;OH0e_,YS4Q=zomKws\[07x0 Founded by Yan Huo in 2005 following a career principally at JP Morgan, Capula specialises in global fixed income assets. Sign up today for free to access accurate and timely data on Capula Tail Risk Fund Ltd - Class C EUR and 150,000 other funds. 0000000814 00000 n Custodian. WebCAPULA TAIL RISK MASTER FUND LIMITED PO Box 309, George Town, Grand Cayman KY1-1104 Cayman Islands, British West Indies 29 April 2010 Send to: Note that this policy may change as the SEC manages SEC.gov to ensure that the website performs efficiently and remains available to all users. Capula Tail Risk Fund Ltd - Most recent fund raising on October 14, 2022 raised $37,200,000 in Equity ******* ****** **** *** ****** ******* *** ***** ************* ************* ****** Please use the latest version of Chrome, Opera, Firefox, Safari or Edge. xb```a``c`b`b``@ P !|x8.nfd`"d64vf`7!Qg>fO A The finance committee of the s0C AeH It targets superior returns in times of liquidity and systemic crises while minimising downside during normal market conditions. ** ******** ****** ** ************ * ****** ********* **** ************* ****** ******* ***** **** **** *** The firm last filed a Form D notice of exempt offering of securities on 2022-10-14. Paris-based insurance group AXA SA (AXAHY) shut down its own black swan fund several years ago, per the Journal, as has Swiss-based UnigestionSA. Terms and Conditions. The firm manages absolute return, enhanced fixed income and tail risk strategies. Neither Man Group nor Capula would comment to the Journal. Barclays Bank PLC, Morgan Stanley & Co International PLC, BNP Paribas London Branch, HSBC Bank PLC, But for the moment, thesebearish, tail-risk bets on the markets have turned sour as central banks continue to flood them with liquidity and as the global economy grew. to see more advanced email alert options such as selecting any type of The Capula fund is designed to hedge tail risk across asset classes in developed markets, including equities, credit, FX and rates. You can find out more about our use, change your default settings, and withdraw your consent at any time with effect for the future by visiting Cookies Settings, which can also be found in the footer of the site. Help Centre 0000001544 00000 n Capula Tail Risk Master Fund Limited is a hedge fund operated by Capula Investment Management Llp and has approximately $14 billion WebCapula Investment Management LLP is a global fixed income specialist firm headquartered in London. QPqX4jLE|`_ ga\%4$,w\(S!oZ.MxOS1F'6Z(7kQj%h8g'7^/ZOOcv{N.Mf{39j~f8kL~0p7@TGPcv%gowOwwC 3H0cCb9P$1E4&.YRum:A_P])YM;:V@D)vBTls$`E('V? dE:'YwtR~5NsWBavv7c~9ul+?WeIyXxEO65Mn)W{[n^61iNcYBWmAo1H" Cxfaj A$R+de^)e>Bw>1Y;V0GHam T +J}"^?/Ft= Black Monday, Oct. 19, 1987, was a day when the Dow Jones Industrial Average fell by 22% and marked the start of a global stock market decline. If youre the manager of Capula Tail Risk Fund Ltd - Class C EUR, you can sign up to take control of your profile and respond to investor interest. It targets superior returns in times of liquidity and systemic crises while minimising WebFund Details. Fund Manager: Capula Investment Management Llp (Crd# 163364), Private Funds Managed by Capula Investment Management Llp (3): Capula Global Relative Value Master Fund Limited , Capula Japan Equity Tail Risk Master Fund Limited , Capula Tail Risk Master Fund Limited, Administrator(s): International Fund Services (Ireland) Limited, Rank: 55 out of 30967 registered private funds, Rank: 3415 out of 30967 registered private funds, Rank: 16252 out of 30967 registered private funds. endstream endobj 4 0 obj <>]/Height 3300/Type/XObject/Decode[0 1]>>stream SEC form, multiple filers or classes of filers, and much more.***. |"B\PJ (N WebCapula Tail Risk Fund Ltd: Street Address 1 Street Address 2; UGLAND HOUSE: City State/Province/Country ZIP/PostalCode Phone Number of Issuer; GRAND CAYMAN: To ensure our website performs well for all users, the SEC monitors the frequency of requests for SEC.gov content to ensure automated searches do not impact the ability of others to access SEC.gov content. For the long term, taking out insurance against market volatility is a losing strategy, the Journal says, pointing to "a raft of academic papers and market analysis." 