Founded
2005
AMG Affiliate Since
2016
Investment Discipline
Capula Investment Management LLP is a global fixed income specialist firm managing absolute return, enhanced fixed income, volatility and tail risk strategies, focusing on developing innovative investment strategies that exhibit low correlation to traditional equity and fixed income markets.
The Firm
Founded by CIO and Managing Partner Yan Huo in 2005, Capula is based in London with affiliated entities in Tokyo, Hong Kong, and Greenwich.
Investment Strategies
- Relative Value
- Tail Risk
- Volatility
- Index + Alpha
Assets Under Management
| ■ Relative Value | 57% |
| ■ Tail Risk | 23% |
| ■ Volatility | 3% |
| ■ Index + Alpha | 17% |
Percentages may not sum to 100% due to rounding; approximate breakdown subject to change.