Black

komodo

Infima Fund -

Infima Fund -

2004 - 2024

*backtested performance

CAGR
22.93% Infima
8.95% S&P 500

Volatility
13.91% Infima
16.03% S&P 500

Max DD
-11.2% Infima
-55.9% S&P 500

  • Black komodo

    Infima Fund is our flagship fund that utilizes quantitative multi-strategy to make an unbiased investment decision

  • Quantitative driven

    Articulate the rationale of potential effect through proprietary algorithm

  • Artificial intelligence

    Validate the model by testing against in- and out-of-sample market data

    Compare and weigh the marginal effect of each logic for broader portfolio deployment

  • Mathematical approach

    Mathematically express the effect of factor return on security level

    Collect and clean data required to test the hypothesized effect

Black Komodo’s Infima Fund consistently outperforms benchmark (SPX) by an average of 15.49%** annually over the past ~20 years net of fees, with no negative return

**Backtested result since BK Infima only inaugurated in 2024 Q4

150 Years of cumulated market data

Long standing investment research program across multi-asset classes

Practical application of advanced portfolio construction

Our team is strengthened by exceptional human capital, as we recognize our people as our greatest asset, bringing the brightest minds to drive our success

Infima fund

Black komodo

Consistently outperforms benchmark (SPX) by an average of 15.49%** annually over the past ~20 years net of fees, with no negative return

**Backtested result since BK Infima only inaugurated in 2024 Q4

150 Years of cumulated data

Long standing investment research program across multi-asset classes

Our team is strengthened by exceptional human capital, as we recognize our people as our greatest asset, bringing the brightest minds to drive our success

3 pillars

Omni-Factor Model

Black Komodo’s proprietary deep forecast algorithm that captures returns from a wide range of factor-based forecast

tail mitigation framework

Black Komodo’s Tail MItigation Framwork is specifically designed to anticipate and reduce the overall portfolio’s exposure to sharp market drawdowns

Unconventional Alpha Strategy

Black Komodo constantly sources for opportunistic trades to capture less conventional source of right-tail returns

contact us