Quarta is a market-neutral portfolio that combines four orthogonal factors:
The Adaptive overlay reduces the portfolio's gross exposure when the market conditions are adverse. This may results in prolonged periods of very small (<10%) gross exposure.
Its universe consists of the most liquid and actively traded assets, identified on rolling basis - various techniques employed to keep it both stable and relevant, as well as survivorship-bias free.
To balance each asset's risk contribution, positions are scaled according to the inverse of their rolling volatility.
The portfolio is rebalanced daily, at midnight UTC, weights are calculated at 11:55pm UTC.
| Benchmark (BTC) | Portfolio | |
|---|---|---|
1.12 | 2.17 | |
64.6% | 80.5% | |
0.00 | 0.62 | |
1.00 | -0.01 | |
-76.6% | -21.5% | |
62.2% | 29.1% | |
0% | 50.5% | |
100% | 5.4% | |
100% | 119.6% |
CAGR
93%
Sharpe Ratio
2.50
Volatility
28%
Alpha
0.69
CAGR
98%
Sharpe Ratio
2.71
Volatility
27%
Alpha
0.71
| Ticker | Name | Arrival Price | Weight | Date |
|---|---|---|---|---|
| BTC | Bitcoin | 118339.463 USD | 0.00% | 2025-08-14T23:55:00.000Z |
| ETH | Ethereum | 4540.357 USD | 0.00% | 2025-08-14T23:55:00.000Z |
| SOL | Solana | 192.058 USD | 0.00% | 2025-08-14T23:55:00.000Z |
| XRP | Ripple | 3.084 USD | 0.00% | 2025-08-14T23:55:00.000Z |
| DOGE | Dogecoin | 0.223 USD | 0.00% | 2025-08-14T23:55:00.000Z |
| SUI | Sui | 3.74 USD | 0.00% | 2025-08-14T23:55:00.000Z |
| BNB | Binance Coin | 838.955 USD | 0.00% | 2025-08-14T23:55:00.000Z |
| ADA | Cardano | 0.923 USD | 0.00% | 2025-08-14T23:55:00.000Z |
| LTC | Litecoin | 121.888 USD | 0.00% | 2025-08-14T23:55:00.000Z |
| LINK | Chainlink | 22.409 USD | 0.00% | 2025-08-14T23:55:00.000Z |
| AVAX | Avalanche | 23.579 USD | 0.00% | 2025-08-14T23:55:00.000Z |
| DOT | Polkadot | 3.978 USD | 0.00% | 2025-08-14T23:55:00.000Z |
| BCH | Bitcoin Cash | 591.75 USD | 0.00% | 2025-08-14T23:55:00.000Z |
| PEPE | PEPE | 0.00001103425644 USD | 0.00% | 2025-08-14T23:55:00.000Z |
| HBAR | Hedera | 0.249 USD | 0.00% | 2025-08-14T23:55:00.000Z |
| TRX | TRON | 0.357 USD | 0.00% | 2025-08-14T23:55:00.000Z |
| UNI | Uniswap | 10.891 USD | 0.00% | 2025-08-14T23:55:00.000Z |
| TON | Toncoin | 3.415 USD | 0.00% | 2025-08-14T23:55:00.000Z |
| XLM | Stellar | 0.425 USD | 0.00% | 2025-08-14T23:55:00.000Z |
| SHIB | SHIB | 0.00001287245407 USD | 0.00% | 2025-08-14T23:55:00.000Z |
| 0.00% | ||||
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