Convexity Labs
@convexityworld↗In-house quant desk. Vol surface mispricings across BTC/ETH/SOL perps.
Operating on Convexity since 2024-10
AUM
$4.94M
Across 4 vaults
Vaults under mgmt
4
Weighted Sharpe
3.91
Weighted APY
18.2%
Worst max-DD
−1.8%
30d fee revenue
$14.5K
AUM allocation
- BTC Delta Neutral57.5%$2.84M
- Multi-Asset Vol Arb19.8%$980.0K
- Funding Rate Harvest13.0%$640.0K
- USDC Yield Optimizer9.7%$480.0K
Vault book
4 live · Convexity Labs
BTC Delta Neutral
DNConservativeLong BTC spot, short BTC perp. Earns funding when longs dominate.
TVL
$2.84M
APY
24.5%
Sharpe
3.40
Open →24h
▲ +0.06%
Multi-Asset Vol Arb
CSTMConservativeCross-asset volatility surface arbitrage on perpetuals.
TVL
$980K
APY
6.8%
Sharpe
4.20
Open →24h
▲ +0.02%
Funding Rate Harvest
DNConservativeMulti-asset funding rate capture, dynamically rebalanced every 8h.
TVL
$640K
APY
16.1%
Sharpe
3.60
Open →24h
▲ +0.04%
USDC Yield Optimizer
LENDConservativeRoutes USDC supply across approved lending markets for top APY.
TVL
$480K
APY
7.2%
Sharpe
6.80
Open →24h
▲ +0.02%
Monthly returns · tearsheet
2024–2026 · NAV/share month-end vs. month-start
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Yr | Sharpe |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +3.1 | +2.9 | +3.3 | +3.5 | +1.6 | +15.1% | 14.54 | |||||||
| 2025 | +1.8 | +4.6 | +1.8 | -1.7 | -1.2 | +0.8 | +0.9 | +2.0 | +2.5 | +0.6 | +12.4% | 2.11 | ||
| 2024 | +0.7 | +1.1 | +1.1 | +1.1 | +1.8 | +2.7 | +3.0 | +0.7 | +1.0 | -0.6 | +13.9% | 3.88 |
Verifiable on-chain