Capula Tail Risk Fund

Limited S EUR

Fund Investment Objectives

The Capula Tail Risk Fund invests in a range of instruments primarily in G7 markets. It targets superior returns in times of liquidity and systemic crises while minimising downside during normal market conditions. Fund incepted March 2010. Performance prior to January 2011 is available upon request. AUM reflects the aggregate of the various share classes and is denominated in USD.