Mass. Hedge Fund Launches Volatility Strategy

Jul 7 2008 | 2:47pm ET

Duxbury, Mass.-based Bay Hill Capital Management has launched a volatility multi-strategy fund. 

The specialized hedge fund, which launched on July 1, will pursue three volatility sub-strategies:  arbitrage, dispersion, and relative value, and will maintain a diversified portfolio, trading mainly in listed equity options.
 
The $25 million Cayman master-feeder fund was launched after the firm ran the strategy in managed accounts for a year. 

The fund charges a management fee of 2% and a performance fee of 20%. The minimum investment requirement is $1 million.


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