Live on Hyperliquid
Institutional-Grade
Digital Asset Allocation
Systematic, on-chain strategies that dynamically allocate between digital assets and stablecoins. Adaptive positioning driven by statistical models, executed with institutional precision.
42.7%
CAGR
0.92
Sharpe Ratio
498%
Total Return
Backtested, gross of fees. Past performance does not guarantee future results.
Performance History
Backtest from 2021 (simulated, gross of fees)
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Backtest Risk Metrics
5 years of backtested performance, gross of fees (2021-2026)
Sharpe Ratio
0.92
Risk-adjusted return
Sortino Ratio
1.04
Downside-adjusted
Calmar Ratio
0.86
Return / Max DD
Max Drawdown
-49.8%
Worst peak-to-trough
CAGR
42.7%
Annualized return
Volatility
54.7%
Annualized std dev
Alpha Generation
Alpha vs ETH
31.9%
Annualized excess
Beta vs ETH
0.50
Market sensitivity
Alpha vs BTC
33.0%
Annualized excess
Beta vs BTC
0.58
Market sensitivity
Vault Live Performance
Share Price ■ + TVL ■
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Live Risk Metrics
Live vault performance since inception
Sharpe Ratio
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Risk-adjusted return
Sortino Ratio
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Downside-adjusted
Calmar Ratio
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Return / Max DD
Max Drawdown
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Worst peak-to-trough
CAGR
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Annualized return
Volatility
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Annualized std dev
Alpha Generation
Alpha vs ETH
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Annualized excess
Beta vs ETH
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Market sensitivity
Alpha vs BTC
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Annualized excess
Beta vs BTC
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Market sensitivity
Monthly Returns
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annual |
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Momentum Vault
Deposit USDC on Arbitrum to access the strategy
Vault Overview
Total Value Locked—
Share Price—
Available Liquidity—
Deposit Cap—
Pending Withdrawals—
StatusActive
Fee Structure
Management Fee2% annually
Performance Fee20% above HWM
USDC