Choose between a volatility cap, volatility target, or left tail trigger
Access to tools that seek to manage risk through a dynamic and disciplined process
Investment drawdowns can derail portfolio growth. Risk mitigation tools are a crucial weapon in every investment professional’s armoury, particularly for those engaged in outcome-oriented investing.
SYSTEMATIC VOLATILITY MANAGEMENT
Customizable framework and tools to manage risk in your portfolio
Risk Strategy
Dynamic or Static Approach
Choose between a static (constant over time) or dynamic trigger (changing with conditions over time).
Category of Volatility Measurement
Determine which measurement of volatility and what look back horizon is appropriate
Type of Risk Model
Utilize risk model that is most appropriate
Additional Custom Rules
e.g. implement volatility management when forecasted risk is above 12% annualized daily standard deviation
Select Implementation Instruments and Constraints
e.g. S&P Futures and maximum 50% derivatives shorts only