EXECUTIVE SUMMARY
Volatility-focused investment manager dedicated exclusively to trading the VIX Index and related volatility instruments.
Treats volatility as a standalone asset class—seeking consistent, risk-adjusted returns across all market environments.
Targets a minimum annual gross return of 15% through a proprietary model with disciplined execution.
Investor-aligned structure: no lock-up, no management fee, 20% performance allocation with high-water mark.
Founder invests personal capital alongside limited partners, ensuring full alignment of interests.
PERFORMANCE SNAPSHOT
236.31%
CUMULATIVE RETURN
~19%
ANNUAL AVG RETURN
~1.5%
MONTHLY AVG RETURN
~83%
WIN RATE
+47%
OUTPERFORMING S&P 500
Risk & Return Metrics
Sharp Ration 1.04
Mean Return 1.49%
Max Drawdown (Q1 2020) 27.01%
Sortino Ration 1.62
Standard Deviation 4.22%
Calmar Ration 0.67
All performance figures are gross of fees. Past performance is not indicative of future results.