In-depth knowledge of volatility

About

Mint Tower Capital, established in 2010, is an Amsterdam based investment adviser to the Mint Tower Arbitrage Fund and specialized in volatility arbitrage with a long volatility bias. Via a quantitative approach and a qualitative overlay, the fast majority of the fund investments are liquid exchange cleared instruments in volatility strategies that span equities, credit and convertible bonds globally. The applied combined strategies provide consistent, uncorrelated, risk-adjusted returns throughout the economic cycle while decreasing the overall risk profile of the broader institutional portfolio.

"Mint Tower Capital Management aims for positive returns in both rising and declining markets, and has been achieving this since November 2010"

Performance

Mint Tower Arbitrage Fund USD (net returns),
ISIN NL0011946215

Our Results

Since the start in 2010, the Mint Tower Arbitrage Fund has achieved a positive return every year. This was also the case when the stock markets were struggling, as in 2011, 2018 and 2020.

 

The annual net return is 7.11%, with a sharpe ratio of 1.81 and a volatility of 3.92

CONTACT

INVESTOR RELATIONS

Head of Investor Relations
Bart Bijmolen
020-7977616
Investor Relations
Raphael Prins
020-7977635
Investor Relations
Jeroen Bakker
020-7977636
Investor Relations
Dejan Markovic
020-7977626