DeltaHedge

VIXVOX 2

Year-to-Date
N/A
Minimum Investment
EUR 250,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 23.40%
Sharpe (RFR=1%) 0.58
CAROR 12.79%
Assets EUR1,224,344
Worst Drawdown -24.35
S&P Correlation 0.03

Summary

VIXVOX Program is based on a strategy developed by Edoardo Ciravegna, Asset Manager with more than 25 years of experience in the financial markets. The program trades in CBOE VIX Futures and EUREX VSTOXX Futures, with a “carry” volatility strategy and / or exploiting strong directional movements. The following results are displayed with reference to the EUR traded Program.