Macrocapital Limited

Macrocapital Adaptive Volatility Strategy

Minimum Investment
$ 250,000
Management Fee 1.50%
Performance Fee 20.00%

Summary

Our “Adaptive Volatility Strategy”, “AVS”, captures the mean reversion of the S&P500 implied volatility, which oscillates around a moderately drifting mean, seeking 15% net returns p.a. with 12% vol. It is a synthetically created strategy, designed to be uncorrelated to S&P500, to the volatility of the S&P500.