Investment Overview
Strategy Description
Vernon Capital Partners' Fundamental Volatility program is a managed futures product which utilizes long and short positions in volatility futures to maximize intermediate and long-term capital appreciation while providing a diversification benefit to a portfolio of other common asset classes. Our proprietary, algorithmic system generates market-neutral, quantitative signals intended to exploit the relative values of derivative contracts and monetize short-term price divergences. The investment team structures our strategies to generate attractive absolute and risk-adjusted returns in both calm and volatile markets and practices disciplined risk management to limit drawdowns.
