Investment Objective
The objective of the fund is to produce a dynamic long volatility profile that tends to produce profit at times of market crisis, without incurring much negative performance at times of market stability. It seeks to do so by investing in instruments whose values have the tendency to increase at times of market crisis, and by employing proprietary techniques to mitigate and reduce the negative performance at times of market stability. The fund invests in global volatility index futures, volatility index options, equity index options, and other volatility-based instruments.
Performance
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.8 | 0.4 | 0.5 | 0.4 | 0.2 | 0.3 | 0.6 | 0.3 | 0.2 | 0.4 | 0.5 | 0.8 | 1.0 | |
| 2023 | 0.1 | 0.9 | 0.1 | 0.0 | 0.3 | 0.8 | 0.1 | 0.2 | 0.9 | 0.4 | 0.2 | 0.5 | 0.3 |
