MADOCapital
Investment and capital management
The capital arm allocates across strategies and measures exposure and stability across market cycles, not across a single quarter.
- Trend31.5%
- Carry22.1%
- Macro18.4%
- Vol14.9%
- Stat-arb13.1%
Weighting here is by contribution to risk, not return. A small allocation can carry a large share of the risk.
What it covers
- 01
Allocation
Capital distributed across strategies by their contribution to risk, not to return alone.
- 02
Exposure measurement
Exposure computed at portfolio, sector, and instrument level at once.
- 03
Stress testing
Historical and hypothetical scenarios run before any allocation changes.
- 04
Periodic reporting
Reports that state their period, method, and limits, in comparable tabular figures.
Other arms