Gray Swan Portfolio

Portfolio Construction

Entoro Wealth’s Gray Swan Portfolio is comprised of an allocation of up to 50% SHORT  S&P 500 holdings via an inverse ExchangeTraded Fund (ETF), up to 25% in physical gold, and digital assets such as bitcoin and ethereum with the remaining 25% in short term U.S. Treasuries. Gold is held via either an Exchange Traded Fund that directly holds physical gold or a tokenized digital asset backed by physical gold.                        

The portfolio is designed to hedge against a significant downside market move while capturing significant potential upside alpha by holding allocations of up to 25% gold and a digital store of value via cryptocurrencies. U.S. Treasuries are held to mitigate volatility. The portfolio will be rebalanced quarterly.

A reminder;

“Gray Swan is a term used to describe a potentially very significant event that is considered unlikely to happen but still possible. Because there is a slight chance the event will occur it should be anticipated, particularly as it could shake up the world, economy, and stock market”

Source: Investopedia

Minimum Investment and Fee Structure

  • Currently offered as a Separately Managed Account (SMA)
  • The portfolio is offered to investors with a minimum of $1MM and assessed a 1.5% annualized management fee and a 15% performance fee paid quarterly

Sample Performance Assuming a $10MM Portfolio Constructed as Follows

50% Short S&P
$5MM
25% U.S. Treasuries
$2.5MM
15% Long Bitcoin
$1.5MM
5% Long Ethereum
$500K
5% Gold
$500K

Gray Swan Portfolio Returns

Monthly returns are depicted for information purposes; portfolios are rebalanced quarterly

Additional terms and information on the Entoro Wealth Gray Swan
Separately Managed Account program are available.