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Multi-Factor PortfoliosCross-Sectional FactorsRisk Overlays
Terminal & API

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Portfolio

Foundational Factors

Portfolio

Altair

Cross-Sectional Factor

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Cross-Sectional Factor

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Cross-Sectional Factor

Relative Illiquidity

Cross-Sectional Factor

Retail Flow - Factor Risk Overlays

Portfolio Weights
Risk Overlay
Risk Scaled Weights
Portfolio Weights
Risk Overlay
Risk Scaled Weights

Risk Overlays can help adjusting factor exposures based on shifting market regimes. They help downweight factors like when is negative, and substantially boost risk-adjusted returns in certain cases. There are two types:

Factor Risk Overlays: based on the factor's own past performance (endogenous)

Risk Regimes: based on overall crypto market performance and state (exogenous), like funding rates, etc.

Risk Regimes

Obfuscated zum0n4nl
Tier 0
☒ Not point-in-time

ltuvezhct5f

Max Drawdown

-32%

Volatility

33%

CAGR

49%

Sharpe Ratio

1.37

Get Access

Obfuscated wfshhe1b
Tier 0
☒ Not point-in-time

p8ppiykvoli

Max Drawdown

-20%

Volatility

19%

CAGR

17%

Sharpe Ratio

0.91

Get Access

Obfuscated 1eica6gw
Tier 0
☒ Not point-in-time

soeqe2k3tl

Max Drawdown

-28%

Volatility

23%

CAGR

22%

Sharpe Ratio

0.99

Get Access

Obfuscated s2s32zqz
Tier 0
☒ Not point-in-time

h9nwoqv379

Max Drawdown

-29%

Volatility

29%

CAGR

20%

Sharpe Ratio

0.78

Get Access

Risk Overlays

Obfuscated qczty8oo
Tier 0
☒ Not point-in-time

cft0n8d6fk8

Max Drawdown

-39%

Volatility

34%

CAGR

22%

Sharpe Ratio

0.74

Get Access

Obfuscated 8ab5v13l
Tier 0
☒ Not point-in-time

hap3c1v8cf

Max Drawdown

-35%

Volatility

37%

CAGR

32%

Sharpe Ratio

0.93

Get Access
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Cutting-edge, Institutional-grade Factor Portfolios for Crypto.

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Cutting-edge, Institutional-grade Factor Portfolios for Crypto.

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