Blue Diamond Asset Management

Blue Diamond Non-Directional Strategy

Minimum Investment
$ 100,000
Management Fee 1.75%
Performance Fee 20.00%
Annualized Volatility 11.18%
Sharpe (RFR=1%) 1.23
CAROR 15.07%
Assets $1,386,000,000
Worst Drawdown -9.72
S&P Correlation 0.19


The Blue Diamond Non-Directional Strategy seeks to provide attractive risk- adjusted return in excess of the 1-Month London Interbank Offered Rate. It uses a systematic investment strategy that attempts to identify and exploit market inefficiencies arising from the price level and term structure of liquid volatility-related instruments, such as the CBOE Volatility Index® (VIX®) futures.