Stable Underlying Real Earnings

Product Overview

Alloco SURE provides onchain access to a diversified multi-strategy portfolio focused on major foreign-exchange pairs and precious metals, including gold. The portfolio combines market-neutral and selective directional trading within a defined risk-management framework.

How yield is generated

Major currency pairs

Trading liquid foreign-exchange markets across major pairs such as EUR/USD, GBP/USD and GBP/JPY.

Gold and precious metals

Capturing price movements and temporary dislocations in gold and related precious-metals markets.

Market-neutral opportunities

Using relative-value and hedged positions to seek returns while reducing directional market exposure where appropriate.

Selective directional trading

Taking measured directional positions when market research, execution conditions and risk limits support the opportunity.

Risk metrics and transparency

Ongoing visibility into portfolio performance, market exposure, leverage, liquidity and drawdown. Metrics are updated subject to data availability and may include:

NAV and performance

Tracking current NAV, historical returns, Sharpe ratio, Sortino ratio and portfolio drawdowns.

Margin utilisation

Monitoring margin usage across trading venues, available collateral and remaining liquidity buffers.

Concentration risk

Measuring concentration by underlying asset, strategy and trading venue through defined exposure ratios.

Market exposure

Monitoring long, short and hedged exposure across currency pairs, gold and other permitted instruments.

Volatility and drawdown

Reviewing realised volatility, stop-loss controls and drawdown thresholds to support disciplined risk reduction.

Liquidity and redemption

Monitoring liquid assets, settlement readiness and redemption obligations against the applicable notice period.