Unravel

Portfolio Catalog

Multi-Factor Portfolios

Our market-neutral, survivorship-bias-free, multi-factor portfolios are constructed to deliver uncorrelated alpha.
Unravel

Foundational Factors

Combines cross-sectional momentum and carry factors, optimizing for market-neutral risk-adjusted performance.

Benchmark (BTC)Portfolio
63.7%
65.6%
1.10
1.49
1.00
-0.02
Top 20 Market Cap
Tier 1
Market-Neutral
Survivorship-Bias Free
Multi-Factor

Single-Factor Portfolios

Our single-factor portfolios are designed to provide a simple and effective way to gain exposure to a specific factor.

Momentum (Market-neutral)

Captures short-term momentum opportunities, aiming for uncorrelated returns while minimizing directional exposure.

Benchmark (BTC)Portfolio
63.7%
29.8%
1.10
0.88
1.00
0.04
Top 20 Market Cap
Tier 1
Market-Neutral
Survivorship-Bias Free
Single-Factor

Carry (Market-neutral)

Captures cross-sectional carry premiums, exploits funding imbalances and relative yield opportunities.

Benchmark (BTC)Portfolio
69.8%
38.7%
1.18
1.09
1.00
-0.07
Top 20 Market Cap
Tier 1
Market-Neutral
Survivorship-Bias Free
Single-Factor

Retail Flow (Market-neutral)

Quantifies retail flows and activity and systematically takes contrarian positions, aiming to capitalize on behavioral inefficiencies.

Benchmark (BTC)Portfolio
51.5%
63.4%
0.99
1.48
1.00
0.00
Top 20 Market Cap
Tier 1
Market-Neutral
Survivorship-Bias Free
Single-Factor

Open Interest Divergence (Market-neutral)

Quantifies open interest divergence and systematically takes positions, aiming to capitalize on behavioral inefficiencies.

Benchmark (BTC)Portfolio
59.9%
18.7%
1.06
0.63
1.00
-0.10
Top 20 Market Cap
Tier 1
Market-Neutral
Survivorship-Bias Free
Single-Factor