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Strategos

Strategy Dashboard

Total AUM

+2.5%

$2.4B

+ 45M this month

Active Strategies

+3

28

Across 12 managers

MTD Returns

-0.8%

12.4%

vs 10.2% benchmark

Cash Position

+5.2%

$320M

13.3% of AUM

Top Performing Strategies

Strategy Name Fund Manager Capital Allocated Current Value P/L Return %
Global Macro Sarah Chen 25M 48M +$23M +18.4%
Long/Short Equity Michael Ross $200M $232M +$32M +16.0%
Event Driven Lisa Wang 50M 71M +$21M +14.0%

Recent Activities

Capital Allocation Increased

Global Macro strategy received additional $25M

2h ago

New Strategy Added

Systematic Trading strategy launched

5h ago

Position Closed

Event Driven strategy reduced exposure

1d ago

Strategy Portfolios

Global Macro

Sarah Chen

Active
Capital Allocated 25M
Current Value 48M
P/L +$23M (+18.4%)
Risk Score

Long/Short Equity

Michael Ross

Active
Capital Allocated $200M
Current Value $232M
P/L +$32M (+16.0%)
Risk Score

Event Driven

Lisa Wang

Active
Capital Allocated 50M
Current Value 71M
P/L +$21M (+14.0%)
Risk Score

Systematic Trading

David Kumar

Pending
Capital Allocated $75M
Current Value $78M
P/L +$3M (+4.0%)
Risk Score

Performance Metrics

Total Return

+16.8%

vs +12.4% Benchmark

Sharpe Ratio

1.85

Above Target (1.5)

Max Drawdown

-8.2%

Within Risk Limits

Alpha Generated

4.4%

Excess Returns

Strategy Performance Breakdown

Strategy MTD QTD YTD Volatility Beta
Global Macro +2.8% +8.4% +18.4% 12.5% 0.85
Long/Short Equity -1.2% +6.2% +16.0% 15.8% 1.12
Event Driven +1.5% +5.8% +14.0% 9.2% 0.76

Risk Distribution

Market Risk 45%
Credit Risk 30%
Operational Risk 25%

Value at Risk (VaR)

1-Day VaR (95%) 2.5M
1-Day VaR (99%) 8.2M
10-Day VaR (95%) $39.5M
Based on historical simulation using 252 trading days

Fund Manager Directory

SC

Sarah Chen

Global Macro Strategy

AUM .2B
YTD Return +18.4%
Track Record 8 years
MR

Michael Ross

Long/Short Equity

AUM $850M
YTD Return +16.0%
Track Record 12 years
LW

Lisa Wang

Event Driven

AUM $620M
YTD Return +14.0%
Track Record 6 years

Strategy Analytics

Strategy Allocation

Global Macro
35%
Long/Short Equity
28%
Event Driven
22%
Systematic Trading
15%

Strategy Risk/Return Profile

High Return High Risk
Long/Short Equity Risk Score: 8.5
Global Macro Risk Score: 7.2
Moderate Return Moderate Risk
Event Driven Risk Score: 6.4
Systematic Trading Risk Score: 5.8

Strategy Performance Details

Strategy Win Rate Avg. Hold Period Sharpe Ratio Information Ratio Max Drawdown
Global Macro 68% 45 days 1.85 0.92 -8.2%
Long/Short Equity 62% 28 days 1.62 0.85 -12.5%
Event Driven 71% 60 days 1.45 0.78 -6.8%

Capital Allocation

Total Capital

$2.4B

+ 25M this month

Allocated Capital

$2.08B

86.7% of total

Available Capital

$320M

13.3% of total

Pending Allocation

$75M

3.1% of total

Current Allocations

Strategy Manager Allocated Current Value Target % Current % Difference
Global Macro Sarah Chen $800M $948M 35% 39.5% +4.5%
Long/Short Equity Michael Ross $650M $672M 28% 28.5% +0.5%
Event Driven Lisa Wang $500M $460M 22% 19.2% -2.8%

Rebalancing Recommendations

Global Macro Overweight
+4.5% above target

Consider reducing allocation by 08M to meet target weight

Event Driven Underweight
-2.8% below target

Consider increasing allocation by $67M to meet target weight

Investment Reports

Performance Reports

12 reports

Detailed analysis of strategy performance and returns

Risk Reports

8 reports

Risk metrics and exposure analysis

Allocation Reports

6 reports

Capital allocation and portfolio structure

Recent Reports

Report Name Type Generated By Date Actions
Monthly Performance Summary
Performance System 2024-02-01
Risk Analysis Report
Risk Sarah Chen 2024-01-28

Scheduled Reports

Weekly Performance Report

Every Monday at 9:00 AM

Monthly Risk Analysis

First day of each month

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