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Runestone Capital

Best Quantitative Long/Short Absolute Return Fund: Runestone Capital Fund


The Runestone Capital Fund is a systematic absolute return fund that aims to generate in excess of 20 percent net annual returns over a cycle, regardless of market conditions. The strategy aims to profit from capturing movements in volatility primarily related to the Chicago Board Options Exchange Market Volatility Index, (VIX) futures. The fund went live in May 2015 after being back tested from 2006 and it lowest rolling 12 month return in the live period has been 10.1%. The strategy has shown uncorrelated returns to the S&P 500, US Treasuries and the VIX (volatility) itself.