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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:11.04%%
Annual ROR:36.93%%
YTD:11.04%12.03%
1 Year:11.04%15.68%
Alpha:1.21
Beta:1.14
Statistics Program S&P 500
Average Monthly Gain:2.67%1.28%
Average Monthly Loss:N/A0%
Winning Months:44
Losing Months:00
Current DD:0.000.00
Max DD:0.000.00
Sharpe Ratio (RF 1%):5.31
Annualized Std Dev:6.76

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
20170.851.333.425.0711.04

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

Return showed is before management fee. 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