Typhon Capital Management, LLC

Proteus Dynamic Volatility Program

Minimum Investment
$ 250,000
Management Fee 2.00%
Performance Fee 20.00%


The Proteus Dynamic Volatility Program uses the unique properties of exchange-traded volatility to seek positive annual returns in all market environments. This “all weather” portfolio positions in one of three modes based on a systematic determination of the current volatility regime, producing a “black swan” type exposure during stressed markets while providing a non-cyclical source of alpha during normal markets. Positioning strictly in volatility futures affords Proteus greater flexibility and a more attractive risk/reward profile than options-based approaches.