The portfolio is constructed through tactical allocations to equities, FX and commodities. The portfolio dynamically allocates risk between three cross asset sub-strategies: Macro Tactical, Relative Value and Tail Risk.
The first two aim to take advantage of temporary price dislocations to create superior risk-reward positions, while the Tail Risk strategy is a permanent portfolio protection overlay that generates alpha in the case of adverse tail events. The Fund targets low double-digit net returns over a market cycle with 10% volatility, targeting a Sharpe above 1.2x.
The information provided above is purely for illustrative purposes only. It is not intended to provide, nor should be relied upon for accounting, legal or tax advice or any investment recommendations. Returns are inherently uncertain and should not be relied upon as a basis for investment decisions. PROSPECTIVE INVESTORS SHOULD ALWAYS REVIEW THE OFFERING MEMORANDUM, INCLUDING THE RISK FACTORS IN THE OFFERING MEMORANDUM, BEFORE MAKING A DECISION TO INVEST. PAST PERFORMANCE IS NOT A RELIABLE INDICATOR OF FUTURE PERFORMANCE. CAPITAL AT RISK. The performance has been and will continue to be affected by economic and market conditions, including but not limited to the volatility and market dislocation resulting from the global pandemic caused by COVID-19.
Engage with CIOs, Portfolio Managers, Traders, and Strategists on their areas of expertise related to risk management and volatility.
Convexitas was founded to empower advisors, families, and institutions with hedge fund quality discretionary options strategies with accessible account minimums.
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Eren is specialized in volatility and relative value trading with a focus on equity derivatives.
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Zachary has a passion for providing specialized plans for clients. Whether through financial planning, retirement planning or portfolio management, he brings an authentic and well-rounded mindset.
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Hedge fund manager with a strong focus on equity volatility.
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Joe is responsible for executing and communicating our investment process, positioning, and risk attribution to clients.
View ProfileThe Melqart KEAL Macro strategy is a discretionary macro product that expresses macro views with asymmetric payoffs to target absolute returns with controlled volatility.
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Provision of superior risk mitigating solutions via long volatility portfolios.
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DGV develops and optimizes unique strategies in liquid markets and executes them systematically. We focus on improving returns, while reducing volatility and correlation to traditional asset classes.
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Portfolio Manager to Crabel’s Advanced Trend Portfolio with additional research and leadership responsibilities across all other firm offerings.
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Cem Karsan is an esteemed volatility trader, derivatives expert and founder of Kai Volatility Advisors.
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One River Asset Management is an innovative investment manager dedicated to providing global allocators with diversifying strategies, with a focus on liquid risk mitigation and alpha strategies.
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Ken is a seasoned equity derivative portfolio manager and Managing Partner at Carrick Lane, which offers actively managed options overlays.
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Nick is the lead portfolio manager and trader for RJA funds and overlay solutions.
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Asset Manager, exclusively providing customized listed derivatives strategies and solutions for Financial Advisors, Consultants and Institutions.
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Megan Miller is Head of Options for Allspring’s Systematic Edge team and lead Portfolio Manager for all of Allspring’s options strategies.
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A PM at Gladius Capital Management, Nate has over 20 years of global derivative trading and risk management experience across asset classes, drawn from top-tier institutions across the industry.
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Institutional Investor. Founder of Chicago-based Options Market-Making, Prop Trading and HFT firms at the CBOE and CME.
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The information provided is for general education and information purposes only. No statement provided should be construed as a recommendation to buy or sell a security, future, financial instrument, investment fund, or other investment product (collectively, a “financial product”), or to provide investment advice.
There are important risks associated with transacting in any of the Cboe Company products or any digital assets discussed here. Before engaging in any transactions in those products or digital assets, it is important for market participants to carefully review the disclosures and disclaimers contained at: https://www.cboe.com/us_disclaimers/.
These products and digital assets are complex and are suitable only for sophisticated market participants.
These products involve the risk of loss, which can be substantial and, depending on the type of product, can exceed the amount of money deposited in establishing the position.
Market participants should put at risk only funds that they can afford to lose without affecting their lifestyle.
Cboe Clear Digital, LLC is licensed to engage in virtual currency business activity by the New York State Department of Financial Services.