Assay
Manager Universe

Tideline Crypto

Self-Reported

Volatility / options · Cayman Islands · Inception 2022-11

Illustrative — pre-launch sample data, not actual manager performance.
1Y ann.-4.9%
3Y ann.+0.1%
5Y ann.—
10Y ann.—
Sharpe (3Y)-0.00
Sortino (3Y)-0.00
Max drawdown-38.0%

Cumulative TWR vs benchmark

Monthly, since inception
-82%-57%-31%-6%19%2022-11Most recent
Manager TWR Benchmark Drawdown

Locked benchmark

Ether (ETH)

Pre-registered at engagement scoping. Cannot be retroactively changed.

1Y+2.2%
3Y-22.3%
5Y—

Liquidity profile

Median position liquidity$9.5M
AUM$14.0M
Verified history38 months
Raising statusOpen

Strategy

Crypto vol relative-value: long short-dated put spreads, short long-dated calls, with delta hedging on Deribit. Self-reported track pending Account-Verified onboarding.

Composite construction

All discretionary fee-paying accounts following this strategy are included in the composite per GIPS Provision 3.A. The engagement memo enumerates the in-scope entities and any sub-advised accounts that would otherwise meet the discretion criteria but are excluded for documented reasons.

Composite dispersion is reported as the asset-weighted standard deviation of constituent account returns. 3-year ex-post standard deviation is reported once 36 months of composite history is available.

Annual return breakdown

Trailing-window annualized returns. For verified strategies with full calendar-year history we publish calendar-year returns alongside; this preview uses rolling 12-month windows from the most recent month.

Y-2

+11.6%

Y-1

-5.4%

Y-0

-4.9%

GIPS-aligned disclosures

  • Returns are presented gross of management and performance fees. Net-of-fee returns available on request and in the LP data room.
  • Composite includes all discretionary fee-paying accounts following the volatility / options strategy as enumerated in the engagement memo.
  • Benchmark: Ether (ETH), locked at engagement scoping.
  • Valuation: positions marked at VWAP across qualifying venues. Concentrated illiquid positions subject to liquidity-adjusted fair-value haircut per Assay's methodology.
  • Custody: position custody arrangement disclosed in the engagement memo. Withdrawal permissions are not granted to Assay; we hold read-only access.
  • Past performance is not indicative of future results.

Verification status

Self-Reported. Manager has submitted their own track record; numbers have not been independently verified.

Request introduction