This Options-Focused Fund Developed A New Strategy That Performs Well In Multiple Rotations

Logica Capital's Absolute Return fund returned 1.1% for February, bringing its year-to-date return to -0.1%. The fund's "Naïve Straddle" strategy with one put and one call was down 3.8% for February, dragging its return down to 2.4%.

The Logica Tail Risk fund was up 2% for February, bringing its year-to-date return to 4.3%. The fund's "Naïve Ratio Straddle with one put and 0.5 call was down 1.2% for February, bringing its year-to-date return to 12.8%.

Q4 2021 hedge fund letters, conferences and more

The HFRX Macro Index was down 0.42%, while the HFRX Equity Hedge Index was...