Sign up for free newsletter

 

The August 2005 return for the Fimat Volatility Arbitrage Median (FVAM) is +0.51%. This gives a year to date return for 2005 of +0.95%.


After the eventful month in July, the global volatility indices posted good gains in August. The VIX returned +8.9% (to 12.60%), its first monthly gain since April, and third gain this year; and in Europe, equity market volatility soared with the VSTOXX returning +14.14% (to 15.15%), and the VDAX 20.15% (to 14.85%).


In the commodity markets, Brent Crude gained 11.68% (reaching over USD 68/barrel intra month), and Gold gained 1.26% (touching USD 450/oz).


The constituents of the FVAM are:


1) er Global Volatility;
2) Lynx Arbitrage Fund;
3) Quadix Volatility Fund;
4) SGAM Volatility Arbitrage Fund;
5) Shooter Multi Strategy Fund;
6) Titan Global Volatility Fund;
7) Turtle Fund.


For more information on Volatility Arbitrage please click here


Subscribe to free daily newsletter
latestjobs
Junior Sales to Corporates (FX/IR)

Sat, 28 Feb 2015 00:00:00 GMT

VP IG Credit Sales, NA Investment Bank

Sat, 28 Feb 2015 00:00:00 GMT

Head Compliance- Asset Management

Sat, 28 Feb 2015 00:00:00 GMT

events
12 hours 59 min from now - Florida
3 days 12 hours from now - San Francisco
3 days 12 hours from now - London
specialreports