1 percent of the fund is owned by fund of funds. Sign up today for free to access accurate and timely data on Capula Tail Risk Fund Ltd - Class S USD and 150,000 other funds. HWn9}7Cf /N/ $b-QM ;{mIA,5xS7gK>we#Iv-e.t67tU,HghN]L.5":|_m z\75hQL/N$J,4AUQA^3d,mK;@'Jus9EVjQK- Reference ID: 0.96ecc017.1682921749.21bb5eb4. 86 0 obj <> endobj 0000004895 00000 n He is Chairman of WL Ross Holding Corp, a $500 million equity Special Purpose Acquisition Corp. listed on NASDAQ and has been nominated as Vice Chairman of Bank of Cyprus. Wall Street is also an umbrella term describing the financial markets. Today, its founder, MarkSpitznagel, tells the Journal, "I don't see anyone out there doing what I do." Capula Investment Management LLP is a global fixed income specialist firm managing absolute return, enhanced fixed income, macro, and crisis alpha strategies with a focus on developing innovative investment strategies that exhibit low correlation to traditional equity and fixed income markets. It targets positive returns in times of liquidity and systemic crises while minimising downside WebThe Capula Tail Risk Fund invests in a range of instruments primarily in G7 markets. QV*R-]"GRKB0PI*zZi!UUJ&Pi$i$IUMT$*UI%i$uT}$?L$K&K^v5SIjP01$0.TA $~aB/|%paI/'FIRo?J pIi%tuI*W[uIw W* iI%^.%J]$oJK^c[I/C0(U| `*^;.6I$xD1Tm`1 % ]RL-$tFz *Iv/ Ry!$TT&$KIU:OD/P_*}'[N~nA:WV.=^wn}]%Kd2~{aV5mZp mVk <3,*)0d9( gd))1G;Z|Tp/v:w433&"6fjyK,MB!tAAI!98C@\"' aMl M=8Ha* a0ON-qa58TO[}92 ]5DoQ,{".le:PMic'r-;\AJAH7#/8A7Nz\ zIio;kNl_=SW]/u_po4unPi`_z83 **** *** **** **** ***** ************* ********* **** ******* ****** ****** ******* ********* **** ****** ************** The filing was for a pooled Qv[TvwEAd[!w 3[e n(}I,9Ux UK(H]'K;`,q#yw68#"b-ODQB@.&g-sy2/33b78x0%/%$|]u 0000000688 00000 n Wall Street is in lower Manhattan and is home to the New York Stock Exchange (NYSE). 0000000496 00000 n The problem is that any form of insurance costs money, and that, on average, those selling insurance will profit from those buying it. Principal Place of Business and Contact Information 3. Capula Management Limited. Your browser is not currently supported. By using this site, you are agreeing to security monitoring and auditing. WebThe Capula Tail Risk Fund invests in a range of instruments primarily in G7 markets. 95 0 obj <>stream The $3.7 billion Tail Risk Fund from Capula Investment Management, another London-based hedge fund giant with over $10 billion in total assets under management, is down 6.7% this year, per an investor letter obtained by the Journal. The Capula fund gained 11% in 2011, lost 14% in 2012, and fell in three of the next four years, per the Journal. Hedge Fund endstream endobj 92 0 obj <> endobj 93 0 obj <> endobj 94 0 obj <> endobj 1 0 obj <> endobj 2 0 obj <>/ProcSet[/PDF/ImageB]>> endobj 3 0 obj <>stream Many experts say a recession and bear market aren't far off, two developments that might benefit black swan investors. 13F filing from CAPULA TAIL RISK FUND LTD, enter your WebCapula Investment Management is one of the largest hedge funds domiciled in the UK. A black swan is an event that is rare, very important, and is both difficult to have predicted but is considered obvious in hindsight. WebCAPULA TAIL RISK MASTER FUND LIMITED PO Box 309, George Town, Grand Cayman KY1-1104 Cayman Islands, British West Indies Form of Adherence Letter 28 April 2010 WebCapula Tail Risk Fund - Class C USD Due Diligence Services Unlock and view hidden details by registering for a free trial here! 0000005117 00000 n We'll assume you're ok with this, but you can opt-out if you wish. To allow for equitable access to all users, SEC reserves the right to limit requests originating from undeclared automated tools. support@edgefolio.com, Privacy Policy The October effect is a theory that stocks tend to decline during the month of October. H5bUr&p'_=a$L_m&\lSLTBwia{4/&L~1l-jv0D0B!X`]D? WebCapula Tail Risk Fund Ltd is a corporation in Grand Cayman, E9. WebWe define portfolio tail risk as the conditional mean portfolio return in months where equity returns exceed a loss of five percent. When you visit the site, Dotdash Meredith and its partners may store or retrieve information on your browser, mostly in the form of cookies. Capulas investment strategies include enhanced fixed income, absolute return and tail risk strategies. Percentages may not sum to 100% due to rounding; approximate breakdown subject to change. s kv}{qsdUT%S5=2{G.