Fund Portrait

The Fund strategy is to combine a short exposure to volatility, a long exposure to long dated US treasuries and cash. An algorithm is used to build the positions, following a set of indicators signalling hope, euphoria, fear and panic. ABR's Enhanced short vol fund aims to profit from the the typical term structure of VIX futures being in contango and has a sophisticated set of indicators to manage the risk of vol spikes. As the funds invests in some of the most liquid instruments out there like treasury futures and VIX futures, it can offer its investors daily liquidity.