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Click on the links or thumbnails below to view the presentations. You will also receive an email containing links to download the documents. We also invite you to read about our asset management services below.
The Volatility Capture Total Return Program
Accounts managed by McMillan Asset Management are invested in our Volatility Capture strategy: an all-weather investment approach that combines the benefits of option writing with volatility-based strategies designed to protect downside risk.
Sophisticated investors have recognized the value of covered call and naked put-strategies for some time in terms of reducing portfolio volatility and improving risk-adjusted returns, particularly as compared to long only portfolios.
Through intensive research and experience, we have identified an approach to managing risk around short option strategies without cannibalizing return.
You can find more information, including performance statistics, by taking a look at our Diligence Deck (left) and Executive Summary (below) documents below. To have a representative contact you via email or phone, fill out our contact form.
The first Executive Summary represents the firm's traditional Volatility Capture strategy and includes both live and back-tested results (back-tested to demonstrate how the strategy performs over a sustained period of volatility). The second utilizes futures options, enabling retirement accounts (including IRAs) to be eligible. IRA accounts are only eligible to participate in the futures-based strategy. All results are net of fees and commissions.