Why Does Volatility React So Differently To Crises? This Fund Manager Has An Answer – ValueWalk Premium
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Why Does Volatility React So Differently To Crises? This Fund Manager Has An Answer

Logica Capital's Absolute Return fund was down 0.2% for March, following a flat return for January and February combined. The fund's naïve straddle consisting of one put and one call was down 5.6% for March and 3.3% for the first quarter.

The CBOE Volatility Index was down 9.6 points or 31.8% for March but up 3.3 points or 19.4% for the first quarter. The S&P 500 was up 3.6% for March but down 4.9% for the first quarter.
Logica's Tail Risk fund was down 1 . . .

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