Portfolio Solutions

Fund Rankings

LAIC has developed a methodology for ranking liquid alternative investment funds on a strategy by strategy basis
Five broad categories of factors are used and weighed to capture the drivers of a fund’s risk and return over time
Eighteen (18) specific measures are assigned scores and weights to determine the overall ranking of a fund within its strategy group

Download our Fund Ranking Methodology

Categories Alpha Score Beta Score Drawdown Score Risk/Return Scores Performance Score
Measures Fees Correlations 3-year maximum drawdown 3,5 and 10 year Sharp Ratios 3-year absolute return
Minimum Investment Factor Sensitivity 5-year maximum drawdown 3,5 and 10 year Sortino Ratio 5-year absolute return
Closed to New Investors Crisis Markets 2008-9 drawdown 3,5 and 10 year Information Ratio 10-year absolute return
Excess Return Over Benchmark        
Excess Return Over Markets        
Expense Ratio        

 

The result is an objective scoring system based entirely on actual performance measures which can be used to evaluate any individual fund

Goal-Oriented Portfolio

Investment management has shifted from portfolio optimization and benchmark comparison to goal-based portfolio construction
The usefulness of any fund or strategy is the extent to which it helps investors reach their investment goals
LAIC has developed a methodology for combining alternative and traditional assets in portfolios that are aimed at meeting specific goals, including capital protection, inflation protection, interest rate protection, drawdown protection, and others
The model Goal-Based portfolios are regularly updated and their performance reported to subscribers

 

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