Private Banking and Family Office Asset Management Investment process Selection
Quantitative analysis (of numerical performance and risk data), is paired with qualitative analysis of procedures, management team organisation and compliance.
Quantitve analysis
- Performance statistics, including annual returns - Annualised monthly volatility and performance stability - Maximum drawdown - Length of recovery - Sterling ratio - Trackingn error - Fund alpha versus indices - Comparison with competitors (analysis by quatile, decile etc.)
Quantitve analysis - Fund manager's performance history, experience and training - Investment company's organisation and overall staff quality - Management company's financial stability - Investment process and portfolio constraction - Process discipline - Size of funds under management and potential liquidity constraints
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