The Volatility Strategy (VolStrat) was launched in 2016 to seek aggressive growth from a systematic approach to investing in volatility-related exchange traded products. VolStrat uses a rules-based quantitative approach to capitalize on short-term and medium-term trends in equity market volatility. It is NOT designed to be a tail risk strategy for protection from sudden, short-term spikes in volatility, though it may profit in conditions of sustained high volatility. VolStrat has demonstrated very high returns but has also experienced a very high degree of value fluctuation. As such, it requires a long time horizon and high degree of risk tolerance.
LongRun Capital also serves as a sub-advisor to Invest In Vol, an independent investment advisor offering a multi-strategy approach to volatility investing. VolStrat is one of the strategies they offer. For more information, visit their web site at www.investinvol.com.
The section below contains documents relating to the exchange traded products used to implement VolStrat. Anyone interested in VolStrat should read each of these documents to understand these products and the significant risks associated with them.