Advanced Analytics

We provide both performance-based and risk-based assessment of hedge funds, funds of funds, and managed accounts. Our analytics are intended to be actionable.

Our performance-based analytics takes a systematic approach to picking out managers most likely to outperform on a relative and absolute basis.

Our risk-based assessment employs standard Monte Carlo and Sharpe momentum studies as well as comprehensive factor analysis across 170 market indices.

Advanced analytics in combination with painstaking review of daily and monthly trades has allowed us to uncover excessive short-term trading, unsustainable performance, and implied leverage in excess of stated leverage.