36 south - volatility hedge fund

36 South were established in 2001 and specialise in finding cheap convexity, principally in long-dated options, across all asset classes. Our global volatility strategies are designed to perform well in most market environments, but substantially outperform in periods of extreme market movement and volatility.
 
The current offering includes the Kohinoor, the flagship absolute return strategy which has been trading since January 2002, as well as the specific tail risk protection funds; the Black Eyrar, a deflationary events protection strategy, and the Cullinan, an inflationary events protection strategy.

Fund performance
For further performance information, please go to the Fund information page.

  Since inception annualised Track record Description Risk
Kohinoor Series Strategy 10.36%* 12.3 years Absolute return/long volatility Low / Middle
Kohinoor Core Fund -11.89% (Cumulative) 3.1 years Absolute return/long volatility High
The 36 South Cullinan Fund -24.94% (Cumulative) 3.1 years Tail risk: Inflationary events High
The 36 South Black Eyrar Fund -27.62% (Cumulative) 1.5 years Tail risk: Deflationary events High
Cullinan SPC (Closed Feb 11) -4.23% 21 months Tail risk: Inflationary events High
Regent Fund SPC (Closed Feb 11) 46.85% 3.4 years Gold High
Dresden Green Fund SPC (Closed Feb 11) 4.10% 4.4 years JPY volatility Low
Black Swan Fund SPC (Closed May 09) 96.30% 1.4 years Tail risk: Deflationary events High
Regent Fund (Closed March 08) 42.84% 4.2 years Gold High

Source: 36 South Capital Advisors LLP. Past performance is not necessarily indicative of future results.


Kohinoor Strategy awards

 

WINNER

WINNER

FINALIST

FINALIST

FINALIST

WINNER

2011 New Fund of
the Year - Relative
Value & Macro
New Hedge Fund of the
Year
Best Convertible
Arbitrage / Volatility HF

2010 Best Specialist
Fund
2011 Best New Fund

2009 Australian HF of
the Year

2009 Best Emerging
Manager

Best Options Strategies
HF
(April 2008 to March
2009)

* This is a combination of three track records. From strategy inception in January 2002, Kohinoor Series One Fund's NZD fund returns have been converted to USD, and adjusted for a different fee structure and tax payments. Although the Kohinoor Series One Performance is based on actual results, due to these adjustments, the results are considered hypothetical and as such, the following disclaimer is provided: These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown. From August 2005, Kohinoor Series Two Fund was a USD fund. These returns have not been adjusted. From March 2011 Kohinoor Series Three Fund returns reflect returns to a USD investor. Please see Regulatory page for full disclaimer.