It’s All Relative
Analytics and risk framework to benchmark alternative assets
Separating the wheat from the chaff starts for evaluating alternative assets starts with building a robust framework that inclues relavant benchmarks. Risk anlaytics, such as max drawdown, correlation, alpha, and downside risk, are key risk metrics to consider as well as the appropriate asset weights to arrive at the target alternative asset portfolio.
Start From the Ground Up With Asset and Market Indices’ Returns to Build a Robust Framework
Disclaimer: Investments In Alternative Assets Have Elements Of Risk Different From Or Greater Than Those Associated With Other Investments, Including Illiquidity, Lack Of Transparency, And Significant Volatility. The Higher Degree Of Risk Makes Investments In Alternative Assets Suitable Only For Investors Who (A) Have A Continuing Level Of Annual Income And A Substantial Net Worth, (B) Can Afford To Bear Those Risks And (C) Have No Need For Liquidity From Those Investments. The Results Of Investments In Alternative Assets May Vary Widely Based On The Classes Of Assets Chosen, The Risks Posed By Each, Cross- Collateralization Of All Investments Made, And Factors Beyond Forecast Or Control, Including Changing Market Conditions, Adverse Political Developments, And Force Majeure. Modgile Consulting Consults On Investment Risk Management. No Investment Is Without Risk.