Principal Protected Momentum Strategy

INVESTMENT STRATEGY

This Strategy aims to protect capital while also providing potential growth through risk managed option-based exposure to digital assets. The Strategy consists of two parts: a fixed income portion and an options portion. The fixed income segment targets principal protection and generates interest income, which finances the options strategy. Meanwhile, the options segment endeavors to capitalize on directional movements in the selected digital assets.

WHY PRINCIPAL PROTECTED MOMENTUM STRATEGY?

Participate in High Growth Market with Principal Protection

The Principal Protected Momentum Strategy provides investors with the opportunity to engage in the high-growth potential of the digital asset market, while placing a strong emphasis on capital preservation. This Strategy's balance between growth potential and capital protection is attractive to investors who are interested in high-growth prospects but remain wary of associated downside risks.

Proprietary Quantitative Model for Trading Decisions

We utilize a sophisticated, proprietary quantitative model that guides directional trading decisions. This data-driven approach determines our strategy for entering and exiting risk exposure, aiming to optimize the performance of the investment portfolio.

Active Management with Systematic Profit Taking

Our systematic profit-taking process plays a key role in capturing gains. This proactive approach to risk management aims to retain profits and protect the strategy amidst market fluctuations.

WHO IS THIS STRATEGY FOR?

Investors seeking to participate in the high growth potential of digital assets while targeting principal protection.

STRATEGY DETAILS

Management Fee

Performance Fee

20%

Advisor

Virgo Digital Asset Management

Custodian

Interactive Brokers Canada

Asset Class

Fixed Income + Options

Portfolio Manager

Kevin Jiang, CIO and Interim CEO

SMA STRATEGY HISTORICAL RESULTS

As of 12/31/2024

Performance Period	PPM Performance	CBIL (Global X 0-3 Month T-Bill ETF Class A)
1 Month	9.00%	0.06%
3 Months	15.70%	0.44%
6 Months	15.18%	1.52%
Year-to-date	39.50%	3.95%
2024	39.50%	3.95%
Since Inception	39.50%	3.95%

Source: Virgo Digital Asset Management (VDAM). Returns presented for the Principal Protected Momentum Composite (PPMC) are reported in CA dollars and reflect the deduction of advisory fees, brokerage or other commissions, and any other expenses that a client would have paid or actually paid (Net of Fee performance) and reflect the reinvestment of dividends and other earnings. The PPMC is the weighted average performance of clients' Separated Managed Accounts (SMA) managed by VDAM under the same investment mandate. VDAM has selected Global X 0 3 Month T Bill ETF Class A (CBIL) as the benchmark, which in our opinion closely resembles the style of the securities held in the composite. CBIL prices are taken as the 4:00 pm EST closing prices.Individual account performance results may vary and may not match that of the PPMC. For all returns presented, income taxes payable by VDAM clients that would have reduced returns are not taken into account. Cumulative returns show how much your investments have grown or declined – in total – over a multi-year period leading up to the as at date. For cumulative returns: the inception date for PPMC is December 31 2023. Calendar returns show how much your investments have grown or declined – on average – over each calendar year of a multi-year period. Returns are not guaranteed, and the values of the underlying holdings change frequently. Past performance is not a guarantee of future results and may not be replicable.

Investment Partners

Ready to explore how VDAM can elevate your portfolio? Get in touch with us today to learn more about our tailored digital asset investment solutions.

Solutions

VDAM Multi-Strategy Digital Asset Fund Principal Protected Momentum Strategy Global Digital Opportunities Strategy Bull Booster Strategy

Company

Virgo Group About Us Contact Us