Steve Ruoff

I've built and managed multi-asset and portable alpha portfolios for institutional investors, including Fortune 5 pension funds, insurers, and endowments. My work spans asset allocation, manager due diligence, portfolio construction, and alternatives investing. At Duration Capital, I founded an investment advisory focused on manager due diligence and portable alpha strategies. I manage a multi-asset portfolio blending strategic beta with capital-efficient futures overlays that returned 16% annualized with a 1.5 Sharpe ratio and low market correlation. I built the full research-to-trading lifecycle for futures overlays, from alpha discovery, signal design, and backtesting through dynamic sizing and live risk frameworks. My absolute-return fund delivered 11% annualized returns and earned Best Hedge Fund in Global Interest Rate Alpha in 2018 and 2019, while two funds I managed achieved 5-Star Morningstar rankings in 2024 and 2025. Previously, I founded Dix Hills Partners, a $2B asset manager, and led AIG's $2B General Account multi-asset alternatives portfolio. Across market crises, I have focused on resilient, uncorrelated return streams, supported by quantitative research, Python, AI/LLM tools, and rigorous factor and risk analysis.