Performance profile: Volatility lifts Capstone

Mon Sep 29, 2008

In an environment that has sent many hedge fund firms over the edge, Capstone Investment Advisors is profiting from the huge dislocations.

The $1 billion Capstone Volatility Master fund, which was launched in August 2007, is up 6.58% this year through August, after having finished last year with a five-month gain of 19.44%. The strategy uses quantitative models to identify investment opportunities in equities, fixed income and...

ISSN: 2151-1845 / CDC10004H


The full contents of this article are available to active AR subscribers and trialists only.

To continue reading please,
take a free trialsubscribe or log in to AR.


Subscribers have unlimited access to all current and archive content. Start your subscription today - click on the button below.

Subscribe now

Popular Searches on HFI