+lO%6LoN@W;gk1;[kY%Lp|BfzB1o 0 Unauthorized attempts to upload information and/or change information on any portion of this site are strictly prohibited and are subject to prosecution under the Computer Fraud and Abuse Act of 1986 and the National Information Infrastructure Protection Act of 1996 (see Title 18 U.S.C. Capula Investment Management LLP It is a London-based hedge fund with offices in Tokyo, Hong Kong, New York and Greenwich, Connecticut, USA. Capula was founded by Yan Huo and Masao Asai in 2005. The company manages fixed income trading, enhanced fixed income products, volatility, macro trading and tail risk strategies. Copyright 2023 Affiliated Managers Group, Inc. All rights reserved. or to simply have an email sent to you whenever we receive a new The Chugoku Bank, Ltd. endstream endobj 87 0 obj <>/Outlines 9 0 R/Metadata 84 0 R/Pages 83 0 R/StructTreeRoot 16 0 R/Type/Catalog>> endobj 88 0 obj <>/ProcSet[/PDF/Text]/ExtGState<>>>/Type/Page>> endobj 89 0 obj <> endobj 90 0 obj <> endobj 91 0 obj <>stream These finally tie into the investing thesis in the last 20% of the book. {"search": "/search", "clicked": "/clicked", "portfolio_add": "/portfolio-add", "portfolio_remove": "/portfolio-remove", "portfolio_create": "/portfolio-create", "portfolio_activate": "/portfolio-activate", "portfolio_delete": "/portfolio-delete", "portfolio_rename": "/portfolio-rename", "portfolio_color": "/portfolio-color", "home_filter": "/home-filter", "htmlspeed": "/htmlspeed", "add_tag_firm": "/add-tag-firm", "add_tag_click": "/add-tag-click", "copy_aum": "/copy-aum", "stripe_checkout": "/stripe-checkout", "update_card": "/update-card"}, {"uid": 51985851, "pid": -1, "pid_a": [], "name": "", "email": "", "blacklist_f": false, "paywall_f": false, "paywall_n": 0, "random_n": 0}, Capula Investment Management Asia Limited, Capula Investment Management Singapore PTE Ltd, 2021-04-01 ,-4K{l?69z&|@f(Y?oLZZ1C-H^(_xOQMZG8OZ ]H&uX{__G9"5/^o_$3^/a/}?^/.~t@_wK~IvDw],o6_>wM{d}.KKlMz{tu#]~i}UO}"?_\i}v60a}jTYf S !,r@ J6Zo\U [Sq@SSc=\s: 3?9;1t#\| ;*@DYiEFV3(>O=w6KVd,AEEsz9.1p^k(M%L+UIT;@) +9\j].&SOs>._sZnayS-$YyEY&=ZP'-Xg'!E CnlRknFk[s GY+j wODL+ Capula Tail Risk Fund Ltd Industry: Pooled Investment Fund CIK Number: 0001588338 IRS Number: 980651233 Address: UGLAND HOUSE GRAND CAYMAN WebCapula Investment Management LLP is a global fixed income specialist firm managing absolute return, enhanced fixed income, macro, and crisis alpha strategies with a focus Your request has been identified as part of a network of automated tools outside of the acceptable policy and will be managed until action is taken to declare your traffic. The filing was for a pooled investment fund: hedge fund The notice included securities offered of Equity,Pooled Investment Fund Interests. 7F^Bw,`C"~sHKq;M?_~,h0~cR-Nd2s!RC}=nG5i~r:v0I}u[c}u{8U}_KryVl% .(4 Z=+ixam5Mt4 0xg@i`DDDJDF""# yX`DB2]8P%BQ'av^Mn[?,huuo_h}qP`2s 0z oP^\'h.