OPPORTUNISTIC LONGVOL

Portfolio Diversification

Actively monitors the shape of the VIX futures term structure seeking to capture large spikes in volatility.

A Hedge When You Need It

Low correlation to equity markets and, unlike most long vol approaches, has a low cost of carry.

Crisis Management

An alternative to a flight to safety and an opportunity to proactively capitalize on market turbulence.

DETAILS

Structure

SMA

Category

Long Vol

Minimum

$50,000

Risk Level

Moderate

Track Record

N.A.

Portfolio Mgmt

DESCRIPTION

The Opportunistic Long Volatility Strategy actively monitors the VIX futures term structure and applies term structure spreads to take a long volatility position in VIX futures.

 

The Strategy is opportunistic in that it enters a long position during low volatility periods and exits after volatility spikes.

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Investing involves risk, including the possible loss of principal and fluctuation of value. Past performance is no guarantee of future results. Carefully consider the investment objectives, risk factors, charges and expenses before investing. Invest In Vol, LLC is the investment advisor for the separately managed accounts (SMAs) and advisory services; it provides investment advisory services to clients and does not sell securities. For a more complete disclosure click here. For a more complete description of our business, Form ADV 2A, and accompanying brochures, click here.

© 2019 by Invest In Vol, LLC

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