Kurse | Charts | Stammdaten | Kennzahlen | Aktion |
---|---|---|---|---|
Snapshot | Preischart | Daten + Gebühr | Performance | Portfolio |
Börsenplätze | Performance | Management | Volatilität | Watchlist |
Historisch | Benchmark | Dokumente | Sharpe Ratio | |
Rendite | Ratings |
Kurse
Charts
Stammdaten
Kennzahlen
Fundamentaldaten
Valor | |
ISIN | KYG5555R1011 |
Name | Logica Absolute Return Fund, LP Fonds |
Fondsgesellschaft | Logica Capital Advisors |
Aufgelegt in | United States |
Auflagedatum | 02.01.2020 |
Kategorie | Volatility |
Währung | USD |
Volumen | 14’476’161.55 |
Depotbank | |
Zahlstelle | |
Fondsmanager | Wayne Himelsein, Patrick Joseph Rentz |
Geschäftsjahresende | |
Berichtsstand | 23.12.2024 |
Anlagepolitik
So investiert der Logica Absolute Return Fund, LP Fonds: Logica Absolute Return (LAR) is 0 (truly) unccorrelated to not only other betas but other HFs and is a Non-Directional Volatility/Market Neutral strategy with Trail Risk Protection. LAR is long the Left and Right Tails which is an uncommon exposure amongst HFs as most HFs are implicitly short the left tail. LAR does not sell volatility and maximizes convexity by only buying ATM S+P 500 Index Options which offer the highest level of Convexity/Liquidity/Vega exposure. LAR does not employ any leverage, use the VIX or sell options. LAR follows a Straddle payoff and has positive carry via our Daily Gamma Scalping/Trading Edge. We differ from a CTA/Macro HF in that LAR's downside protection is significantly more reliable as its ATM Put protection which has minimal path dependency. Investors use LAR as a Market Neutral option and a more reliable Long Vol option than CTA/Macro.
Fonds Performance: Logica Absolute Return Fund, LP Fonds
Performance 1 Jahr | 14.45 | |
Performance 2 Jahre | 4.61 | |
Performance 3 Jahre | - | |
Performance 5 Jahre | - | |
Performance 10 Jahre | - |
Konditionen
Ausgabeaufschlag | 0.00 % |
Verwaltungsgebühr | 1.50 % |
Depotbankgebühr | 0.00 % |
VL-fähig? | Nein |
Mindestanlage | 881’000.00 |
Ausschüttung | Ausschüttend |
Fondsgesellschaft
Name | Logica Capital Advisors |
Postfach | 11726 San Vicente Blvd., Suite 260 |
PLZ | 90049 |
Ort | Los Angeles |
Land | |
Telefon | 3106660934 |
Fax | |
URL | http://www.logicafunds.com |