Management of Financial Assets

Preserving institutional wealth through measured risk

Discretionary and advisory mandates built on risk-adjusted return models, Value-at-Risk governance and genuine diversification across liquid and alternative assets.

Investment Framework

Risk-adjusted return models

Portfolio construction begins with the risk budget, not the return target. We optimise for Sharpe and Sortino ratios within explicit drawdown and liquidity constraints set by each mandate.

Return Modelling

Multi-factor expected-return estimates blended with scenario analysis across rate, inflation and credit-spread regimes.

Value-at-Risk Governance

Daily 99% one-day parametric and historical VaR, complemented by stressed VaR and Expected Shortfall (CVaR).

Drawdown Controls

Hard limits on peak-to-trough drawdown trigger systematic de-risking and Investment Committee review.

VaR Mitigation

How we contain tail risk

Correlation-aware diversification

Asset weights are stressed against crisis-period correlations (2008, 2020, 2022) rather than long-run averages, which systematically understate co-movement.

Dynamic hedging overlays

Index puts, CDS index protection and currency forwards reduce portfolio VaR when volatility regimes shift.

Liquidity-tiered allocation

At least 25% of each mandate is held in instruments redeemable within five business days to meet obligations without forced selling.

Independent risk oversight

The Chief Risk Officer reports directly to the Board Risk Committee, independent of portfolio management.

Alternative Asset Allocation

Illustrative balanced institutional mandate (% of NAV)

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Performance

Illustrative mandate metrics

Anonymised composite data for representative mandates, net of fees, in USD. Past performance is not indicative of future results.

Mandate Profile	5Y Ann. Return	Volatility	Sharpe	Max Drawdown	99% 1-day VaR
Capital Preservation	3.4%	3.1%	0.96	-4.2%	0.38%
Conservative Income	4.8%	4.9%	0.89	-7.1%	0.61%
Balanced Institutional	6.3%	7.2%	0.82	-11.4%	0.94%
Growth & Real Assets	8.1%	10.6%	0.74	-16.8%	1.37%
Private Credit Sleeve	7.6%	4.4%	1.45	-5.3%	0.52%

Wealth Preservation

Institutional preservation mechanisms

Segregated Custody

Client assets held in segregated accounts at Swiss and EU custodian banks, bankruptcy-remote from First Horizon.

Real Asset Anchoring

Inflation-linked exposure through infrastructure, core real estate and physical gold held in Swiss vaults.

Multi-Generational Structuring

Coordination with trustees and foundations on governance, succession and distribution policy.

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