Algotoria Diversified
The flagship strategy. The same systematic long–short engine as Stable, collateralised in an Algotoria-managed base of BTC, ETH, BNB and USDT for non-fiat diversification and additional upside from collateral appreciation. Targets a gross CAGR above 120% at the 35% risk setting and a Calmar ratio above 3.5.
Monthly Returns
Inception 1 October 2023 · gross returns in %.
Rolling Returns
Gross, net 25%, and net 30% side by side against the four benchmarks.
| Diversifiedgross | Diversifiednet 25% | Diversifiednet 30% | Stablenet 30% | Bitcoin | B10 | S&P 500 | Gold | |
|---|---|---|---|---|---|---|---|---|
| 1-month rolling | -5.40% | -5.40% | -5.40% | +5.69% | -20.43% | -21.16% | -1.36% | -11.73% |
| 3-month rolling | -20.30% | -21.98% | -22.32% | -20.69% | -12.23% | -8.95% | +18.44% | -11.20% |
| 6-month rolling | -5.52% | -7.52% | -7.91% | +7.85% | -33.75% | -33.65% | +8.60% | -8.11% |
| 12-month rolling | -5.85% | -13.32% | -14.76% | +8.99% | -45.28% | -34.21% | +20.75% | +20.38% |
| 24-month rolling | +139.92% | +85.88% | +76.26% | +82.26% | -6.60% | -25.59% | +37.09% | +71.00% |
| CAGR (annualised) | +115.71% | +80.14% | +73.41% | +51.99% | +30.89% | +20.46% | +10.45% | +19.31% |
| Total since inception | +725.67% | +403.44% | +353.45% | +184.12% | +109.42% | +66.73% | +56.18% | +120.84% |
The Algotoria Stable (net 30%) column is shown for a like-for-like comparison against Diversified net 30%.Explore Algotoria Stable
Risk & Return
Drawdowns use the spike-resistant definition described in Methodology.
| Diversifiedgross | Diversifiednet 25% | Diversifiednet 30% | Stablenet 30% | Bitcoin | B10 | S&P 500 | Gold | |
|---|---|---|---|---|---|---|---|---|
| Current drawdown | -26.30% | -27.86% | -28.17% | -24.74% | -52.52% | -56.63% | -1.33% | -26.92% |
| Max drawdown | -26.72% | -28.27% | -28.58% | -29.57% | -52.52% | -56.75% | -25.34% | -26.92% |
| Calmar ratio | 4.33 | 2.83 | 2.57 | 1.76 | 0.59 | 0.36 | 0.41 | 0.72 |
| Sortino ratio | 5.50 | 3.17 | 2.72 | 2.34 | 1.01 | 0.43 | 0.49 | 1.08 |
| Sharpe ratio | 2.24 | 1.48 | 1.34 | 1.09 | 0.66 | 0.30 | 0.36 | 0.83 |
| Annual volatility | +49.62% | +50.87% | +51.36% | +43.66% | +39.60% | +52.43% | +17.42% | +18.25% |
| Winning days | +42.17% | +41.97% | +41.87% | +40.83% | +50.85% | +51.81% | +53.74% | +53.15% |
The Algotoria Stable (net 30%) column is shown for a like-for-like comparison against Diversified net 30%.Explore Algotoria Stable
Three Risk Tiers
Every investor selects a risk tier during onboarding. The tier sets the maximum drawdown ceiling, average and maximum leverage, and the minimum allocation.
| Tier | Max DD | Avg leverage | Max leverage | Min allocation |
|---|---|---|---|---|
| High | 35% | 100% | 300% | $50,000 |
| Medium | 25% | 67% | 200% | $100,000 |
| Conservative | 15% | 33% | 100% | $150,000 |
Target CAGR: above 120% (high tier). Target Calmar: above 3.5.
The risk parameter is a hard-coded ceiling. If the portfolio’s gross drawdown from the most recent high-water mark exceeds the agreed limit, the risk engine halts trading and the Investment Committee reviews the book before resumption.
Verify the Algotoria Diversified
TradeLink Passport streams the strategy’s live performance via a read-only API from the exchange account. Independent, auditable, updated in real time.
Drawdowns are a feature, not a bug
Typical annual drawdowns run 20–25%; historical back-tests reached 30%. All drawdown figures and the agreed account-risk limit are measured on the gross trading-account return curve, before deduction of Algotoria’s quarterly performance fee. Do not allocate capital you cannot afford to see marked down by one-third at some point.
Crypto is a leveraged risk-on asset
Despite ETF adoption, Bitcoin’s daily volatility is three to four times that of the S&P 500. The asset class remains regime-dependent.
Past performance is not a promise
Live data shown here is historical. Future results will differ from history, often materially. Read the full Risk Notice before allocating.