Aim
HIGHER
More Alpha. Less Risk.
We run a portfolio of a variety of options strategies that has historically (live trading, not hypothetical) resulted in a far superior return than that of the broad market, with superior risk-adjusted metrics.
We are NOT:
- An iron condor fund
- A covered call fund
- Short vol-only fund
- Directionally biased
We ARE:
- Volatility-focused
- Risk-aware
- Skew-aware
Click below to see if you qualify
(no contact info required)
Click to enlarge
Which would you prefer?
Sporting a smoother equity curve, superior alpha, better risk-adjusted metrics, lower volatility, and less drawdown, the question is not one of preference, but one of availability.
*All performance data collected and analyzed using the SPX index from 2/1/18 - 9/30/19. Past performance does not guarantee future results.
Strategy
Results
Average Monthly Return: +1.68%
vs. S&P 500 +0.36%
Sortino Ratio: 14.33
vs. S&P 500 0.70
Calmar Ratio: 6.81
vs. S&P 500 0.90
Max Drawdown: (8.74%)
vs. S&P 500 (14.33%)
(no contact info required)
Limited to 10 investors
Due to an uncertain liquidity cap for the strategy, we are scaling this portfolio slowly. As a result, this strategy is currently open to 10 investors at a fixed investment amount, at which point we will close the opportunity to new investors while we assess ongoing liquidity. If liquidity is sufficient, we will open a second round in 2020.
(No contact info required)
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