Sydney, Australia
Verified
This fund was featured on our article on Vol Fund Specials.
Update: Due to investors' demand, Levitas Capital will be launching an offshore Cayman fund. If you are interested in Levitas Capital ARVIX fund or their pre-launch fund, Please email us at contact@hedgequery.com.
The Levitas Capital ARVIX Fund is a quantitative relative value volatility fund, targeting absolute returns through the implementation of three core strategies: • Short Option Call Spreads - monetises excessive risk premium when available • Long and Short Futures Spreads - exploiting the carry cost along the futures term structure and the positive skew characteristics of volatility markets • Outright Long Futures - pivots to an outright long volatility position at the onset of market stress with the aim to generate positive returns during extended equity market corrections/bear markets
The Key strategy benefits are:
Pure exposure to volatility as an asset class
Uncorrelated returns to equity markets and other major asset classes
Investing exclusively in the highly liquid listed CBOE VIX futures and option markets
Repeatable, transparent and predictable results achieved through the Fund's quantitative investment and risk management processes that have been developed to harness the unique characteristics of volatility markets.
Fund Details
Fund News
Fund Introductory Video
Verification of Service Providers
Administration
Auditor
Prime Broker
Custodian Bank
Legal Counsel