Overview of ActiveAllocator Framework
Active Allocator allows you to analyze an existing portfolio and then optimize it in minutes. The result is a personalized allocation that accommodates your risk tolerance level, investment horizon, preferences for alternative investments, and tolerance for illiquidity, as well as other needs. This video highlights key elements of our Strategic Asset Allocation system.
Beyond Conventional Allocation with ActiveAllocator
ActiveAllocator helps allocating to alternative investments within affluent investor portfolios. It redefines conventional notions of asset allocation. It separates skills from market exposure to help you analyze the characteristics of your current portfolio at the active manager level. This video highlights how Active Allocator improves forecasting, helps capture illiquidity premiums and account for multiple sources of returns.
Going Beyond Modern Portfolio Theory
Modern Portfolio Theory is 60 years old. Most capital allocators simply naively extend conventional mean variance optimization techniques to alternative asset allocation. In this video, we illustrate why doing so just does not work for actively managed funds.
Solving for Illiquid Investing
The addition of illiquid investments can significantly enhance portfolio returns for given levels of risk. In this video, we illustrate how Active Allocator can be a way to help you figure out the cost and benefits of investing in illiquid assets.
A Primer on Hedge Funds
A large part of the Active Allocator functionality is to allow you to allocate to liquid alternatives, active managers and hedge funds. In this video, we talk about general concepts and introduce hedge funds.
Allocating to Hedge Fund Strategy Types
There are four major hedge fund strategy groups with over 20 sub-types. This makes asset allocation within hedge funds very complicated. In this video, we illustrate how Active Allocator can be used to properly allocate across major hedge fund strategy types.
Creating Market Directional & Hedged Exposures
In this video, we illustrate how Active Allocator can help you create both market directional, as well as hedged exposures. We also show, how you can create custom exposures.
Allocating to Credit & Market Risks
Active investing is all about making informed or speculative trades on credit risk and market risk. Their interplay, is also the foundation of many trading strategies. In this video, we illustrate how Active Allocator can be used to understand these risks, and to appropriately allocate to them.
Structuring Multi-Alpha Portfolios
At Active Allocator, we have built cutting edge models to support fund manager selection, portfolio allocation, and market exposure hedging. Our approach is closely tied to active investment management, which separates passive risk (beta) from active risk (alpha). In this video, we show you how to implement an active investment strategy.