Institutional vaultRisk R3Live
Quant Multi-factor Asia
TVL
$10,300,000
Past month return
+4.42%APR +15.6%
Your deposit
—
All-time earned
—
- MDD
- -5.70%
- Sharpe
- 1.61
- Win rate
- 55.9%
- Vol 30D
- $4.22M
- Age
- 697d
- Skin in game
- 9%
- Perf fee
- 12%
- Lockup
- 7d
- Depositors
- 10
- Leader
- Meridian SystemsLicensed Desk
- Description
- Value, residual momentum and low-vol with an 8% vol target. Weekly rebalance.
- Value + residual momentum + low-vol, 8% vol target, weekly rebalance.
- Process
- Rebalance Mondays 02:00 HKT. Hard 10% name cap.
- Custody
- Capital enters a MAIN illustration account, subscription moves to STRATEGY, exits return to MAIN then redeem. Segregation is illustrative.
$10,300,000+4.42%30D
| Market | Side | Size | Entry | Mark | uPnL (ROE) | Liq. price | Margin |
|---|---|---|---|---|---|---|---|
| HSI | long | $102,899 | 17,815.95 | 17,840.00 | $138.89 +1.12% | 12,827.49 | $12,348 |
| EWY | long | $85,288 | 67.07 | 66.00 | -$1,355.73 -13.25% | 48.29 | $10,235 |
| 700.HK | long | $131,559 | 379.69 | 382.00 | $800.09 +5.07% | 273.38 | $15,787 |
Trading involves risk. Past performance is not indicative of future results. Vault NAV can rise or fall.