METHODOLOGY
Risk cannot simply be defined by realized performance measures such as volatility. Unrealized risk also needs to be taken into account. To overcome this challenge, we collaborate with some of the most established institutional investors around the world to incorporate qualitative criteria into the selection process.
The scoring methodology incorporates a set of qualitative criteria covering the investment process, risk management framework and depth of research team, as well as a set of quantitative performance measures including annualized returns, volatility and maximum drawdown.
Fund of fund allocators may only participate in the judging process for the single manager categories.
The judges review manager profiles on the Allocator portal and independently assign a score from 1 to 10 in each of the qualitative assessment areas for each fund. Average scores for the qualitative and quantitative sets of criteria are then calculated and combined in equal measure to reach the total score. This total score determines the winner in each category.
The scoring methodology incorporates a set of qualitative criteria covering the investment process, risk management framework and depth of research team, as well as a set of quantitative performance measures including annualized returns, volatility and maximum drawdown.
Fund of fund allocators may only participate in the judging process for the single manager categories.
The judges review manager profiles on the Allocator portal and independently assign a score from 1 to 10 in each of the qualitative assessment areas for each fund. Average scores for the qualitative and quantitative sets of criteria are then calculated and combined in equal measure to reach the total score. This total score determines the winner in each category.
