🏦Delta Neutral Vaults
Sharp Labs' Delta Neutral Vault will be split into 🛳️senior and 🚀junior tranches to attract investors with different risk appetites. Risk On Vault is the Junior Tranche, and Risk Off Vault is the Senior Tranche.
Delta Neutral Vault
Tranche
Junior (Risk-On Vault)
Senior (Risk-Off Vault)
USDC Flagship
USDC Flagship
Lock-up Period
2 epochs (2 days)
2 epochs (2 days)
Projected APY
15-30%
5-12%
Maximum Drawdown
< 0.5%
0
Sharpe Ratio
10+
∞ Infinite
Description
GMX liquidity provider with delta hedging, impermanent loss hedging and HFT.
Backed 1-to-1 by GLP token, GLP is a basket of blue chip tokens e.g. USDC, BTC, ETH. See GLP composition
Chain
Arbitrum
Arbitrum
Last updated