Personalized Strategy Development
We translate your policy and objectives into a portfolio blueprint. Clear risk, liquidity, and fee budgets. No house list.
Open-architecture portfolio design, manager selection, and governance
Built by allocators. We partner with your team to design, select, and govern alternative allocations across hedge funds, liquid alternatives and QIS.
Want to use absolute-return strategies but unsure where to start?
How do we build a strategy we can explain and defend?
What due diligence meets internal and regulatory requirements?
How do we manage liquidity, fees, and downside risk?
What returns are realistic—and what drives them?
Experience Meets Technology: Tailored Hedge Fund Solutions
Allocator expertise meets modern tooling. We combine deep manager research with Ensemble for analytics, benchmarking, and documentation you can take to the Investment Committee.
- In-depth research and comparative manager analysis
- Portfolios designed for your constraints and goals
- Human judgment, backed by data and process
Stay on Top of Your Investments
We don’t just place managers—we govern them. Continuous monitoring links performance to risk, factors, and market context so actions are timely and defensible.
- Ongoing oversight with triggers and playbooks
- Attribution by source of risk and return
- Liquidity and fee budgets tracked over time
Clarity, Confidence, and Control
No surprises. We document decisions, evidence, and outcomes—Governance. Everything is explainable to boards, auditors, and stakeholders.
- Transparent, IC-ready reporting that shows our working
- Direct access to senior allocators
- Simple dashboards via Ensemble
Read our blog
Emerging Markets Beyond Macro: Why the Opportunity Set Now Extends to Equity Long/Short and other hedge fund strategies
This note builds on our earlier post, Why EM Macro has Outperformed in 2025. That piece argued that EM macro was the right place to take risk in 2025: the dollar had stopped being an automatic headwind, EM real yields were high, balance ...
12 min read
When Cash Yields Matter: How Allocators Should Benchmark Hedge Funds
Short-dated cash is no longer a rounding error. The right question is not "what is the standard hedge fund benchmark?" — there isn't one. The right question is: what role does this sleeve play in the portfolio, and what hurdle proves it is ...
8 min read
Sizing Macro in Institutional Portfolios: What Problem Are You Solving?
A 1% macro allocation cannot hedge a portfolio. It can decorate one. Yet that is approximately where most institutional macro sleeves sit — large enough to appear on the asset allocation chart, too small to change outcomes in the scenarios ...
14 min read