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vola·tili·ty (-tl-t)

1. A statistical measure of the tendency of a market or security to rise or fall sharply within a period of time.

2. A variable in option pricing formulas that denotes the extent to which the return of the underlying asset will fluctuate between now and the expiration of the option.

Fund History

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Joerger Financial Mangement, Inc. is the investment advisor to JCM Investment Fund LP and has been implementing the trading strategy for individual accounts on a continuous basis since November 2000.   JCM Investment Fund LP was created in December 2005.

Performance information and the Offering Memorandum for JCM Investment Fund LP are available to accredited investors.  If you are interested in obtaining more information about the Fund, please contact us.

S&P 500 Volatility Arbitrage Strategy - JCM Investment Fund LP

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JCM Investment Fund LP is a single-strategy fund focused on trading broad-based market volatility through S&P 500 index options.  The strategy is a short-term trading program that capitalizes on the difference between implied market volatility (as expressed by out-of-the-money index option premiums) and actual market volatility.  The core objectives of the strategy are to deliver realized returns on a monthly basis, low correlation to the equity markets, and tax efficiency.

JCM Investment Fund LP is a limited partnership organized under the laws of the State of California.   The Partnership will privately offer and sell interests in the Partnership to qualified investors and will restrict transferability of the Interests.

 

The assets of JCM Investment Fund LP will be actively managed and the capital accounts of persons who purchase the Interests are subject to an asset-based management fee and a incentive-based allocation.  JCM Investment Fund LP is not registered under the Investment Company Act of 1940 and therefore may not have more than 99 eligible investors pursuant to the exemption contained in Section 3(c)(1) of such Act.  Investors who purchase Interests will become limited partners of JCM Investment Fund LP