Knowing how to move requires knowing where you stand
Any portfolio managed through multiple managers should be checked on
risk exposure across all managers rather than just monitoring the
risks of each separate manager. That is reflected in our client
- Forward looking; a proprietary Value-at-Risk model breaks down the
risk of a client’s portfolio across different characteristics such
as market risk, interest rate exposure, currency exposure, etc.
- Backward looking; reporting over the results of the last month, a
Performance Attribution system breaks down performance of a
portfolio to show where performance has been made and lost.