AI & Robotics

Strategy Description

Tenjin AI Cruiser adopts a Thematic investment strategy. It seeks to identify high quality growth ETFs that can deliver superior risk adjusted returns with over $10 Billion in market capitalization. This strategy aims at outperforming and targeting returns of 10 to 15% per annum.

AI & Robotics Tearsheet (AS ON 31ST JULY)


Tenjin AI

S&P 500

2020 Total Return

53%

16%

2021 YTD

21%

17%

CAGR

23%

12%

Max. Daily Drawn

34%

34%

Max Drawdown Duration (Days)

234

285

Sharpe Ratio

1.09

0.72

Sortino Ratio

1.28

0.83

Annual Volatility

0.21

0.18

investment terms

Management Fee: *Upto 1.00%
Lock Up: None                        
Performance Fee: 0.00%
Broker/Custodian: Interactive Brokers
Minimum Investment: None

Investment Process/ Investment Methodology

asset-mix

Asset Mix

The Cruiser encompasses the whole of the ETF Universe. The ETFs are evaluated on the basis of multiple factors to ensure that only the top high quality ETFs have been considered and included in the strategy.

ETF-evaluation

ETF Evaluation Criteria

The ETFs that form part of this strategy are evaluated on multiple factors. The ETFs that have an AUM of 100M or more are considered. These ETFs should have an average daily volume of 10000. We also refrain from investing in leveraged and inverse ETFs.

risk-control

Portfolio Risk Control

This is done by finding less correlated assets or by selecting assets from various industries, sectors, etc. The strategies are back tested and the data has been used to evaluate and mitigate portfolio risk.

Tenjin AI Cruiser strategies are monitored monthly weekly / daily and automatic rebalancing is done by the Investment team based upon the market signals. 

disclosure

Tenjin AI Financial Advisors LLC (“Tenjin”) is an SEC registered investment advisor firm. Under no circumstances should any information presented in this communication be construed as an offer to sell, or solicitation of any offer to purchase, any securities or other investments. No information contained herein constitutes a recommendation to buy or sell investment instruments or other assets, nor to effect any transaction, or to conclude any legal act of any kind whatsoever in any jurisdiction in which such offer or recommendation would be unlawful. Nothing contained herein constitutes financial, legal, tax or other advice, nor should any investment or any other decision(s) be made solely on the information set out herein. Advice from a qualified expert should be obtained before making any investment decision. The investment strategies discussed in this communication may not be suitable for all investors. Investors must make their own decisions based upon their investment objectives, financial position and tax considerations.  
Informational Purposes only
This communication is for informational purposes only and is subject to change at any time without notice. The factual information set forth herein has been obtained or derived from sources believed by Tenjin to be reliable but it is not necessarily all inclusive and is not guaranteed as to its accuracy and is not to be regarded as a representation or warranty, express or implied, as to the information’s accuracy or completeness, nor should the attached information serve as the basis of any investment decision. To the extent this document contains any forecasts, projections, goals, plans and other forward looking statements, such forward looking statements necessarily involve known and unknown risks and uncertainties, which may cause actual performance, financial results and other projections in the future to differ materially from any projections of future performance or result expressed or implied by such forward looking statements.  
Backtest performance
Backtested performance and past live trading performance are NOT indicators of future actual results. The results reflect performance of a strategy not historically offered to investors and do NOT represent returns that any investor actually attained. Backtested results are calculated by the retroactive application of a model constructed on the basis of historical data and based on assumptions integral to the model which may or may not be testable and are subject to losses. The backtesting process assumes that the strategy would have been able to purchase the securities recommended by the model and the markets were sufficiently liquid to permit all trading. Changes in these assumptions may have a material impact on the backtested returns presented. Certain assumptions have been made for modeling purposes and are unlikely to be realized. No representations and warranties are made as to the reasonableness of the assumptions. This information is provided for illustrative purposes only. Backtested performance is developed with the benefit of hindsight and has inherent limitations. Specifically, backtested results do not reflect actual trading or the effect of material economic and market factors on the decision making process. Since trades have not actually been executed, results may have under- or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity, and may not reflect the impact that certain economic or market factors may have had on the decision-making process. Further, backtesting allows the security selection methodology to be adjusted until past returns are maximized. Actual performance may differ significantly from backtested performance.

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