Neutral Axis
Quant Equity Market Neutral • Managed par Dfi Labs Group
NAV
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base 100 at inception
Daily Return
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MTD
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YTD
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Since Inception
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Volatility (Ann.)
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Sharpe (0% RF)
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CAGR
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Calmar Ratio
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Max Drawdown
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Best / Worst Day
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Hit Rate
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Metrics window
Portfolio
Quant Equity Market Neutral
Three complementary market‑neutral sleeves designed for stable, low‑beta returns across regimes.
US & EU liquid equities
ETFs & index futures
Systematic rebalancing
Systematic market neutral
- Multi‑frequency signals
- Delta‑neutral long/short exposure
- Scalable, liquid universe
Track record
- 15+ years managing portfolios
- Risk‑adjusted focus*
- Differentiated sleeves
Risk governance
- Ex‑ante exposures + VaR
- Live monitoring + hard limits
- Ex‑post human oversight
Multi‑factors
Market regime (entropy)
Special arb (holdings + basis)
Equity & Drawdown
Daily Returns
bars are % returns
Rolling 30D APR
annualized from 30D mean daily return
Hit Rate & Streaks
win rate, best/worst streak
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Download data
Choose range + series, then download a CSV.
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to
Monthly returns
last 12 months • compounded