Benchmarks

VISION HILL IS A TRUSTED LEADER IN DIGITAL ASSET BENCHMARKS

***Vision Hill is proud to introduce our new Vision Hill Active Crypto Indices***

The Vision Hill Active Crypto Indices are non-investable reference indices designed to be representative of the overall composition of the crypto and blockchain-focused hedge fund universe.

It is our intent for the Vision Hill Active Crypto Indices to become the market standard benchmark for all actively managed crypto and blockchain-focused hedge funds, institutional allocators, and sophisticated investors for the purpose of providing proper composite and sub-strategy relative benchmarking.

If you are a digital asset fund manager and would like to contribute your performance results to our benchmarks, please reach out to tracking@visionhill.com

For more information, please review our Methodology or contact us.

Vision Hill Active Crypto Indices

Hedge Fund Index Name Ticker Latest Value
(As of June 30, 2019)
Vision Hill Active Crypto Index (Composite) VH–ACI 108.1
Vision Hill Active Crypto Index – Fundamental VH–ACIF 87.0
Vision Hill Active Crypto Index – Quantitative VH–ACIQ 148.6
Vision Hill Active Crypto Index – Opportunistic VH–ACIO 74.1
Historical Performance VH-ACI VH-ACIF VH-ACIQ VH-ACIO
2019 YTD 66.9% 81.6% 45.0% 65.2%
Q1 2019 8.7% 11.6% 3.8% 11.4%
Q2 2019 53.6% 62.8% 39.7% 48.2%
2018 FY -35.3% -52.1% 2.5% -55.2%
Q1 2018 -21.9% -32.3% -2.9% -38.2%
Q2 2018 4.8% 1.6% 8.1% 2.7%
Q3 2018 -6.6% -11.9% 4.3% -11.6%
Q4 2018 -15.4% -20.9% -6.3% -20.0%

Historical Data - Index Values

Index Values
(End of Month)
VH-ACI VH-ACIF VH-ACIQ VH-ACIO
Dec-17 100.0 100.0 100.0 100.0
Jan-18 106.1 108.9 100.9 100.5
Feb-18 100.9 99.9 102.4 82.6
Mar-18 78.1 67.7 97.1 61.8
Apr-18 102.8 94.5 112.4 79.7
May-18 91.2 80.0 108.4 69.3
Jun-18 81.8 68.7 105.0 63.4
Jul-18 84.7 70.2 111.6 63.3
Aug-18 79.5 64.1 109.9 57.0
Sep-18 76.5 60.6 109.4 56.1
Oct-18 74.6 58.9 107.6 54.8
Nov-18 66.2 49.2 104.2 47.0
Dec-18 64.7 47.9 102.5 44.8
Jan-19 62.8 46.4 99.7 43.8
Feb-19 66.1 49.1 103.9 46.4
Mar-19 70.4 53.4 106.4 50.0
Apr-19 76.0 57.2 117.4 53.0
May-19 96.1 74.8 140.6 62.0
Jun-19 108.1 87.0 148.6 74.1

Historical Data - % Performance

% Performance
(End of Month)
VH-ACI VH-ACIF VH-ACIQ VH-ACIO
Dec-17 n/a n/a n/a n/a
Jan-18 6.1% 8.9% 0.9% 0.5%
Feb-18 -4.9% -8.3% 1.5% -17.8%
Mar-18 -22.6% -32.3% -5.1% -25.3%
Apr-18 31.6% 39.6% 15.7% 29.0%
May-18 -11.3% -15.3% -3.6% -13.0%
Jun-18 -10.2% -14.1% -3.2% -8.5%
Jul-18 3.5% 2.1% 6.3% -0.2%
Aug-18 -6.2% -8.7% -1.5% -9.9%
Sep-18 -3.8% -5.4% -0.4% -1.6%
Oct-18 -2.4% -2.8% -1.6% -2.3%
Nov-18 -11.3% -16.5% -3.2% -14.3%
Dec-18 -2.2% -2.6% -1.6% -4.5%
Jan-19 -2.9% -3.1% -2.7% -2.4%
Feb-19 5.2% 5.8% 4.2% 6.0%
Mar-19 6.5% 8.8% 2.3% 7.7%
Apr-19 8.1% 7.0% 10.4% 6.1%
May-19 26.4% 30.8% 19.7% 16.8%
Jun-19 12.5% 16.3% 5.7% 19.5%

Vision Hill Strategy Quartiles

2019
Q1 Q2 Q3 Q4
Fundamental (Median) 9.6% 48.3%
1st Quartile 15.6% < X 79.8% < X
2nd Quartile 9.7% < X < 15.5% 48.4% < X < 79.7%
3rd Quartile 2.2% < X < 9.6% 27.6% < X < 48.3%
4th Quartile X < 2.1% X < 27.5%
Quantitative (Median) 1.6% 26.2%
1st Quartile 7.2% < X 59.4% < X
2nd Quartile 1.7% < X < 7.1% 26.3% < X < 59.3%
3rd Quartile -0.9% < X < 1.6% 8.8% < X < 26.2%
4th Quartile X < -1.0% X < 8.7%
Opportunistic (Median) 3.5% 49.3%
1st Quartile 15.5% < x 55.1% < X
2nd Quartile 3.6% < X < 15.4% 49.4% < X < 55.0%
3rd Quartile 1.8% < X < 3.5% 22.2% < X < 49.3%
4th Quartile X < 1.7% X < 22.1%
2018
Q1 Q2 Q3 Q4
Fundamental (Median) n/a -5.1% -14.5% -25.6%
1st Quartile n/a 1.0% < X -3.2% < X -11.7% < X
2nd Quartile n/a -5.0% < X < 0.9% -14.4% < X < -3.3% -25.5% < X < -11.8%
3rd Quartile n/a -12.5% < X < -5.1% -22.3% < X < -14.5% -36.3% < X < -25.6%
4th Quartile n/a X < -12.6% X < -22.4% X < -36.4%
Quantitative (Median) n/a -3.1% 2.5% -2.9%
1st Quartile n/a -1.7% < X 8.2% < X 1.0% < X
2nd Quartile n/a -3.0% < X < -1.8% 2.6% < X < 8.1% -2.8% < X < 0.9%
3rd Quartile n/a -5.0% < X < -3.1% 0.3% < X < 2.5% -13.2% < X < -2.9%
4th Quartile n/a X < -5.1% X < 0.2% X < -13.3%
Opportunistic (Median) n/a n/a -7.8% -24.6%
1st Quartile n/a n/a -4.0% < x 0.0% < x
2nd Quartile n/a n/a -7.7% < X < -4.1% -24.5% < X < -0.1%
3rd Quartile n/a n/a -13.0% < X < -7.8% -26.6% < X < -24.6%
4th Quartile n/a n/a X < -13.1% X < -26.7%