Runestone Capital Limited

Runestone Capital Fund

Strategy Description

Runestone Capital Fund is an absolute return fund that aims to generate returns in excess of 20% net annualized over a cycle, regardless of market conditions. The strategy buys or sells US equity index volatility on a one-day forward basis based on statistical probabilities. Runestone trades VIX related volatility instruments such as VIX futures, exchange traded notes (ETN) and options. 

General Information

NHX CategoryManaged Futures & CTA
NHX CountryNorway
Legal StructureSICAV
Fund DomicileMalta
Minimum Investment1,000,000 USD
AUM -
Highwater MarkYes
Inception DateMay 2015
Management Fee1%
Performance Fee20%

Company Information

CompanyRunestone Capital Limited
PrincipalRune Madsen
Address239 Kensington High Street
London, W8 6SN
Phone+44 207 316 3084
Emailinfo@runestonecap.com
Websitewww.runestonecap.com

Monthly Performance

  JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC Year
2017 1.28 0.10 0.68 0.90 -0.12 -0.32 0.28 0.45 0.11 1.59 -0.67 0.38 4.74
2016 0.27 1.67 15.26 2.91 7.56 0.79 2.19 2.39 -3.48 0.31 -2.10 0.26 30.35
2015 3.58 0.61 1.58 -8.77 -2.83 3.46 0.45 -6.63 -8.94
There is a substantial risk of loss in trading commodity futures, equities, options and off-exchange foreign currency products. Past performance is not indicative of future results.

Manager Bio

 

Return Statistics

Last Month 0.38
3 Month ROR 1.29
Year To Date 4.74
12 Month ROR 4.74
36 Month ROR -
Compound ROR 8.50
Winning Months (%) 75.00
Average Winning Month 2.04
Average Losing Month -3.12
Total Return 24.32

Risk Statistics

Sharpe Ratio 0.67
Sortino Ratio 1.11
Sterling Ratio 0.51
Calmar Ratio 0.61
Skewness 1.16
Kurtosis 6.45
Maximum Drawdown -13.98
Correlation vs S&P 500 0.60
Average Losing Month -3.12
Standard Deviation (monthly) 3.91
Downside Deviation 2.14

Risk/Return Chart

Monthly Returns

Performance (VAMI)

Distribution of Monthly Returns

12 Month Rolling ROR

Drawdown Report

No. Depth (%) Length (Months) Recovery (Months) Start date End date
1 -13.98 5 3 08/2015 03/2016
2 -5.21 3 0 09/2016 12/2017
3 - - - - -
4 - - - - -
5 - - - - -

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 15.26-8.770.750.450.3875.00
3 Months 27.58-9.952.240.991.2963.33
6 Months 34.55-13.755.311.522.1566.67
1 Year 31.66-1.8413.8713.234.7495.24
2 Years 36.5215.2924.6526.9436.52100.00
3 Years ------
5 Years ------

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Drawdown

Volatility (12 Months Rolling)

Time Window Analysis

1 Month3 Months6 Months1 Year2 Years3 Years
Average ROR0.380.430.350.391.31 -
% Positive100.0066.6783.3375.0079.17 -
Avg. Pos. Period0.380.990.560.642.07 -
Avg. Neg. Period - -0.67-0.67-0.37-1.34 -
Sharpe0.001.331.702.071.33 -
Sortino0.003.844.496.165.36 -
Std. Deviation0.001.130.730.653.56 -
Down. Deviation0.000.390.270.220.84 -

ALL DATA INCLUDING PERFORMANCE NUMBERS HAVE BEEN SUPPLIED BY THE RESPECITVE MANAGERS AND FUND. HEDGENORDIC IN NO WAY GUARANTEES THE ACCURACY OF THESE NUMBERS AND HAS SUPPLIED THEM TO YOU FOR INFORMATION PURPOSES ONLY. THIS DOES NOT CONSTITUTE A SOLICITATION TO BUY OR AN OFFER TO SELL. NO INVESTMENT SHOULD BE MADE WITHOUT FULLY REVIEWING THE ASSOCIATED RISK FACTORS, FEES AND CONFLICTS OF INTEREST AS OUTLINED IN EACH FUNDS S RISK DISCLOSURE DOCUMENT. THERE MAY BE FUNDS WHO HAVE CHOSEN NOT TO BE LISTED IN THE HEDGENORDIC DATABASE AND NHX THAT MAY HAVE BETTER OR WORSE PERFORMANCE THAN THOSE IN OUR DATABASE.

THE RISK OF LOSS IN INVESTING IN HEDGEFUNDS CAN BE SUBSTANTIAL. YOU SHOULD THEREFORE CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. PAST RESULTS ARE NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. TRADE ONLY WITH RISK CAPITAL. SALES RESTRICTIONS MAY APPLY IN YOUR JURISDICTION.