Hyman Beck and Company

Volatility Analytics

Minimum Investment
$ 1,000,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 3.45%
Sharpe (RFR=1%) 0.17
CAROR 1.53%
Assets $89,747,626
Worst Drawdown -10.17
S&P Correlation -0.24


The Volatility Analytics Portfolio incorporates relative value and volatility arbitrage trading strategies which utilize quantitative models to systematically extract profits by identifying overvalued and/or undervalued options pricing and other inefficiencies in the options markets. Multiple strategies are employed to help diversify exposures. The strategy does not seek to earn profits from momentum or directional price movement rather it profits from movement in time or underlying volatility levels. Volatility Analytics will trade option spreads to eliminate the risk found in the selling or purchasing of naked option strategies. Trading decisions are based on the relative value of the particular spread being evaluated.