Blackheath Fund Management Inc.

Blackheath Volatility Arbitrage Fund, LP Class A

Year-to-Date
N/A
Minimum Investment
$ 100,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 11.52%
Sharpe (RFR=1%) -0.12
CAROR -1.04%
Assets $1,560,000
Worst Drawdown -28.66
S&P Correlation 0.36

Summary

The Blackheath Volatility Arbitrage Fund, LP (the Fund) is an alpha generating fund with low correlation to equity markets. The Fund uses a proprietary trading methodology that trades volatility across a broad range of futures and futures options markets including the S&P 500, gold, natural gas, 30 year bond, crude oil, corn, soybeans and all major currencies. The Fund arbitrages the difference between implied and realized volatility. The Fund is dedicated to achieving absolute returns regardless of market trends.

The fund is only offered to Canadian Investors.