Portfolio Construction

  • Capital is allocated as a function of various Quantitative factors while satisfying pre-set investment guidelines to ensure true diversification and proper risk budgeting
  • Qualitative overlay is taken to optimize our portfolios
Quantitative Factors Investment Guidelines Qualitative Overview
  • strategy exposure
  • expected returns
  • volatility
  • drawdowns
  • correlation
  • leverage
  • liquidity
  • length of track record
  • minimum of 6 strategies
  • minimum of 10 funds
  • assets allocated to funds with proven track records
  • outlook for individual strategies
  • evolution of investment opportunities
  • emergence of new strategies
  • current industry issues
  • geopolitical dynamics

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