Funds

UNIVERSE SELECTION AND FILTERING

Customization of the universe according to the specific needs.

Application of initial filters to arrive at a final universe.

RELATIVE ANALYSIS

Quantitative analysis focusing predominantly on the fund’s relative statistics.

Qualitative focus on the investment process and broader due diligence.

SELECTION AND MONITORING

In this phase, a final decision is taken and the monitoring process begins.

Within Alternative Investments, we have partnered with Sussex Partners, specialized in the selection of alternative strategies, who guides us in the research and selection of valuable managers.

OUR HOLISTIC APPROACH

QUANTITATIVE

Statistical Analysis:
An evaluation of a set of risk/reward measures, including Sharpe or Information Ratio.

Consistency of Excess Returns:
Has the excess return been consistent over time? Or is it a one-off?

Performance Momentum:
An analysis of the trend of the recent performance.