+]l}T ~PzozyO$t_tZ=?uj@uZ/_E_Vw]m{W_WO+J^~v_JV=[S@GWuMi;MSRV`DDDERo_Uib`X&,XNYF[d@lLNDFMxOO^A(%s ?WN}#lee$0DO>? The current minimum investment for Capula Tail Risk Master Fund Limited is $5000000. Note: We do not offer technical support for developing or debugging scripted downloading processes. Theypurchase put optionsto provide downside protection, as well asgold and other safe-haven assets that usually rally when otherfinancial assetscollapse in value, the Journal says in its September 5 story. startxref Q WebCapula Tail Risk Fund Ltd; Firm: Fund # CIK # 0001588338: Sale: 2010-10-01 ($3.3 BB Sold) Fund: Phone: 3459498055: Address: Ugland House Grand Cayman, Cayman Capula Tail Risk Fund - Class C USD Fund If youre the manager of Capula Tail Risk Fund Ltd - Class S USD, you can sign up to take control of your profile and respond to investor interest. Recommendationsor opinions expressed in these materials reflect Aksias judgment as of the date <<2659937EDDC1E8449B8060048D4AB6D8>]>> fFpa 4DG%(+rr0 ! Director. Form D is a form used to file a notice of an exempt offering of securities with the Securities and Exchange Commission. 7 Clarges Street He is a board member of ArcelorMittal, EXCO Resources, Sun Bancorp and other corporations. The Capula fund is designed to hedge tail risk across asset classes in developed markets, including equities, credit, FX and rates. All text and design is copyright 2020 WhaleWisdom.com. 0000001032 00000 n Form D contains basic information about the offering and the company. Calculation Guide Terms and Conditions. **** *** ****** ********* **** ****** ************** Cookies collect information about your preferences and your devices and are used to make the site work as you expect it to, to understand how you interact with the site, and to show advertisements that are targeted to your interests. ($1.0 MM Sold), Barclays Bank PLC, Morgan Stanley & Co International PLC, BNP Paribas London Branch, HSBC Bank PLC, JP Morgan Securities LLC, The Bank of New York Mellon International Limited, State Street Custodial Services Ireland Limited, Barclays Capital Inc, UBS AG London Branch, The Bank of New York Mellon London Branch, Societe Generale International Limited, Merrill Lynch International, Barclays Capital Securities Limited, State Street Bank and Trust Company, BOFA Securities Inc, Merrill Lynch Pierce Fenner & Smith Incorporated, Affiliated Managers Group PTY Ltd, Mitsubishi Corporation Asset Management Ltd, Barclays Bank PLC, Morgan Stanley & Co International PLC, BNP Paribas London Branch, JP Morgan Securities LLC, Barclays Capital Inc, UBS AG London Branch, Societe Generale International Limited, Barclays Capital Securites Limited, Merrill Lynch International, BOFA Securities Inc, Merrill Lynch Pierce Fenner & Smith Incorporated. If a user or application submits more than 10 requests per second, further requests from the IP address(es) may be limited for a brief period. * ****** ********* **** ************* ****** ******* ***** **** **** ***. Capula Tail Risk Master Fund Limited is one of the larger private funds with 14 billion in assets. The first 80% of this book is devoted to how trees develop, military strategy and economic thought. On average, their value has fallen by 6.3% for the year-to-date through July, and they lost money in four of the previous five years, per data fromeVestmentcited by the Journal. How do I update this listing? The employer identification number (EIN) for Capula Tail Risk Fund Ltd is 980651233. You can also sign up for email updates on the SEC open data program, including best practices that make it more efficient to download data, and SEC.gov enhancements that may impact scripted downloading processes. WebRECOMMENDATIONS: Any Aksia recommendationor opinion containedin these materials is a statement of opinion providedin good faith by Aksia and based upon information which Aksia reasonably believes to be true. Related Persons Relationship: Executive Officer X Director Promoter WebCAPULA TAIL RISK MASTER FUND LIMITED (LEI# 29C7VLB4JHJG5S6I8Q07) is a legal entity registered with Business Entity Data B.V.. We give you the access and tools to invest like a Wall Street money manager at a Main Street price. 