This Options-Focused Fund Struggled With Weak Implied Volatility In April – ValueWalk Premium
Volatility

This Options-Focused Fund Struggled With Weak Implied Volatility In April

Logica Capital's Absolute Return Fund was down 1.8% for April, bringing its year-to-date return to -2%. The fund's Naïve Straddle of one put and one call was up 10.6% for April, resulting in a return of 7% year to date. Logica's benchmark, the CBOE Volatility Index, was up 12.8% for April and 16.2% year to date. The S&P 500 declined 8.8% for April, bringing its return to -13.3% year to date.

Logica's Tail Risk Fund returned 2.7% for April, bringing its year-to-date . . .

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