Alpha DNA is a ‘quantamental’ manager that uses big data and artificial intelligence (AI) to find equity break out opportunities. Using the digital footprint of publicly traded companies, we can identify the firms that are out-performing in their industry. The trading opportunity comes when Wall Street has expectations that diverge from what our algorithms project. This strategy invests only in bullish positions. The bullish portfolio includes large, mid-, and small-cap companies.
All Returns below are reported Net of Fees. You can adjust the time period for the returns but the default time period is since inception.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.36% | 8.08% | 3.17% | - | - | - | - | - | - | - | - | - | 9.99% |
| 2023 | 6.15% | 1.72% | -2.41% | -3.71% | 1.74% | 9.09% | 4.21% | -5.64% | -7.02% | -7.60% | 12.07% | 9.19% | 16.42% |
| 2022 | -13.16% | -1.64% | -0.56% | -9.98% | 1.83% | -10.54% | 12.26% | -2.15% | -6.23% | 11.92% | 2.87% | -5.79% | -22.18% |
| 2021 | 5.04% | 5.40% | 2.20% | 6.37% | -0.23% | 3.42% | -1.40% | 3.43% | -4.66% | 4.18% | 0.16% | 1.58% | 27.98% |
| 2020 | 1.29% | -9.07% | -17.93% | 14.50% | 10.01% | 4.28% | 6.32% | 4.43% | -3.33% | -0.32% | 12.14% | 5.87% | 26.12% |
| 2019 | 6.51% | 3.49% | -0.64% | 2.70% | -8.84% | 8.65% | 2.03% | -2.49% | -2.02% | 2.36% | 7.53% | 2.65% | 22.70% |
| 2018 | 3.52% | -4.79% | 1.17% | -1.15% | 7.94% | 0.86% | 0.52% | 7.09% | -2.18% | -10.83% | -0.78% | -10.98% | -11.00% |
| 2017 | 0.78% | 3.43% | 2.21% | 2.13% | -1.67% | 3.75% | 4.41% | -2.10% | 6.23% | 1.98% | 3.90% | -1.52% | 25.77% |
| 2016 | -10.91% | -2.57% | 8.31% | 2.13% | 2.99% | 1.63% | 4.39% | 0.28% | 5.07% | -4.29% | 5.21% | 1.63% | 13.12% |
| 2015 | -2.15% | 5.48% | 0.91% | -0.28% | -0.21% | 0.59% | 0.22% | -6.30% | -4.06% | 4.69% | 2.72% | -1.45% | -0.46% |
| 2014 | - | - | - | - | - | - | - | - | - | - | 4.19% | 1.74% | 6.00% |
| IAS Best Equity Picks | S&P 1500 Equal Weight Index | |
|---|---|---|
| Cumulative Return: | 163.66% | 142.60% |
| 1 Year Return: | 21.52% | 16.90% |
| 3 Year Return (Annual): | 4.07% | 4.85% |
| 5 Year Return (Annual): | 12.50% | 11.25% |
| Standard Deviation (Annual): | 19.85% | 19.66% |
| Downside Deviation (Annual): | 13.18% | 12.67% |
| IAS Best Equity Picks | S&P 1500 Equal Weight Index | |
| Sharpe Ratio (Annualized): | 0.37 | 0.33 % |
| Sortino (Annualized): | 0.39 | 0.34 |
| IAS Best Equity Picks vs. | S&P 1500 Equal Weight Index |
| Beta: | 0.91 |
| Alpha: | 0.16 |
| R Squared: | 0.82 |
Note: Alpha DNA Investment Management is a registered investment adviser and investment manager that specializes in quant equity strategies. Alpha DNA is a separate accounts manager and all returns expressed herein are solely from the separate accounts business within Alpha DNA.
INTERNET ADVANTAGE STRATEGY: EQUITY BEST PICKS Composite includes all institutional and retail portfolios that invest in a highly diversified portfolio with up to 100 holdings. The portfolio is made up of Large, Mid, and Small Cap U.S. equities designed to be long only. The strategy aims to outperform the market by identifying the stocks most likely to out- perform based on changing demand. The Internet Advantage Strategies is a series of strategies based on an innovative new research approach; ALPHA tracks the digital Internet footprint of publicly traded companies to find hidden demand trends in the marketplace. This composite includes all portfolios that were at least 70% dedicated to this strategy. The benchmark is the S&P 1500 Equal Weight Index. It was changed from the Russell 3000 Equal Weight Index as of October 1, 2023 and changed retroactively for all periods. The change was made due to licensing fees being charged by the firm who own the indices. The S&P 1500 Equal Weight Index is the combination of the S&P 500 Large Cap Index, the S&P 400 Mid-Cap Index, and the S&P 600 Small Cap Index. It is 1500 stocks that are equal weighted and publicly traded companies listed on US Exchanges. There is no minimum account size for this composite. The Internet Advantage Strategy: EQUITY BEST PICKS Composite was created August 1, 2017. The inception date of the strategy is November 1, 2014.
Alpha DNA claims compliance with the Global Investment Performance Standards (GIPS*). To receive a full list of composite descriptions of Alpha DNA and/ or a presentation that complies with the GIPS* standards, contact Wayne Ferbert at (443)-288-6444 or wayne.ferbert@alphadnaim.com. Returns are presented net of fees and include the reinvestment of all income. Performance presented prior to August 2017 occurred while the Portfolio Manager was affiliated with a prior firm and the Portfolio Manager was the only individual responsible for selecting the securities to buy and sell. The prior firm track record conforms to the portability requirements of the GIPS standards. GIPS® is a registered trademark of CFA Institute. CFA Institute does not endorse or promote this organization, nor does it warrant the accuracy or quality of the content contained herein. All investments involve the risk of potential investment losses as well as the potential for investment gains. Prior performance is no guarantee of future results and there can be no assurance, and clients should not assume, that future performance of any of the model portfolios will be comparable to past performance.
These results should not be viewed as indicative of the advisor’s skill. The prior performance figures indicated herein represent portfolio performance for only a short time period, and may not be indicative of the returns or volatility each portfolio will generate over a long time period. The performance presented should also be viewed in the context of the broad market and general economic conditions prevailing during the periods covered by the performance information. The actual results for the comparable periods would also have varied from the presented results based upon the timing of contributions and withdrawals from individual client accounts. The performance figures contained herein should be viewed in the context of the various risk/ return profiles and asset allocation methodologies utilized by the asset allocation strategists in developing their model portfolios, and should be accompanied or preceded by the model.