Hilbert Multistrat USD Fund
Low-volatility, AI-rebalanced multi-strategy programme combining Active Treasury, Basis+ BTC, and BTC Momentum to target stable, risk-adjusted USD returns.
Strategy Highlights
AI + HRP rebalancing
Exposures are dynamically adjusted using Artificial Intelligence and Hierarchical Risk Parity to balance risk and enhance consistency.
Three complementary strategies
Active Treasury (systematic covered calls/puts), Basis+ BTC (basis/yield-curve capture using stablecoin collateral), and BTC Momentum (directional long/short).
Institutional risk limits
Hard limits include Ruin Matrix, EVaR, Delta limits, and hard monthly stop losses; soft limits manage Theta, Vega, liquidity, fixing, and settlement risk. Portfolio leverage noted as capped at 1:1 in the risk policy.
Risk diversification & drawdown control
Diversified alpha sources designed for consistent performance and controlled drawdowns across market regimes.
Key Information
|
Launch Date |
1 Dec 2023 |
Average Duration |
0.25-12 months |
|
Investment Vehicle |
Cayman Fund |
Max Leverage |
3× |
|
Liquidity |
Monthly |
Currency Exposures |
BTC/USD |
|
Fee Structure |
2/20 |
Asset Classes |
BTC/USD |
|
Auditor |
MGS |
Minimum Investment* |
USD 2,000,000 |
Why Hilbert Multistrat USD?
The Hilbert Multistrat USD programme blends three complementary approaches within a low-volatility framework. Artificial Intelligence and Hierarchical Risk Parity dynamically rebalance exposures to optimise risk-adjusted returns, with the portfolio designed to target approximately 10% net annualised.
This page is informational only and not an offer or solicitation. Distribution is intended for professional investors; please refer to the relevant Private Placement Memorandum and risk factors before investing.
Frequently Asked Questions
Q: Who is this strategy for?
Professional and institutional investors seeking diversified, low-volatility exposure to digital asset markets via a rules-based, multi-strategy approach.
Q: How does it work?
The programme combines three strategies—Active Treasury, Basis+ BTC, and BTC Momentum—and uses AI plus Hierarchical Risk Parity to rebalance exposures, with monthly liquidity.
Q: What are the risks?
Market shocks, liquidity and operational risks, model risk, and leverage risk (where applicable) can impact returns. Past performance is not indicative of future results.