Performance
Consistent Returns. Disciplined Risk. Built for the Long Term.
Our data-driven, AI-enhanced approach is designed to deliver consistent, risk-adjusted returns across market cycles. We focus on what we can control: our process, our risk, and our discipline.
Net Return (Since Inception)
12.74%
Annualized
Sharpe Ratio
1.81
Since Inception
Sortino Ratio
2.95
Since Inception
Max Drawdown
-6.21%
Since Inception
Volatility (Annualized)
8.76%
Win Rate
62.3%
Calmar Ratio
2.24
Best Month
5.83%
Nov 2023
Months Positive
74%
Months Negative
26%
Positive Months (Avg)
1.72%
Negative Months (Avg)
-1.24%
Performance Overview
Hudson Crest Composite (Net)
153.62%
Benchmark (HFRI FWC)
58.91%
20162018202020222024
Key Highlights
- Outperformed benchmark in 8 of the last 9 years
- Lower risk with higher risk-adjusted returns
- Positive returns in 74% of all months
- Consistent execution across market cycles
12.74%
Annualized Return
Annual Performance (%)
| Year | Hudson Crest | Bench | Outperf. |
|---|---|---|---|
| 2024 YTD | 6.21% | 3.18% | +3.03% |
| 2023 | 11.34% | 6.28% | +5.06% |
| 2022 | -2.41% | -7.74% | +5.33% |
| 2021 | 13.87% | 4.90% | +8.97% |
| 2020 | 9.52% | 2.63% | +6.89% |
| 2019 | 10.81% | 6.06% | +4.75% |
| 2018 | -1.13% | -3.04% | +1.91% |
| 2017 | 8.67% | 5.07% | +3.60% |
| 2016 | 5.28% | 1.95% | +3.33% |
Composite inception: January 1, 2016. Past performance is not indicative of future results.
Strategy Contribution
Contribution to Return (YTD)
6.21%
Total Return
- Macro Strategies2.15%
- AI Quantitative Strategies2.01%
- Event-Driven Strategies1.28%
- Relative Value & Arbitrage0.77%
Risk Metrics (Since Inception)
- Standard Deviation (Ann.)8.76%
- Downside Deviation (Ann.)5.02%
- Max Drawdown-6.21%
- VaR (95%, 1-Day)-1.42%
- CVaR (95%, 1-Day)-2.35%
- Beta to S&P 5000.37
- Correlation to S&P 5000.28
- Correlation to Bloomberg Agg0.06
- Information Ratio1.32
- Treynor Ratio0.98
Monthly Returns Heatmap (%)
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YEAR | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.24 | 0.95 | 1.32 | -0.21 | 1.62 | 1.06 | — | — | — | — | — | — | 6.21 |
| 2023 | 2.18 | 1.24 | -1.03 | 0.92 | 1.74 | 2.21 | 1.08 | -0.36 | 1.33 | -0.35 | 1.86 | 2.92 | 11.34 |
| 2022 | -1.89 | -0.76 | 0.82 | -1.35 | 0.63 | -2.10 | 1.32 | -0.34 | -1.52 | 1.15 | -0.58 | 0.21 | -2.41 |
| 2021 | -0.21 | 1.52 | 2.01 | 1.16 | 1.02 | 1.91 | -0.05 | 0.83 | 1.74 | 2.25 | 1.01 | 1.37 | 13.87 |
| 2020 | -0.19 | -1.03 | -8.61 | 3.21 | 1.48 | 1.02 | 0.56 | -0.81 | -0.23 | 5.83 | 3.07 | 4.13 | 9.52 |
| 2019 | 2.14 | 1.61 | 0.31 | 1.26 | 1.19 | 2.03 | -1.02 | 1.44 | 0.87 | 0.62 | 0.82 | 0.10 | 10.81 |
| 2018 | 0.73 | -1.35 | -0.68 | 1.21 | 0.32 | -0.07 | 1.02 | -0.69 | -0.46 | -0.42 | -0.04 | -1.45 | -1.13 |
| 2017 | 1.01 | 0.83 | -0.12 | 1.46 | 0.72 | 1.08 | 0.53 | 0.21 | 0.62 | 1.34 | -0.41 | 1.38 | 8.67 |
NegativePositive
Our Performance Philosophy
- Focus on risk-adjusted returns, not just returns
- Diversify across uncorrelated strategies
- Leverage AI and data to find durable edges
- Maintain disciplined risk management
- Stay patient and let compounding work
Our Disciplined Process
Idea Generation
Research & Validation
Portfolio Construction
Execution
Risk Management
Monitoring
We are committed to transparency and accountability.
Contact our Investor Relations team to learn more.