Cirrus Fund

Short-dated S&P 500 option trading with hedged downside risk

CIRRUS SP utilises a systemic, highly liquid option strategy to trade shortdated options on the S&P 500.

By mitigating beta risk, the Fund aims to encapsulate market movements and hedges the downside as part of a reactive stop-loss strategy to optimise gains.

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PERFORMANCE STATISTICS

1 MONTH 0.2%
ANNUALISED RETURN 9.5%
ANNUALISED VOLATILITY 3.6%
SHARPE RATIO 3.9
POSITIVE MONTHS 93%
TOTAL RETURNS* 172%
*Launched in Mar 2013. Performance as of MARCH 2019.