Opalesque Solutions

Monte Capital Theta Fund

Monte Capital Group, LLC

Company Overview

Monte Capital Group LLC, a registered investment advisor, is a 100%-employee owned firm specializing in extracting edge from the equity options market relative to its equity portfolio. The objective is to achieve equity-like returns with reduced volatility under variable market conditions.

The Fund's equity portfolio is produced from our multi-factor “quantamental” selection process which uses criteria such as return on invested capital and free cash flow.

Fund Strategy

The Fund strategy begins each investment cycle, typically expiry to expiry, by selling call options to partially offset the underlying equity portfolio.The strategy utilizes index options, and allows the Fund to capitalize on positive dispersion between its portfolio and the overall index.As the investment cycle progresses, the premium collected from the options sales may be strategically converted to long put spreads, long call spreads, and long puts.

Quick Facts

  • Directional » Equity Long/Short
Inception Date: 2012-09
Monthly Performance Data:
Jan -4.58%

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