EIF

Algorithmic investment and execution offerings

EIF is a quant multi strategy market-neutral dollar hedged fund focused on generating alpha in emerging markets. The fund trades cross-listed securities in equity, commodity and currency derivatives. Using a state of the art, proprietary, low latency algorithmic execution platform, EIF constructs a hedged portfolio and targets to generate uncorrelated single digit returns.

Returns : 6.82% (Jan'15 to Sep20)

Product Characteristics

Product Structure

Fund

AUM

$12.93 MM

Hurdle

T-Bill Index

Instruments

Uncorrelated returns with the broader market (S&P 500)

Liquidity

Monthly

Risk / Return

Target Return

8.5% per year

Expected Sharpe

2.5

Expected Max Drawdown

2.1% (Jan 2015 - Feb 2015)

Key Risks

Operational Risk/ Algo Failure, Market Risk

Key Risks

Operational Risk/ Algo Failure, Market Risk

High Watermark

Yes

Notice

30 Days

Fund Performance : Absolute Net of Fees and Expenses (Since Jan’2015)

Moonbeam.in

Fund Performance Metrics (Since Jan’2015)

Measure EIF Bond ETF* T-Bill**
CAGR 6.82% 3.73% 1.07%
Std Dev (Annual) 3.19% 3.27% 0.28%
Sharpe Ratio 1.78 0.81 -
Corel – S&P 500 -0.01 -0.08 -0.22
Corel– T-Bill Index -0.32 0.23 -
Avg return when S&P is positive 0.48% 0.21% 0.09%
Avg return when S&P is negative 0.71% 0.52% 0.09%
Positive Months 57 41 66
Negative Months 12 28 3
*BondETF ->iShares CoreUS Aggregate BondETF (Bloomberg: AGGUS Equity); **T-Bill -> S&PBG CantorT-Bill Index (Bloomberg: SPBDUBIT); Please notethatinvestorscannotinvest directlyin S&P BG CantorT-Bill Index

Want to know more about quant based investments.

All investment are subject to market risk. Please read the offer document thoroughly. To learn more contact us.