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Program Details

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SDI Partners 

Accredited Partner Fund

Manager: David Rosenberg

Address: 51 Lime Streetn, City of London, EC3M 7DQ, United Kingdom

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:Jan 1, 2024
AUM:$541,640,069
QEP:No
Incentive Fee:10%
Annual Mgt Fee:0%
Min Investment:$500,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:529.22%24.84%
Annual ROR:383.83%20.94%
YTD:30.29%0.90%
1 Year:384.89%16.84%
Alpha:13.91
Beta:0.08
Statistics Program S&P 500
Average Monthly Gain:14.04%3.16%
Average Monthly Loss:N/A-2.19%
Winning Months:1410
Losing Months:04
Current DD:0.001.42
Max DD:0.004.16
Sharpe Ratio (RF 1%):192.90
Annualized Std Dev:1.98

Methodology

Discretionary:0%
Systematic:100%

Strategy

StrategyMulti-Strategy
DirectionalLong / Short
Holding PeriodIntraday
---------------------------
Quantitative:100%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
202513.9614.3330.29
202413.9613.8713.6813.9414.0814.4613.6114.8814.9213.0914.6813.12382.94

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

The accredited partner fund employs a combination of directional and relative value arbitrage strategies. The directional strategy involves the systematic use of proprietary algorithms and artificial intelligence to analyze market data, identify opportunities, and make trading decisions in the options market. While the value arbitrage strategy aims to profit from small price discrepancies between the bid and ask prices by simultaneously buying and selling securities to provide liquidity in the market, essentially capturing the spread between the two prices.

Risk management procedures for this program include, but are not limited to systematic processes, scenario analysis, dynamic position sizing, active management, proprietary risk systems, regulatory oversight and no overnight positions.

Company Info

SDI's founding partners graduated from Oxford, UCL and MIT with degrees in computer science and mathematics and founded SDI in 2022. Armed with programming skills and sharp quantitative minds, they hypothesized that by harnessing the emerging powers of AI, they could outperform the markets. Very quickly their algorithms saw success in the markets and SDI today has grown into a large investment manager catering to investors around the globe.

Manager Info

David is the head of trading at SDI Partners and focuses on the firm's growth into new markets and asset classes. His sector focus includes options trading and market making trading.

He started his career at Man Group in the City of London and before founding SDI Partners, David held senior level roles in top financial institutions in London.

David graduated with a MCompSci in computer science from Oxford University.