Invest In Vol: The Volatility Advisor Announces One Year Performance
STAMFORD, Conn. (PRWEB) June 06, 2018 -- Invest In Vol is pleased to announce that in its first year to May 31, 2018, its flagship Balanced Volatility Strategy returned 17.47% with a max drawdown of -1.73%. This compares to its benchmark index, the S&P 500 VIX Short-Term Futures Index, of -83.14% and a max drawdown of -90.84%.
“The Strategy has successfully navigated one of the most challenging periods in VIX history, with the index ranging from record lows to the largest spike in its history,” said Dr. Stuart Barton, Portfolio Manager at Invest In Vol. “We think the last twelve months have demonstrated the importance of professional management to volatility investing.”
The Balanced Volatility Strategy harvests the risk premium observed in the VIX® and VSTOXX® products using an actively managed portfolio of six volatility linked Exchange Traded Notes and Funds. To access these products the Strategy employs three unique volatility investment sub-strategies to not only benefit from diversity in volatility markets, but also a diversity in trading approach and product design.
The Strategy’s returns come from three separate but related sources: the premium hedgers pay over realized volatility for equity index options (Volatility Risk Premium), the further premium hedgers pay for volatility futures over the price implied by equity index options (Futures Risk Premium), and, to a lesser degree, the tendency for measures of implied volatility like the VIX® and VSTOXX® Indexes to mean revert over time.
About Invest In Vol
Invest In Vol is a Registered Investment Advisor exclusively focused on volatility investing. Our team works with individual investors, advisors, and institutions to raise awareness and understanding of volatility investing and ultimately deliver the most investable volatility products in the market. Invest In Vol was founded by Stuart Barton, PhD, CFA, a volatility trading specialist with more than 15 years’ experience managing volatility portfolios. Invest in Vol is located in Stamford, Connecticut.
Disclosure
The above information should not be regarded as investment advice or as a recommendation regarding any course of action. For a more complete disclosure, please visit https://www.investinvol.com/disclosure. Investing involves risk, including the possible loss of principal. Carefully consider the Strategy's investment objectives, risk factors, charges and expenses before investing. Invest In Vol, LLC is the investment advisor for the separately managed accounts (SMA); it provides investment advisory services to individuals and institutional clients and does not sell securities.
The STOXX® indexes, and the trademarks used in the VSTOXX® index name is the intellectual property of STOXX Limited, Zurich, Switzerland. The CBOE Volatility Index (the “VIX®”) is a product of S&P Dow Jones Indices LLC (“SPDJI”) and is based on the CBOE VIX® methodology, which is the property of Chicago Board Options Exchange (“CBOE”). S&P® is a registered trademark of Standard & Poor’s Financial Services LLC (“S&P”); CBOE® and VIX® are registered trademarks of the CBOE. VelocitySharesTM and VelocitySharesTM ETNs are service marks of VelocitySharesTM. All other trademarks, service marks or registered trademarks are the property of their respective owners.
Justin Young, Invest In Vol - The Volatility Advisor, http://www.investinvol.com/, +1 (203) 998-6005, [email protected]
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