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What Is EMNAF?

Market Neutral Alpha Fund

EMNAF is a fund of market-neutral funds that seeks to deliver consistent, low-volatility returns independent of market direction, with a primary focus on capital preservation during drawdowns.

By allocating across a curated portfolio of sophisticated, uncorrelated strategies, the fund captures inefficiencies across digital asset markets.

As an absolute return strategy, it compounds alpha steadily over time while minimizing exposure to broader market risk. This approach offers investors a differentiated, stable, institutional-grade allocation within an inherently volatile asset class.

"Investors should think about their crypto allocation as a barbell— it makes sense to have high-beta exposure on one side and strategies designed to compound and protect capital on the other side. That balance is what allows you to stay in the game and capture the full opportunity."

Raoul Pal
Raoul Pal Co-Founder / CEO / CIO

Track Record

Our managers' track record demonstrates consistent, market-neutral alpha generation across varying market conditions, even during the depths of the 2022 bear market.

65% Cumulative Return 2022–2025
4.1% Average Volatility 2022–2025
-4% Max Drawdown 2022–2025

Past performance is not indicative of future results.

Equity-like returns at a fraction of the volatility.

Across the 2022–present period, EMNAF's underlying managers have produced returns in the range of broad equity indices while sitting close to the volatility floor of the investable universe — well inside crypto majors and below the S&P 500 and NASDAQ 100.

2022-2025 Risk-Adjusted Return

Our Market Neutral Managers Prioritize Consistency of Returns

Returns come from market structure, liquidity, and relative value — not from needing Bitcoin or altcoins to go up. Each sleeve is selected for a specific source of edge with capacity, operational maturity, and risk controls that meet institutional standards.

1

Basis & Funding

Capture futures basis, perpetual funding dislocations, and cross-venue carry.

2

Statistical Arbitrage

Mean reversion, dispersion, pairs, and cross-sectional factor signals.

3

Cross-Exchange · Latency Arb

Exploit fragmentation across venues, products, and collateral pools.

4

Liquidity Provisioning

Earn spread and rebate economics where infrastructure remains immature.

5

Yield & Low-Beta Carry

Staking, lending, restaking, and hedged carry where operational controls are institutional.

Market Structure

Digital Asset Market Structure Creates More Opportunities Through Inefficiencies Than Traditional Alternatives

01
Fragmented CeFi / DeFi Venues
Centralised Exchanges
02
Continuous 24/7 Markets
Fixed Trading Hours
03
Persistent Basis & Funding Gaps
Tight Arbitrage
04
Reflexive Dynamic Leverage
Regulated Leverage
05
More Frequent Dislocations
More Stable Market Structure
These characteristics allow our managers to make money in all market environments — regardless of whether crypto prices move up or down or stay flat.

Why Invest In EMNAF?

1

Consistent Returns

Our market neutral managers have steadily compounded capital even during the worst drawdowns.

2

Capital Preservation

Our market neutral manager stable prioritizes constancy of returns, capital preservation, diversification, and controlled & predictable outcomes.

3

Low Volatility

EMNAF provides equity-index-like returns with a fraction of the volatility.

4

Risk Management

Our counterparty and risk control architecture protects capital throughout cycles in a manner that individual investors likely cannot replicate on their own.

5

Team / Manager Selection

EXPAAM's management team sits at the center of the digital asset ecosystem and has rich experience compounding returns on equity.

6

Mandate Customization

Custom mandates allow institutions to retain full control over governance, reporting & structure while outsourcing manager sourcing and risk monitoring.

Who Is EMNAF Designed For?

Institutions, family offices, and professional investors seeking stability within a volatile asset class

Investors prioritizing capital preservation over maximizing upside in bull markets

Allocators seeking an absolute return strategy with smooth return profiles and minimal correlation to crypto markets

Investors who prefer steady compounding across market cycles

How Market-Neutral Crypto Funds Fail & How EMNAF Is Designed Differently

Most failures across the category trace back to the same five structural choices. Each row pairs a known failure mode with the EMNAF design response intended to address it.

01

Counterparty concentration

Too much capital with one exchange, prime, or custody setup.

Redundant counterparties

Multiple exchanges, primes, OTC relationships, and custody paths reduce single-point-of-failure risk.

02

Trapped collateral

Slow mobility, weak documentation, or no off-exchange settlement rails.

Collateral mobility first

Preference for structures where balances are dispersed, monitored, and moveable under stress.

03

Crowded trades

Multiple sleeves reaching for the same basis, carry, or venue dislocations.

Diversified return engines

Basis, stat-arb, liquidity provision, yield/carry, and convexity sleeves offset one another.

04

Hidden beta / leverage

A “neutral” book becomes quietly directional into stress.

Explicit portfolio limits

Beta bands, drawdown targets, and governance authority help keep the book inside mandate.

05

Yield / rehypothecation

Return enhancement overwhelms the original mandate.

Underwritten controls

Institutional docs, SMA optionality, and ongoing diligence help prevent hidden exposure buildup.

The five failure modes above are the structural drivers most commonly cited in post-mortems of market-neutral crypto fund losses (2020–2024). EMNAF's design responses are mitigants, not guarantees; residual risk remains in every category.

Deep Dive Into EMNAF

Interested In Investing?

Please use the form below to express your interest.

This offering is available exclusively to accredited* investors. Minimum investment $100,000.

* As defined by the U.S. Securities and Exchange Commission under Rule 501 of Regulation D. Exact requirements may differ depending on investor jurisdiction.