4a""!":\CDDhDDDD}(]/K]*uU\G*Z~w!5a^B%%~sk~?.9s Buying the dips is a phrase that refers to purchasing an asset following a decline in price. The offers that appear in this table are from partnerships from which Investopedia receives compensation. {"search": "/search", "clicked": "/clicked", "portfolio_add": "/portfolio-add", "portfolio_remove": "/portfolio-remove", "portfolio_create": "/portfolio-create", "portfolio_activate": "/portfolio-activate", "portfolio_delete": "/portfolio-delete", "portfolio_rename": "/portfolio-rename", "portfolio_color": "/portfolio-color", "home_filter": "/home-filter", "htmlspeed": "/htmlspeed", "add_tag_firm": "/add-tag-firm", "add_tag_click": "/add-tag-click", "copy_aum": "/copy-aum", "stripe_checkout": "/stripe-checkout", "update_card": "/update-card"}, {"uid": 51985855, "pid": -1, "pid_a": [], "name": "", "email": "", "blacklist_f": false, "paywall_f": false, "paywall_n": 0, "random_n": 0}, Capula Investment Management Asia Limited, Capula Investment Management Singapore PTE Ltd, 2010-10-01 All rights reserved. Tail risk is portfolio risk that arises when the possibility that an investment will move more than three standard deviations from the mean is greater than what is shown by a normal distribution. WebCapula Tail Risk Master Fund Limited: EMR Capital Advisors PTY Ltd: EMR Capital Co-Investment VI LP: 42.0: EMR Capital Co-Investment V LP: 18.8: EMR Capital Resources Fund III LP: 118.4: EMR Capital Co-Investment III LP: 44.7: Aslan House Capital LLP: Aslan House Master Fund Limited: 294.3: xref However,Unigestion continues to utilize various hedging strategies such asput optionsand currency trades. Black swan funds, designed to hedge against major market declines, have suffered huge losses as the stock market has soared since the financial crisis,the Wall Street Journal reports. EIN for We reserve the right to block IP addresses that submit excessive requests. Role in Investing and Why It's Famous, Black Swan in the Stock Market: What Is It, With Examples and History, October Effect: Definition, Examples, Statistical Evidence, Understanding Tail Risk and the Odds of Portfolio Losses, Black Monday: Definition in Stocks, What Caused It, and Losses. It targets superior returns in times of liquidity and systemic crises while minimising downside and cost of carry during normal market conditions. DpAvH6-Z7&>L~q[_Lgul)oqzUn #7"_/z_k]}nIZ_Y]R4nJ-Kh5}WTa0!B"#^QvT`bM\vk7^m|$ Indeed, after hitting peak performance in September 2011, these funds have fallenby about55%, according to data fromCBOEEurekahedgereported by the Journal. The address is PO Box 309, Ugland It targets superior returns in times of liquidity and systemic crises while minimising WebCapula Tail Risk Master Fund Limited. For more information, please see the SECs Web Site Privacy and Security Policy. Current guidelines limit users to a total of no more than 10 requests per second, regardless of the number of machines used to submit requests. Please declare your traffic by updating your user agent to include company specific information. Also, concerns about the nuclear threat from North Korea, Hurricane Harvey and other storms helped push down stocks sharply this week. ********** ** **** ********* ****** ** *********, Eurekahedge Asia Pacific Asset Weighted Index - USD, Eurekahedge Multi-Factor Risk Premia Index, *** ***** ******* ****** ***** ******** **** ** ***, *** ***** ******* ****** ***** ******** **** ***. Investopedia does not include all offers available in the marketplace. Performance prior to January 2011 is available upon request. UniversaInvestments LP is a black swan fund that posted returns of over 100% during thefinancial crisisin 2008, the Journal says. Y0A \.?A4=?N:_Y"NDDZVpP@?KAG| 7SBKT}),_cM|&'t"~@?pLWNDw#=kp_ }/nok[_6kZkom}i&VKn]0 b(!b8+qL!;}Sm4A/&p0j!"%^"":`` `DDDDDF""Tc(1)6 `A+c4h.PGQ20ff(" d",q5_O__DHcE%N|M'4MpU=x^`zo ~zm{_`48?P'l>NB1q 77K_my={Sv7R|$kiX`bdLExAa2. `4wf/ rJce%4As>+vg ($3.3 BB Sold). email address below and choose 'Submit'. Da1Nxa~ 40LAaDDDDPY4,Yc%# |o;OL/H}zXh=O6_6Fi ,[aETk'OkoxB!8"*h:i~\d `&B#lhf(D)?'8o%n/F(!?aZ?DZ%DvmNnK93dPgPg(32pAmAKDxw0dM\E72e%8'.#>d^| AMM:^nJH6 47oUi^6\UMu}H92-wt.|7;~nzn_!SSuzI77 MK!aOZZO[|[7^-%^z According to the firm, the fund invests in a range of instruments primarily in G7 markets. This website is designed for display in modern browsers. Put $10,000 in the S&P 500 ETF and Wait 20 Years. 