Aurum Options Strategies

Aurum Options Strategies

Year-to-Date
N/A
Minimum Investment
250,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 16.20%
Sharpe (RFR=1%) 0.22
CAROR 3.46%
Assets 413,165
Worst Drawdown -15.43
S&P Correlation -0.04

Summary

Aurum Options Strategies offers a way to diversify your gold exposure. We employ a disciplined options spread trading program with a superior risk/return profile. The strategy endeavors to increase profit potential for a 'revaluation scenario' to the upside and mute volatility to the downside by closely monitoring premium outlays. Should gold experience a significant rally, those who own gold outright (physical or ETF) may profit less than those whose strategy is devoted in part to a constant positive net exposure through options. Aurum’s program often profits during sideways/down gold markets and potentially underperforms during modest rallies. In a phrase, we don't track gold. Our approach is an Absolute Return gold options strategy with Tail-Risk and Capital Preservation components. It offers leveraged exposure to gold as an ‘insurance policy’ while seeking to generate attractive uncorrelated, risk-adjusted returns.