Capula launches tail risk strategy
Thu Jul 1, 2010
Yan Huo's first new fund since inception made a perfectly-timed entrance into the market's growing volatility.
Capula Investment Management, a London-based fixed income firm headed by Yan Huo, recently launched the Capula Tail Risk Fund, its first new product since the firm rolled out its flagship fund in 2005.
The new fund, which launched in March, is already running assets of more than $400 million, and is up 8.57% in its dollar-denominated share class after its first three months of trading. This follows a gain of 5.2% during the volatile market conditions in May.
The firm’s flagship Capula...
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