
B-HEDGE
SUSTAINABLE BIG TECH
choose the tech leaders of innovative world and be on edge

8 top tech
COMPANIES

S&P500
AS MAIN HEDGE

85/15
LONG/SHORT

+60.4 %
CAGR 2020-2022

2.20
BETA TO SPY

1.32
SHARPE RATIO
Overview
The portfolio of tech U.S. public companies hedged by wide market. This portfolio is result of series of tests with hedging of top tech stocks by the wide market indices. By implementing this strategy, we bring into life our ideas about the portfolio independence from the major market volatility and the world news agenda.
Contact us for details

We make it
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This investment strategy is based on classical long/short hedging model with the balancing according to momentum approach.
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The goal was to be succeeded in setting up the portfolio balance in such a way as to avoid the impact of the broad market downturn in early 2020.
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For now we are training the deciding and balancing algorithms to control the numbers depending on volatility levels, but keeping the reasonable risk/reward ratio.

Portfolio backtest

JAN 2020
DEC 2021
DEC 2020
JUN 2021
JUN 2020
B-HEDGE
SPY
200 %
150 %
100 %
50 %
0 %
44.61 %
standard deviation
91.96 %
r-squared to trend line
-19.43 %
max drawdown
+176.41 %
max return rate
Would to join us?
