Clinamen Financial Group LLC

VIX Portfolio Hedging (VXH) Program - Proprietary

Year-to-Date
N/A
Minimum Investment
50,000
Management Fee 2.50%
Performance Fee 5.00%
Annualized Volatility 116.28%
Sharpe (RFR=1%) 0.15
CAROR -16.64%
Assets 47,000
Worst Drawdown -67.03
S&P Correlation -0.45

Summary

The goal of the VIX Portfolio Hedging (VXH) program is to offer protection to equity and equity index investors against sudden and severe market shocks by investing in short-term futures contracts on the CBOE Volatility Index (VIX). The VIX index is a widely-followed measurement of the short-term implied volatility in S&P 500 option prices. Few asset classes exhibited a low or negative correlation to equities during the financial crisis of 2007-2008; volatility was an exception. The VXH program is designed to provide access to long volatility assets as a means of hedging existing equity exposure.