Logica Capital April 2020 Commentary: Apparently VIX Fell Victim to CoV-19Jacob Wolinsky
Logica Capital commentary for the month ended April 30, 2020.
Logica Absolute Return - Up/Down Convexity - No Correlation
Logica Tail Risk - Max Downside Convexity - Negative Correlation
April 2020 Performance
- Logica Absolute Return +0.63%
- Logica Tail Risk -0.72%
- S&P 500 +12.70%
- VIX -29.39 . . .
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