Wall Street

Logica Capital July 2022 Commentary

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ValueWalk

Logica Capital commentary for the month ended July 31, 2022. SummaryMarket indices charged upward with vigor while VIX/Implied Volatility were decimated in July. We have seen much of the same behavior as the rest of 2022: long volatility holders are punished on market rallies, and relative to historical precedent, not rewarded on declines. Logica Capital’s Commentary & Portfolio Return AttributionThere weren’t many surprises this month in our attribution, with S&P Puts heavily detracting and Calls providing the up capture. We continued to see our Sector & Single Stock Calls underperform just a…

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