A first of a kind, quantum-enabled, AI-driven investment framework.
Fully systematic strategy based on our AI-driven model that constantly learns and adapts to evolving market dynamics. The algorithm combines over 450 different features and metrics per each stocks, into AI model which has been trained to recognize short to medium-term emerging and persisting trends in the market. Highest ranked stocks based on the model’s conviction for the likelihood of outperformance (above a threshold) are then selected into the portfolio each week.
To deliver superior, risk-adjusted returns on a consistent basis
Large Cap U.S. Equities (~S&P 500 constituents)
Weekly
Variable
Equal-Weight
S&P 500 Index/Eurekahedge AI Hedge Fund Index
This process is underpinned by our proprietary hybrid framework, which fuses Quantum Computing with classical Machine Learning. We leverage D-Wave’s architecture, where a quantum machine learning algorithm is trained by a hybrid system involving both quantum annealing and classical optimization methods, in order to analyze thousands of data points and derive weekly portfolio selection.
| 2024** | 2023 | 2022 | 2021 | 2020 | 2019 | 2018* | 2017* | 2016* | 2015* | 2014* | 2013* | 2012* | 2011* | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AFT QML1 | 7.33% | 12.25% | 2.38% | 14.15% | 15.13% | 45.41% | 2.66% | 29.31% | 44.48% | 18.78% | 34.33% | 41.75% | 37.61% | 25.60% |
| S&P 500 Index | 10.16% | 24.23% | -19.44% | 26.89% | 15.93% | 30.34% | -5.30% | 19.42% | 9.54% | -0.73% | 11.39% | 29.60% | 13.41% | 0.00% |
| Eurekahedge AI Hedge Fund Index | 3.39% | 6.53% | -4.30% | 2.95% | 11.24% | 6.29% | -4.31% | 8.41% | 10.16% | 17.90% | 10.57% | 14.13% | 1.96% | 16.61% |
| Relative (vs. S&P 500 Index) | -2.82% | -11.98% | 21.83% | -12.74% | -0.79% | 15.06% | 7.95% | 9.89% | 34.95% | 19.51% | 22.94% | 12.15% | 24.21% | 25.61% |
| Relative (vs. EH AI Index) | 3.94% | 5.72% | 6.68% | 11.20% | 3.89% | 39.12% | 6.96% | 20.90% | 34.32% | 0.88% | 23.76% | 27.62% | 35.66% | 8.99% |
* - Backtested performance, calculations on a close-to-close basis, exclude execution & transaction costs
** - As of March 28, 2024
| 1 year | 2 years | 3 years | 5 years | 7 years | |
|---|---|---|---|---|---|
| AFT QML1 | 12.25% | 7.20% | 9.47% | 17.04% | 16.52% |
| S&P 500 Index | 24.23% | 0.04% | 8.29% | 13.92% | 11.70% |
| EH AI Index | 6.53% | 0.97% | 1.63% | 4.41% | 3.68% |
Annual statistical summary of the historical performance of our strategy (AFT), compared to the market (S&P 500 Index) and the Eurekahedge AI Hedge Fund Index, an index of the performance of underlying hedge fund managers who utilize artificial intelligence and machine learning theory in their trading processes (EH AI Index)
| AFT | S&P 500 | EH AI Index | |
|---|---|---|---|
| Average: | 24.91% | 11.94% | 7.55% |
| Median: | 25.60% | 13.41% | 8.41% |
| Max | 45.41% | 30.34% | 17.90% |
| Min: | 2.38% | -19.44% | -4.31% |
| Volatility: | 15.19% | 14.97% | 7.06% |
| Sharpe Ratio: | 1.64 | 0.80 | 1.07 |
| Beta: | 0.55 | 0.13 | |
| Correl: | 0.54 | 0.28 | |
| Tracking Error: | 14% | 15% | |
| Treynor: | 0.45 | 0.57 | |
| Information Ratio: | 90% | -30% | |
| Jensen Alpha: | 18% | 6% |
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