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Showing 161 - 168 of 168 results for "VIX"

De-stressing the stress test

BENJAMIN ONG  |  THURSDAY, 7 MAY 2009
... unknown. Wall Street is happy. US equities have recouped all their 2009 losses and rose to a four-month high last night. The VIX index - or fear index - has fallen to 32.5 overnight, underscoring the reduction in uncertainty. This is the lowest level ...

The good news in good news

BENJAMIN ONG  |  TUESDAY, 14 APR 2009
... six months. Consumer demand is growing and investment in fixed assets has increased rapidly. And in case you missed it, the VIX index - or what the market refers to as the fear index - ended last week's trading session at 36.4 the lowest level since ...

Pengana wins $50m Auscoal mandate

RUTH LIEW  |  TUESDAY, 9 DEC 2008
... volatility fund is managed by US-based volatility expert Al Wilkinson, who is well known as the founder of the Volatility - or VIX - Index. "After extensive due diligence Auscoal Super chose to invest in the Pengana Global Volatility Fund for a number ...

Pengana Global Volatility gains 24pc

MICHELLE BALTAZAR  |  MONDAY, 10 NOV 2008
... 24 per cent gain in the nine months to August. The fund, managed by Al Wilkinson, the man widely credited for creating the VIX (Volatility Index), has been in top form month-on-month since the Global Volatility strategy was launched in Australia last ...

Volatility hits 5-year high

ALEX DUNNIN  |  THURSDAY, 10 APR 2008
... latest VanMac hedge funds state of play newsletter. "Volatility increased in markets with the bellwether S&P 500 volatility (VIX) index at 26 per cent, a level not seen since 2002. Volatility managers, who would be expected to prosper, have actually ...

Pengana wins $150m QIC mandate

MICHAEL HOBBS  |  TUESDAY, 13 NOV 2007
... institutional investors and their clients. The Global Volatility fund invests in the Chicago Board Options Exchange Volatility Index (VIX) or "fear index" measuring expected volatility in the US S&P 500 index. Nick Griffiths, chief investment officer ...

Living in a volatile world: Pengana

ALEX DUNNIN  |  WEDNESDAY, 26 SEP 2007
... Volatility Fund works by investing in the "fear index", otherwise known as the Chicago Board Options Exchange Volatility Index (VIX) that is a measure of expected volatility of S&P 500 index options over the next 30 days. Wilkinson said they also expect ...

Pengana launches global volatility fund

... Options Exchange (CBOE) who joined Pengana in March this year. He helped develop the US Fear Index or the CBOE Volatility Index (VIX), which gauged the implied 30-day volatility of S&P 500 index options. Wilkinson will manage the fund's underlying strategy. ...