Year-to-Date
-15.67%
Minimum Investment
$ 100,000
Management Fee 0.00%
Performance Fee 25.00%
Annualized Volatility 30.95%
Sharpe (RFR=1%) 0.27
CAROR 5.49%
Assets $9,040,000
Worst Drawdown -33.34
S&P Correlation -0.39

Summary

Chimera Strategy is a hybrid of our Tail Reaper and VIX Timer strategies. It aims to provide a volatility neutral strategy that can profit under most market conditions, with nearly zero correlation to the US equity market index.