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DG04 | Constructed Portfolio Of Alpha Strategies
Digital Assets Quantitative Investment Strategy
The DG04 strategy systematically invests across the top 30 most liquid digital assets, with a strategic emphasis on large-cap tokens. It utilizes a robust, risk-adjusted allocation framework that integrates Sharpe ratio optimization alongside drawdown and alpha metrics to enhance risk-adjusted performance.​ The portfolio maintains net long exposure while retaining the flexibility to implement short positions of up to 60% of NAV, reflecting a predominantly constructive market view with embedded downside protection mechanisms. DG04 employs a multi-factor investment process, incorporating diverse quantitative methodologies such as machine learning, volatility targeting, mean reversion, market-neutral positioning, and directional volatility capture.​ The strategy leverages artificial intelligence to dynamically adjust sub-strategy allocations in real time, adhering to pre-defined risk constraints. This adaptive architecture enables DG04 to remain resilient and generate consistent returns across varying macroeconomic and market environments.
DG04
What Is DG04?
Overview Documents
Index and Strategy
Strategy
DG04 Digital Assets
Type
Constructed Portfolio Of Alpha Strategies
Vehicle
Seperately Managed Account (SMA)
Key Facts
Minimum Investment
$1,000,000
Liquidity
Daily*
Asset Class
Crypto Assets
Fees and Expenses
Management Fee
2%
Performance Fee
30%
Details
Denominations Accepted
BTC, USDT, USDC, ETH, SOL
Tax
Vehicle Dependant
Custodian
Non-Custodial
Manager
DEVINE IBC
Exchanges
Binance, OKX, Bitfinex, ByBit
* As of Jun 1, 2025
Portfolio Holdings
* As of Aug 1, 2025
Year-To-Date Return on $1000
Represents the cumulative performance of this strategy from January 1, 2025 to July 31, 2025, assuming an initial investment of $1,000.Each day’s gross return is compounded forward, so the figure reflects the total portfolio value at the end of the period, including gains and losses.This measure translates percentage changes into real dollar terms, making it easy to see how much an initial $1,000 investment would have grown (or declined) over the year-to-date period.Results are shown gross of fees and do not account for transaction costs, taxes, or other deductions that would reduce returns.
Disclaimer: Slight variances may occur between Separately Managed Account (SMA) results due to factors such as timing of trades, liquidity, and fees. These variations are expected, and an annualized deviation of up to 1.5% should be accounted for across individual accounts.
​​Year-to-Date Maximum Drawdown
* As of Aug 1, 2025
This chart shows the percentage decline from the portfolio’s peak value over the year-to-date period, starting January 1, 2025 to July 31, 2025.
A drawdown measures the depth and duration of losses from a prior high. The filled blue area represents the equity curve’s “underwater” periods — times when the portfolio was below its highest value. The dashed vertical line marks the point of maximum drawdown, indicating the worst peak-to-trough decline in this period.
Drawdowns are a key measure of risk, as they highlight the magnitude of potential losses an investor might experience.
Year-to-Date Alpha/Beta vs Composite Rebased Index (Jan–Jun 2025)​
​
This chart compares the monthly returns of the strategy to the Composite Rebased Index from January 1, 2025 to June 30, 2025. Each point represents a single month, with the composite benchmark’s return on the x-axis and the strategy’s return on the y-axis. The regression line illustrates the relationship between the two: the slope (beta) indicates the strategy’s sensitivity to the composite benchmark, while the intercept (alpha) reflects performance independent of benchmark movements. Points above the line indicate months of outperformance relative to the composite, while points below indicate underperformance. The R² value measures how closely the strategy’s returns track the composite benchmark, helping assess whether the strategy is driven by similar or distinct return sources.
Description
As of Aug 1, 2025
DG04 Digital Assets
1 MONTH
+9.31%
2 MONTHS
+9.62%
YTD
+8.80%
12 MONTHS
+32.98%
SINCE INCEPTION
+163.67%
* Performance of an strategy is not illustrative of any particular investment. The DG04 Strategy performance does not include the fees and expenses that are charged by the Manager, Platform, or External Investment Entity. Past performance is not a guarantee of future performance. Please refer to regulatory disclosures.
"Since inception" refers to performance since strategy inception on proprietary capital. DG04 inception date: Oct, 2023.