EMERGING HEDGE FUND MANAGEMENT
ADVISORY SERVICES


Risk Management Proceedures and Systems

Riskon has a proven track record in developing and implementing cross product risk management procedures, policies, and systems. Measurements such as the Sharpe Ratio, maximum draw down, Delta, Gamma, and other calculations that assess portfolio sensitivity to market changes, help fund managers to maintain high risk adjusted rates of return. Another key requirement for fund managers and their investors is to be able to attribute fund performance to various market segments. For example, has it been more profitable to be invested in five year notes versus thirty year bonds or to have been invested in technology versus health care stocks? Riskon can assist in building or purchasing the appropriate performance attribution models and system to help the fund manager re-allocate assets as necessary, and assist in demonstrating the fundís superior performance. Riskon also provides services to ensure the fund is compliant with various regulatory requirements.