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When evaluating manager and portfolio risk, we currently use both qualitative and quantitative means to evaluate managers, and statistical analysis to ensure liquidity and diversification of our portfolios.
explore risk |
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At Chess Capital our objective is to provide excellent returns to investors in strong markets while still providing downside protection
in deteriorating markets. By successfully selecting funds with low
correlations to one another, Chess Capital creates portfolios of hedge
funds that exhibit low volatility characteristics. Over the last five
years the volatility of our global multi-strategy portfolio has been
4.5%, significantly lower than the JP Morgan Global Government
Bond Index's volatility of 7%.
Chess Capital's performance objectives by market environment are
as follows:
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Upward trending markets: 15% to 20% |
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Stable sideways markets: 10% to 15% |
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Unstable negative markets: 0% to 10%
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Volatility of returns for all market conditions 5% to 9% |
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