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AIP has developed tools for the daily monitoring of the accounts, the risks on CTA and portfolio level and a daily NAV estimate.
In cooperation with a third party provider detailed breakdown of sektor and risk constributions are available.
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AIP is monitoring the CTA's risk management activity on account level.
The adherece of CTA's risk levels and the occurerence of style drifts are observed.
CTA's can be closed out of the portfolio or leveraged down.
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Allocations must be rebalanced on regular basis. For some CTA styles it's wise to skim gains from time to time.
Based on the dominant market regimes a fine tuning of the weighting of each CTA style is done.
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