DIPC
FundFront Dipsea 2015-06-30 - 2022-08-31
Value based on initial investment of $10,000
Source: July 2015 to September 2022 monthly returns net of fees for DIPC strategy provided by NAV Consulting Inc and Dipsea Capital LLC. Since October 2022 monthly returns net of all fees for DIPC Certificate provided by FundFront Ltd. Past performance is no guarantee of future results. This material is not a solicitation of any offer to buy or sell any security or other financial instrument or to participate in any trading strategy. Please refer to important information, disclosures and qualifications at the end of this material.
Performance
Total return (%) 2015-06-30 - 2022-08-31
MTD 3M YTD 1Y 3Y 5Y Incept.
0.6 1.8 3.6 6.3 24.8 40.3 55.5
Source: July 2015 to September 2022 monthly returns net of fees for DIPC strategy provided by NAV Consulting Inc and Dipsea Capital LLC. Since October 2022 monthly returns net of all fees for DIPC Certificate provided by FundFront Ltd. Past performance is no guarantee of future results. This material is not a solicitation of any offer to buy or sell any security or other financial instrument or to participate in any trading strategy. Please refer to important information, disclosures and qualifications at the end of this material.
Sharpe Ratio 4.8
Sortino Ratio 14.5
Calmar Ratio 5.8
Volatility 1.3%
Positive Months 93%
Maximum Drawdown -1.1%
Best Month 1.5%
Worst Month -1.1%
About DIPC
Dipsea Capital manages a tactical relative value trading strategy in short-dated U.S. equity options and momentum stocks. Their adaptive, liquid strategy is designed for consistency through both rising and declining volatility regimes. The portfolio is built to consistently capture market and single-name risk premia extremes at a high risk-adjusted rate of return. Gross exposure and the decision to be net long or short are actively managed with total flexibility. Positions are optimized for both directionality (delta) and volatility (vega). Positions in stocks are used to create additional upside convexity. Portfolio risk is managed using tight risk limits with real-time sensitivities to potential market moves. When the primary markets are closed, the portfolio is hedged for the risk of an outsized market open gap. Tail-risk hedges are consistently maintained. Ongoing market research using machine learning optimizes Dipsea’s proprietary models which enable a positive skew to trade timing and security selection. The team’s floor trading background provides an ideal complement to the trading signals, with discretionary management conducted according to preset protocols.
Strategy Manager Dipsea Capital LLC
Regulated by SEC
Headquarters Greenbrae, California
AUM $81.1 mln
Christopher Antonio Founder and CIO
Gene Koziarz Head of Risk Management
Eugene Rekhtman COO
Features
7-year track record
Controlled drawdowns
High consistency of returns
Strong risk-adjusted performance
Key Facts
Issue Price USD 1,000
Denomination USD
Minimum Trade Size 10
Maturity Date Open Ended
Base Currency USD
Liquidity Daily
Issuer FFS Issuance PPC Limited
Distributor FundFront Ltd
ISIN CH1161138404
Valoren 116113840
Management Fee 1%
Administration Fee 0.5%
Performance Fee 20%
Type Actively Managed
Advisor Dipsea Capital LLC
Performance Attributes
Contact
FundFront Ltd Investor Relations
Email
Call
Disclaimer This financial promotion is issued by FundFront Ltd. which is an Appointed Representative of Brooklands Fund Management Limited which is authorised and regulated by the Financial Conduct Authority (“FCA”). This document is only made available to professional clients and eligible counterparties as defined by the FCA and also to persons of a kind to whom FundFront Ltd. may lawfully be promoted by an authorised person by virtue of Section 238(5) of the Financial Services and Markets Act 2000, the Financial Services and Markets Act 2000 (Exemption) Order 2001 and COBS 4.12.1R. The investment opportunities described in this document should be regarded as high risk investments which are only suitable for investment by relevant persons who can afford to lose their entire investment. Before entering into any transaction relating to a fund or investment mentioned in this document, an investor should take steps to ensure that all the risks are fully and completely understood and whether the investment suits the objectives and circumstances, including the possible risks and benefits of entering into such a transaction. An investor should also seek independent advice on the nature and risks associated therein. Past performance is not indicative of future results. The value of your investment may go down as well as up, and you may not receive upon redemption the full amount of your original investment. Participation in the investment opportunities should only be made by persons with experience of participating in unregulated schemes and any other person who receives this document should not rely upon it. This document is strictly confidential and may not be copied or distributed by the recipient. No representation, warranty or undertaking, express or implied, is given as to the accuracy or completeness of the information or opinions contained in this document which is issued for information purposes only and is not intended as a solicitation to invest. No reliance may be placed for any purpose on the information and opinions contained in this document, nor do they constitute investment advice. Any investment must be made solely on the basis of the confidential information memorandum issued for the purpose. This document is not for distribution in any jurisdiction where such distribution would be unlawful. The recipient of this document warrants that he or it is able to receive this document without breaching or causing FundFront Ltd. or its advisers or any of their directors to breach any relevant laws or regulations and, as a condition of accepting this document, agrees with the restrictions set out in this Notice.
Radar chart methodology
• 4 aspects of performance are evaluated on a standardised basis 
• Threshold ranges are used to determine how the strategy ranks in each category
• The lower the number ranking, the stronger the strategy is in that particular category       
            
Category Profitability Stability Consistency Control
Measure used Annualised return Annualised volatility Monthly win rate Maximum drawdown
1 >25% <=0.5% >70% <= 2.5%
2 20 - 25% 0.5 - 2% 65 - 70% 2.5 - 5%
3 15 - 20% 2 - 5% 60 - 65% 5 - 10%
4 10 - 15% 5 - 10% 55 - 60% 10 - 20%
5 5 - 10% 10 - 15% 50 - 55% 20 - 30%
6 0 - 5% 15 - 25% 45 - 50% 30 - 40%
7 <= 0% >25% <= 45% >40%
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DIPC
Units
Minimum units 10
Indicative unit price $0.0
Indicative value -