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Steve Ruoff

@steveruoff

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I build uncorrelated portable alpha and multi-asset portfolios for institutional investors.

United States

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What I'm looking for

I'm looking to lead institutional multi-asset, alternatives, or portable alpha investing, applying rigorous manager research, quantitative analysis, and portfolio construction to build resilient, uncorrelated return streams.

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.

Experience

Work history, roles, and key accomplishments

Current

Multi-Asset Portfolio Manager

Current

Duration Capital LLC

Jan 2013 - Present (13 years 8 months)

Founder of investment advisory focused on manager due diligence and portable alpha strategies. Senior Advisor to institutional allocator responsible for the complete lifecycle including manager sourcing, due diligence, strategy allocation, portfolio construction and factor analysis.

Python AI LLM Due Diligence Management Asset Allocation Portfolio Construction Factor Analysis Portable Alpha Futures

Current

Futures Overlay Portfolio Manager

Current

Duration Capital LLC

Jan 2013 - Present (13 years 8 months)

Built the complete research-to-trading lifecycle in-house: alpha discovery and signal design, backtesting and out-of-sample validation, dynamic position sizing, and a live risk framework. PM of absolute return fund with 11% annualized return and awarded Best Hedge Fund in Global Interest Rate Alpha (2018, 2019).

Python AI LLM Alpha Discovery Backtesting Risk Management Portfolio Management Futures Macro Models

Hedge Fund Portfolio Manager & Futures Overlay PM

Dix Hills Partners LLC

Jan 2001 - Dec 2013 (12 years 11 months)

Founder of $2B asset manager with Fortune 5 investor base. Led manager due diligence and strategy allocations for firm's multi-manager, multi-asset portfolios.

Due Diligence Management Asset Allocation Portfolio Management Futures Hedge Funds

Senior Portfolio Manager, Hedge Funds

AIG Global Investment Group

Jan 1993 - Dec 2000 (7 years 11 months)

Led AIG's General Account multi-asset alternatives portfolio ($2B). Responsible for the complete lifecycle including manager sourcing, investment and operational due diligence, strategy allocation, portfolio construction, performance attribution, and risk analysis.

Sourcing Manager Due Diligence Asset Allocation Portfolio Construction Performance Attribution Risk Analysis Factor Model Frameworks