Risk Management

Strict Compliance
We adopt a policy of strict segregation of duties. An operation team, independent of the Investment Team, is assigned to monitor, analyze and report the risk profile of the portfolio. We monitor and measure portfolio concentration risk (single position and sector allocation), VAR, leverage, portfolio standard deviation and periodically perform scenario tests, using in-house system and independent reports provided by our prime brokers.

Operational Risk Management - Independent Service Provider
We have appointed independent third parties for fund administrative, audit and brokerage functions. Investors’ assets are all held by independent custodians.