Fund Insights

You need to know as much as you can to make the right decisions. You’ve spoken to managers and heard the pitches, but now you need to understand performance drivers, gauge risks, and evaluate future prospects. You want to know how funds might perform during periods of stress or how they might have performed historically prior to their inceptions. And it’s crucial for you to know how they’ll combine with the rest of your portfolio. Unfortunately, it’s been extraordinarily difficult to gather all of that from short and infrequently reported track records.

Until now. Our Fund Insights service investigates a return series of your choosing, using our proprietary modeling techniques to identify the factors driving its performance. We can provide you with a very deep understanding of its risks and benefits. And we can do it blindly, if you’d prefer, without knowing the name of the fund or the amount you have invested.

We perform a battery of analyses, including:

  • Return and risk attribution
  • Trend analysis
  • Alpha analysis
  • Stress testing
  • Scenario testing
  • Liquidity and risk analysis
  • Historical return simulation
  • Performance forecasting
  • Portfolio fit analysis
  • Factor-based optimization

Our service can answer critical questions for you regardless of where you are in your investment process. Use it before investing to quickly evaluate managers before committing resources to a much more expensive and time consuming physical due diligence effort. Or use it after investing to determine whether a fund continues to merit a place in your portfolio.

Portfolio Insights

We extend our Fund Insights framework, providing an objective, rigorous, and data-driven analysis of your entire hedge fund portfolio. You’ll be able to observe the underlying factor structure of each fund, identify redundancies, and design better diversified, higher reward-to-risk portfolios.

Our factor-based optimizer can help introduce material gains in portfolio efficiency by:

  • Identifying unattractive managers
  • Diversifying factor exposures
  • Harvesting risk premiums
  • Opportunistically tilting factor exposures
  • Reducing correlations with traditional asset classes

Our service consists of an initial portfolio review followed by ongoing analysis and reporting, including intra-month performance projections for each fund in the portfolio.

We require nothing more than a set of historical fund returns. Any additional information you choose to provide may prove useful, but we can conduct our analysis blindly without knowing specific details such fund names, strategies, and invested quantities.

Market Insights

We apply our Portfolio Insights platform to the broad hedge fund universe, providing daily reporting, research, and analysis for sophisticated, yet non-technical readers.

Our package includes:

  • Daily return projections and factor attributions for 30 hedge fund strategy indexes
  • Daily performance summaries for our universe of Market Factors
  • Weekly and monthly hedge fund index performance reviews
  • Fund Insights analysis of individual hedge funds, strategy indexes, and Market Factors
  • Empirical research highlighting opportunities and identifying best practices
  • Market commentary and opinion pieces

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