1001 and 1030). The Edgefolio Platform Sign up today for free to access accurate and Capula Tail Risk Fund LTD is based out of Grand Cayman. Help Centre WebMark Spitznagel is a former partner to Nassim Taleb and runs Universa, one of the largest tail risk hedge funds in the world. WebMasaki Okada; Firm: Capula Investment Management LLP: Address: Capula Defensive Equity Fund Ltd Ugland House Grand Cayman, E9 KY-1104: Source WebThe Capula Tail Risk Fund invests in a range of instruments primarily in G7 markets. Capula Investment Management Llp (Crd# 163364), Capula Global Relative Value Master Fund Limited, Capula Japan Equity Tail Risk Master Fund Limited, Blue Sky Digital Outdoor Advertising Fund Fund Data, Sarasin Ie Global Equity Opportunities (Usd) Fund Data, Themelios Ventures Ii-A, L.P. Fund Data. HH,*QutQ0Psrq*T0r@ This supposed market anomaly, however, has little in the way of data to support it. For example, the $2.4 billion Capula Tail Risk fund was off 9.4 percent on August 24. Founded by CIO and Managing Partner Yan Huo in 2005, Capula is based in London with affiliated entities in Greenwich, CT; New York; Hong Kong; Singapore; and Tokyo. oibHcF!/a|Z= This website uses cookies to improve your experience. The Tail Risk Fund is based on the macro capula global relative value master fund limited: hedge fund: no: $243,381,980,000: 4: ss&c fund services (cayman) ltd. ernst & young ltd. 2: capula tactical macro master fund limited: capula tail risk fund ltd - class c usd - hfm: hedge fund: abcdefg: $00,000,000: 0.0% dec 2018: 2: WebCapula Japan Equity Tail Risk Master Fund Limited is a hedge fund operated by Capula Investment Management Llp and has approximately $157.3 million in assets. 0000000016 00000 n g1waa0T Hk@b"#"! ******* ****** **** *** ****** ******* *** ********** ****** ******* ************* ************* ************* ****** u?:HfB>w&qD0H '7kAV:8@4K8yK( dk}.Hv\DpH:M#I\*+'_8>>f+}S].M90oG{ WmIom/yy.jzKaaMjM_6*+Q m U?Zkb8kTxh-yN3[\}vEC!Q1 [iZ)zZ+6B`gO'%wl5EeaxKg$Y0@wYfq["e3omI*mN&!`:C`G}VTmkY!%QhSd "\ ~o& a~%'RG)}";I"x*a &.@Y )$xEs\[R]G9i}Whj:lzOz&}4we 6. What Is Wall Street? The Fund is actively traded in the proprietary trading style and can be categorised as defensive macro. The firm last filed a Form D notice of exempt offering of securities on 2022-10-14. 4e#fs"@.y,/.nd-=Z,d}J*xy~YB.C[hJJANZ!h!HQ/qVkl Also known astail riskfunds,black swanfunds seek to reap enormous profits from a sharp, severe downward move in the markets. support@edgefolio.com, Privacy Policy While Black swan funds'performance has lagged during an eight-year bull market of dramatic stock gains, equities areshowing signs of age. The Capula fund gained 11% in 2011, lost 14% in 2012, and fell in three of the next four years, per the Journal. WebAt the Finance Committee meeting in April, staff and Aksia will recommend that PSERS invest $250 million in the Capula Tail Risk Fund Limited (TRF), Class C shares. GRAND CAYMAN, E9 Moreover, key equity market indicators such as the S&P 500 have set one record after record after beginning an upward climbin early 2009, while a bull run in bonds continues unabated. This This compensation may impact how and where listings appear. 0000001997 00000 n ** ****** **** *** ****** ******* *** ********** ****** ******* ****, ******* ****** **** *** ************* *** ********** ****** ******* ***** *** ***** ******** ** *** *********** ** ****** Once the rate of requests has dropped below the threshold for 10 minutes, the user may resume accessing content on SEC.gov. For each tail risk strategy, we estimate the fixed allocation, that when combined with an equity portfolio, reduces tail %PDF-1.6 % Fund incepted March 2010. WebThe fund is actively traded in the proprietary trading style and can be categorised as defensive macro. The verification email has been sent again, ***** ******** ***** ** ******* **** ****** ***** ******** ***** ** ******* **** ****** *************** ***** 6 of the Most Shocking Stock Increases and Falls. The Capula Tail Risk Fund invests in a range of instruments primarily in G7 markets. For security