Strategy Report September 2023
The 512M DeFi High Yield Strategy is focused on yield generation and yield farming in decentralized finance. The DeFi opportunities fund holds in principle, stable-coins, crypto assets pegged either by centralized institution with banked collateral or algorithmically operated decentralized autonomous organizations. These Stable-coins are contributed to Automated Market Makers such as Curve.fi among others, as liquidity providers to earn fees generated by these protocols. These fees accrued are represented as annual percentage yields, partially paid in base trading fees and partially in protocol tokens (E.G. CRV).
The strategy engages in active strategy on recompounding protocol tokens back to base stablecoins, or holding for market exposures to have positive market beta and generate high yields in these risky assets as a liquidity provider. Our decisions on active strategy are reviewed daily, based on algorithmic analysis of core multiples in the DeFi sector, based on our proprietary analysis techniques.
Performance Metrics
Return since inception*: 21.87%
Volatility: 4.64%
Annualised return: 29.24%
Annualised Volatility: 5.18%
Sharpe Ratio: 5.50
Alpha Observed: 19.36%
YTD Performance: 16.16%
Beta (Bitcoin): -0.0068
*Inception Date is the 31st October 2022
Benchmark Performance
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