Logica Capital November 2020 Commentary: Get Shorty
Logica Capital commentary for the month ended November 2020, discussing inflation breakevens. Q3 2020 hedge fund letters, conferences and more Logica Absolute Return \- Up/Down Convexity - No Correlation Logica Tail Risk \- Max Downside Convexity - Negative Correlation November 2020 Performance* Logica Absolute Return -2.1% Logica Tail Risk -3.1% S&P 500 +10.9% VIX -17.45 pts Year To Date Performance* Logica Absolute Return +14.5% Logica Tail Risk +15.8% S&P 500 +13.7% Returns are Gross of fees to illustrate strategy performance.*** Logica Absolute Return Fund, LP returned -2.17% (net) for Nov...