purposes, and to ensure that the public service remains available to users, this government computer system employs programs to monitor network traffic to identify unauthorized attempts to upload or change information or to otherwise cause damage, including attempts to deny service to users. If you are a financial advisor or mutual fund investor and have questions about your account or a mutual fund product, please visit AMGFunds.com. Calculation Guide WebCapula Tail Risk Fund LTD is based out of Grand Cayman. The $3.7 billion Tail Risk Fund from Capula Investment Management, another London-based hedge fund giant with over $10 billion in total assets under management, is down 6.7% this year, per an investor letter obtained by the Journal. Thank you for your interest in the U.S. Securities and Exchange Commission. The $3.7 billion Tail Risk Fund from Capula Investment Management, another London-based hedge fund giant with over $10 billion in total assets under WebCAPULA TAIL RISK MASTER FUND LIMITED address: PO Box 309, Ugland House, South Church Street, George Town, KY1-1104, KY Entity Overview Registration Authority Entity Legal Form Legal Form Code OSBR LEI Registration Entity Relationship Reporting Exceptions Office Location Entities in the same location Entities in the same postal code What Are the Biggest Hedge Funds in the World? WebCapula Tail Risk Fund Ltd Jurisdiction of Incorporation/Organization CAYMAN ISLANDS Year of Incorporation/Organization X Over Five Years Ago Within Last Five Years (Specify Year) Yet to Be Formed 2. -- CAPULA INVESTMENT MANAGEMENT SINGAPORE PTE. The fund invests in a range of instruments primarily in G7 markets. Management owns just 1 percent of the fund. London, W1J 8AE The Journal went on to mention several black swan funds that either are floundering, or that have been shut down. The Dai-ichi Life Insurance Company, Limited: Daishi Hokuetsu Bank, Ltd: Development Bank of For best practices on efficiently downloading information from SEC.gov, including the latest EDGAR filings, visit sec.gov/developer. Meanwhile, theCBOEVolatility Index (VIX), commonly usedas an indicator of uncertainty and fear among investors,fell to its lowest intraday level ever in July and remains near historic lows. Sign-up 86 10 The $2bn Capula tail risk fund, the worlds largest so-called black swan trader, had lost 14 per cent by November. He notes that going through long periods of losses during calm or rising markets tests the patience of fund managers and investors alike, but that patience should be rewarded when the nextBlack Mondayhappens. WebFund Information Advanced Search Document Library Fund Notices and Announcements New Funds RSS Feeds -/0/01 Capula Tail Risk Master Fund Limited P Dis : Last WebThe Capula Tail Risk Fund invests in a range of instruments primarily in G7 markets. trailer This fund aims to deliver strong return in times of crisis while paying close attention to the cost of carry in times of market calm.? 0000005345 00000 n This SEC practice is designed to limit excessive automated searches on SEC.gov and is not intended or expected to impact individuals browsing the SEC.gov website. Typically investors, including some tail risk hedge funds, have bought inexpensively priced, long-dated put options, giving them the right to sell a security in the future. Such positions are well out of the money and substantially discount the current market price. WebCapula Tail Risk Fund was launched on March 1 2010.? The Man Group, a London-based alternative investment management business, has seen its AHL Tail Protect Fund lose 45% of its value since it 2009 launch, according to Man Group data reported by the Journal. COPYRIGHT 2023 EUREKAHEDGE PTE LTD. *The fund performance and information recorded on this page is for illustration purposes only and will differ from the actual fund profile. It targets positive returns in times of liquidity and systemic crises while minimising downside and cost of carry during normal market conditions.
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