Managing the Managers

We strive to achieve superior returns and reduce risk of loss by managing the trading managers

  • The benefit of diversifying into many managers is well known
  • More importantly, quickly divesting from under-performing managers reduces risk and unexpected losses


 Traditionally this entails Castle Alpha Fund
  • Setting up a Fund of Funds structure
  • Administrator + Custodian expenses
  • Due Diligence on 100+ managers
  • Classifying managers by Trading Style
  • Diversification into Trading Styles
  • Monitoring any Style Change
  • Most underlying funds can only be
    switched in and out of monthly

 

  • Needs no Fund of Fund structure
  • Uses Deutsche Bank FXSelect Platform
  • Due Diligence conducted by Mercer*
  • Classifies managers by Non-Correlation
  • Risk aversion drives index recomposition
  • Monitors daily performance statistics
  • Can switch in and out of underlying
    managers on any day

 * DynexCorp conducts additional Due Diligence