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
Underwriting Event-Driven: Four Buckets, Failure Modes, and What to Monitor
Over the past 15 years, roughly two-thirds of the average event-driven fund's return is explained by equity beta, credit, and commodity factor exposure. Only about a third is alpha that cannot be attributed to systematic risk premia. That ...
17 min read
The Multi-Manager Pass-Through Audit: How to Underwrite the Real Fee Load
In a full pass-through multi-strat, the average LP keeps $0.41 of every dollar of gross return. The rest goes to expenses and fees. That number — which has circulated in Barclays and BNP Paribas survey work — is not the worst-case ...
10 min read
Trapped Capital, Real Catalysts: Why Japan Sets Up Well for Activists and Event-Driven in 2026
Japan’s opportunity today isn’t “cheap stocks in a slow economy.” It’s the combination of too much idle capital and a regulatory/exchange agenda that keeps forcing the capital-allocation conversation onto the board agenda. That matters for ...
9 min read