Managed Futures Database, Resource & Tools

Program Details

PDFPermalink

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:15.69%8.90%
Annual ROR:33.84%18.60%
YTD:15.69%15.81%
1 Year:15.69%17.88%
Alpha:-0.53
Beta:2.11
Statistics Program S&P 500
Average Monthly Gain:3.43%1.79%
Average Monthly Loss:-2.14%-0.32%
Winning Months:55
Losing Months:11
Current DD:2.140.32
Max DD:2.140.32
Sharpe Ratio (RF 1%):3.04
Annualized Std Dev:10.82

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
20170.851.333.425.076.46-2.1415.69

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

Return showed is before management fee. Write options with hedge protections, 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

GENIUS INVESTMENT GROUP LIMITED
Address: 13620 38 AVE, STE 11F, QUEENS, NY, 11354, U.S.A.
Contact Info: 7188881512
Info@GeniusGroupChina.com
http://www.GeniusGroupChina.com

* An independent limited corporation registered in The British Virgin Islands
* Incorporation in 2010C
* Chief Executive Officer: Aoan (Aaron) Zhu
* Chief Information Officer: Peng Cheng
* Chief Strategy Officer: Ning Zhu
* Chief Operation Officer: Leo Zhu
* Chief Financial Officer: Joanne Chu
* Board of Directors: Hanfen Huang, Aaron Zhu, Peng Cheng, Hongliang Huang, Leo Zhu, Joannce Chu, Kuiyu Wang
* Capital: USD$20,000,000.00

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