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Based on the clients overall portfolio, objectives for the specific subportfolio are defined.
A set of CTAs is selected. The portfolio is simulated based on the trackreckord of CTAs. The weighting of allocations and leverages are defined and tested.
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AIP has developed tools to measure and project volatility, return, and drawdown expectations across various frames.
Based on this the portfolio risks can be identified and intervention levels can be defined.
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A multi-manager portfolio consists of 5 to 10 managed accounts.
AIP supports the account opening process and legal setup if needed.
AIP supports the setup of tools for the monitoring of the portfolio.
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