistently through a hands-off approach. Clients benefit from complete visibility and control of their investments 24/7 via a custom client portal. It is essential to clarify that client funds are held in a segregated trading account at Moneta Markets, Global Prime, or Vantage Markets, ensuring a secure and transparent arrangement. While Alphafuturis Ltd does not have direct access to client funds, clients maintain control and custody of their funds at all times.

Regulation

For the avoidance of doubt Alphafuturis is not independently regulated by the FCA. Vanquish Capital is a ‘Strategy Provider' to Pelican Trading. Pelican Trading is a trading name of London & Eastern LLP. London & Eastern LLP is authorised and regulated by the Financial Conduct Authority in the UK, ref 534484. Registered address: 78 York Street, London, England, W1H 1DP

Risk Warning

Spread betting and CFD trading are leveraged products and as such carry a high level of risk to your capital which can result in losses of your entire deposit. These products may not be suitable for all investors. CFDs are not suitable for pension building and income. Ensure you fully understand all risks involved and seek independent advice if necessary.