Epstein Secrets

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.6% 77.8% VIX %Range 68.7% 30.8% 50.2% 25.0% 24.7% 37.7% 42.1% 22.8% 135.3% 127.3% 62.2% 54.1% 327.6% Data source: Bloomberg L.P. and Harvest Volatility Management, LLC I. aliallaatelsom asmiela el Sea 2. W Cse law resemie el sway VIM re saaOrd " Aorta kn. mast ♦RYa y✓MO'f a Earl -reviews. Ora ea* "ash

2007 2009 2011 2013 2015 2017 Data source: Bloomberg L.P. and Harvest Volatility Management, LW The s

rn 20 r, 10 o -3.0 -20 ri,g -3o ?I -40 1995 1997 1999 2001 2003 2005 2007 2009 2011 2013 2015 2017 Data source: Bloomberg L.P. and Harvest Volatility Management, LW The strategy seeks to monetize the positive spread of implied versus realized volatility in US broad-based index option markets f92=1 , I I