The Fund is a global macro/volatility hybrid strategy, which aims to achieve 60% to 100% returns per annum with commensurate risk over a long-term investment period. It is designed to perform well in all market environments as the Fund Managers have developed an edge in identifying mis-valued options whilst maintaining a mix of bullish and bearish positions. The Fund invests up to 95% in options and is a more concentrated version of the highly successful Kohinoor Series' Fund. The portfolio provides diversified exposure to niche investment opportunities in the options/swaptions markets screening the global universe of volatility assets. The Fund offers: Innovative options strategies seeking asymmetric opportunities in the long end of the volatility curve; Dedicated absolute basis trading ideas benefiting from both volatility and directional moves; Superior risk adjusted returns with low correlation to traditional and alternative assets; Liquidity and a robust risk management methodology. The Fund uses options and swaptions to implement its trading ideas. It buys and holds a diversified portfolio of long-dated, out-of-the-money puts and calls globally, on commodities, equities, interest rates and currencies. AUM reflects the aggregate of the various share classes and is denominated in USD.