AGF Alternative Asset Management selects RiskData

Fofix is a portfolio construction and performance management system designed specifically for funds of hedge funds. RiskData says it enables funds of hedge funds to structure and apply a risk budgeting approach throughout the entire investment process. The system is designed to account for long-term, non-linear and extreme behaviour of hedge funds strategies.

"With Riskdata we produce and maintain a comprehensive set of value at risk reports, highlighting the contribution of each strategy and each individual hedge fund, along with our exposure to extreme market moves. We also streamline our fund selection and monitoring process, assessing the exposure of each hedge fund against an extensive set of factors," said Julien Sureau, head of quantitative research at AGF Alternative Asset Management.

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Next-generation technologies and the future of trading

At a Risk.net webinar in association with capital markets technology provider Numerix, panellists discuss the potential for increased adoption of the public cloud to boost investment performance, its impact on risk management and overcoming barriers to…

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here