Multi-manager Models

One of the main challenges for multi-manager, fund-of-fund and managed accounts is to measure the risk of the overall portfolio. This task is usually hindered by the inability or impracticality of incorporating the holdings of the component funds, either because managers are reluctant to disclose their holdings of because of practical impediments to timely data transmission.

R-Squared has developed a technique to overcome this hurdle, giving you reliable, relevant and accurate risk estimation and decomposition by fund exposure and factor exposure in the absence of full transparency of the underlying funds.