Sign up for free newsletter

 

Volatility arbitrage performance in August


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

morenews

BSX leads the way for ILS listings

Fri, 24/Mar/2017 - 13:55

ILS market could reach USD100 billion

Fri, 24/Mar/2017 - 13:50

Further opportunities for PE growth

Fri, 24/Mar/2017 - 13:43

Introducing the Bermuda LLC

Fri, 24/Mar/2017 - 13:26

events
1 day 23 hours from now - Singapore
1 day 23 hours from now - London
1 week 2 days from now - Hong Kong
1 week 3 days from now - Toronto
training
Mon, 27/03/2017   - London
Mon, 27/03/2017   - London
Mon, 27/03/2017   - London
listingsdirectory
IKONIC Fund Services Ltd.
Tue, 29/11/2016 - 11:28
Backstop Solutions Group
Tue, 08/11/2016 - 17:44
The Gemini Companies
Mon, 17/10/2016 - 11:51
specialreports
other gfm publications