RSR Capital’s multi-strategy vol/arb fund gains traction


Singapore-based RSR Capital is generating a significant buzz in the investor circles with its rather unique multi-strategy vol/arbitrage fund, the Caerus Arbitrage Asia Fund, launched mid last year.

As of end of February, the fund is up 7.95% (since trading started in mid August 2010) and AUM has reached $42 million. Investors are seeing it as a good defensive bet and commitments already in place are expected to take up AUM to $100 million soon. The fund will be capped at $400-500 million.

Started by four derivatives veterans who have known each other since their Tokyo days, the