Novum Digital Asset Alpha

Delivering Alpha from Digital Assets

Novum Digital Asset Alpha trades in only the most liquid digital assets in a low frequency strategy that applies proprietary data science tools, AI and deep learning, to generate returns uncorrelated to broader digital asset market conditions.

Machine learning models filter out the abundant noise in digital asset markets to generate consistent risk-managed returns.

Diversification & Liquidity

Low Frequency

Active Hedging

Highly Scalable

Automated Execution

Novum Digital Asset Alpha Value of USDT$1,000 (September 2018 - October 2020)
Novum Digital Asset Alpha BTC/USDT

USDT$

Annualized Return Since Inception (01/09/2018) Year-To-Date Month-To-Date
Novum Digital Asset Alpha 176.75% 732.78% -12.75% -14.80%
Bitcoin / U.S. Dollar 26.55% 63.28% 47.60% -8.08%
S&P500 9.55% 15.99% 8.34% 7.01%

*NAV calculation is on the last day of each month.

The above is accurate as of 1st October 2020 and may be subject to change without notice. No reliance should be placed on the information contained herein for making any allocation decision. Refer to the prospectus and other information documents with respect to the specific product for more information. The information contained is not a substitute for professional advice and should not be relied on in connection with any allocation decision.

Domicile Republic of Singapore Base Cryptocurrencies USDT, BTC, ETH
Type Open-ended, monthly NAV Subscription Cryptocurrencies USDT, BTC, ETH
Minimum Subscription USDT 100,000 (or equivalent) Short Term Trading Deduction (1 year) 5.0%
Management Fee (p.a.) 2.0% Performance Fee (High Watermark) 30%
Subscription Notice 3 days Redemption Notice 3 days
Novum Digital Asset Alpha Backtest (January 2017 - October 2020 )
Novum Digital Asset Alpha BTC/USDT

% Return

The backtest shown was achieved by the retroactive application of a model designed with the benefit of hindsight and does not reflect any portfolio that was managed by the Company. Performance during the backtested period is not based on live results produced by any actual digital asset allocations and does not reflect all components of the strategy suggested by the Company. Trading fees, expenses, transaction costs, commissions and taxes have not been netted from the performance results except as is otherwise indicated. Actual, live results may have materially differed from the presented performance results. Past performance does not guarantee future results. In addition, certain market-making strategies cannot be backtested and hence may be disregarded in the model. A risk-free rate of 2% was assumed across the timeframe when calculating Sharpe Ratio. Data for the performance of the S&P 500 was derived from the performance of SPX, an exchange traded fund designed to track the performance of the S&P 500 that is subject to expenses and other forces that can and did cause its performance to differ from the actual performance of the S&P 500. Bitcoin Index refers to a passive long-only investment in Bitcoin. The Company deals in and with digital asset which are not currently subject to any known additional regulations or regulatory authority over and above existing law. This strategy and all strategies offered by the Company require suitability testing. All investors must review and complete the complete offering documents for Novum Alpha prior to investing.

Backtested Strategy Bitcoin Index S&P500
PERIOD RETURNS 1,009.52% 1,070.10% 47.92%
SHARPE RATIO 3.34 2.71 0.54
MAX DRAWDOWN (Peak-to-Trough) -25.74% -75.37% -20.00%

The backtest shown was achieved by the retroactive application of a model designed with the benefit of hindsight and does not reflect any portfolio that was managed by the Company. Performance during the backtested period is not based on live results produced by any actual digital asset allocations and does not reflect all components of the strategy suggested by the Company. Trading fees, expenses, transaction costs, commissions and taxes have not been netted from the performance results except as is otherwise indicated. Actual, live results may have materially differed from the presented performance results. Past performance does not guarantee future results. In addition, certain market-making strategies cannot be backtested and hence may be disregarded in the model. A risk-free rate of 2% was assumed across the timeframe when calculating Sharpe Ratio. Data for the performance of the S&P 500 was derived from the performance of SPX, an exchange traded fund designed to track the performance of the S&P 500 that is subject to expenses and other forces that can and did cause its performance to differ from the actual performance of the S&P 500. Bitcoin Index refers to a passive long-only investment in Bitcoin. The Company deals in and with digital asset which are not currently subject to any known additional regulations or regulatory authority over and above existing law. This strategy and all strategies offered by the Company require suitability testing. All allocators must review and complete the complete offering documents for Novum Alpha prior to investing.