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The estimated June 2006 return for the Fimat Volatitlity Arbitrage Median is 0.83 per cent, a significant gain on the May return which was 0.20 per cent.

The following programs have been included in the calculation of the FVAM:

  • April 2006: KPG Investments Asia Gamma Fund.
  • May 2006: AM Investment Partners V Fund; Montrachet D3 Partners Fund. Also, as of May 2006, Titan Global Volatility Fund Class M replaced Titan Global Volatility Fund in the FVAM calculation.
  • June 2006: Acorn Derivatives Management Corp - ADMC Absolute Return Strategies

This now brings the number of FVAM constituents to 11. They are as follows:

  1. ABC Square - Sigma Square;
  2. AM Investment Partners V Fund;
  3. Estlander & Ronnlund Global Volatility;
  4. KPG Investments - Asia Gamma Fund;
  5. Lynx Arbitrage Fund;
  6. Montrachet D3 Partners Fund;
  7. SGAM Global Volatility Fund;
  8. Shooter Multi Strategy Fund;
  9. Titan Global Volatility Fund Class M;
  10. Turtle Fund;
  11. ADMC Absolute Return Strategies.

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