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Program Details

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Genius Investment Group Limited 

Sustainable Reward 6

Manager: Aaron Zhu

Address: 13620 38 AVE, STE 11F, QUEENS, NY, 11354, U.S.A.

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:Jun 22, 2017
AUM:$1,000,000
QEP:Yes
Incentive Fee:20%
Annual Mgt Fee:2%
Min Investment:$200,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:5.69%%
Annual ROR:24.76%%
YTD:5.69%10.63%
1 Year:5.69%14.09%
Alpha:0.38
Beta:1.16
Statistics Program S&P 500
Average Monthly Gain:1.87%1.28%
Average Monthly Loss:N/A0%
Winning Months:33
Losing Months:00
Current DD:0.000.00
Max DD:0.000.00
Sharpe Ratio (RF 1%):5.02
Annualized Std Dev:4.73

Methodology

Discretionary:50%
Systematic:50%

Strategy

StrategyMulti-Strategy
DirectionalLong / Short
Holding PeriodLong & Short Term
---------------------------
Option Writing:100%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
20170.851.333.425.69

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

Mostly write options, our distinctive feature includes:
1. Quant-support for position enter and close, while most similar programs rely on discretion.
2. 24/7 program risk-control and auto-stop-loss. Three managers in three different time-zone around the world to be endlessly phone-call alarmed simultaneously whenever 1% equity loss happened, until necessary action is done in accordance with preset trading discipline.

Company Info

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Manager Info

* Graduate from Chemistry Dept, Jilin University, one of China's top ranking universities
* Successful entrepreneur leading about hundreds of employees
* Quantitative Analyst, System Developer
* Willing to co-invest with investors to prove his confidence