Logica Capital April 2020 Commentary: Apparently VIX Fell Victim to CoV-19

Jacob Wolinsky

Published onMay 8, 2020

Logica Capital commentary for the month ended April 30, 2020.

Table of Contents

Q1 2020 hedge fund letters, conferences and more

Logica Absolute Return - Up/Down Convexity - No Correlation

Logica Tail Risk - Max Downside Convexity - Negative Correlation

April 2020 Performance

Logica Absolute Return +0.63%
Logica Tail Risk -0.72%
S&P 500 +12.70%
VIX -29.39 pts

Year To Date Performance

Logica Absolute Return +21.61%
Logica Tail Risk +27.76%
S&P 500 -9.22%

"See the thing is, you guys look at me and see the backwards hat, the gray socks, the funky outfit and you say, "Now this guy's a chump"... what you don't realize is it ain't easy, it's hard work making something this pretty look like a chump." - Billy Hoyle, White Men Can't Jump (1992)

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Jacob Wolinsky

Jacob Wolinsky is the ex-Founder of Valuewalk.com (founded 2011, sold 2023). He is founder of HedgeFundAlpha (formerly ValueWalk Premium), a hedge fund focused intelligence service for institutional investors. Prior to founding Valuewalk, Jacob worked as an equity analyst covering small caps, a micro-cap analyst, doing member development a large hedge fund community and freelance financial writing. Jacob lives with his wife and five kids in Passaic NJ. - Email: jacob(at)hedgefundalpha.com. For confidential inquires email me for my Signal id. Other methods of secure communication are also available. FD: I almost exclusively avoid the purchase of equities to avoid conflict of interest and any insider information. I only purchase broad-based ETFs and mutual funds. I will disclsoe if I have a stake in any company, but in general avoid

Logica Capital April 2020 Commentary: Apparently VIX Fell Victim to CoV-19

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