Fucius Capital

Volatility Arbitrage Strategy

Minimum Investment
$ 100,000
Management Fee 1.00%
Performance Fee 15.00%


The Fucius Volatility Arbitrage Fund is a long/short absolute value volatility fund. The fund invests only in VIX futures, which is geographically US-focused. The managers are targeting a 30% annual return and volatility of 10% to 15%.