The Elusive VIX Hedge

My latest post for Alpha Baskets looks at a fund that is having a difficult time implementing a potentially interesting strategy. Let me reemphasize, potentially interesting.

From the post;

The fund’s literature makes it clear that the weightings change frequently. The investment objective is somewhat opaque but a little deeper in the prospectus the manager offers that fund tries to “capture favorable volatility movements in the equity markets while maintaining equity exposure to preserve positive performance during extended periods of rising markets.”

Please click through to read the entire post.

Malibu, CA

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Los Padres National Forest Engine 46 housed at Santa Barbara Fire Department Station No. 7

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La Playa Stadium Santa Barbara City College, it was foggy the day I was there but the road runs along the ocean.

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