Risk Management
Our Company
Philosophy
Investment Process
Risk Management
 

 

Derivatives
Employed for portfolio insurance and to mitigate risks for individual securities with potentially negative upcoming events thereby smoothing out the return profile and lowering the standard deviation of returns.

Quantitative Framework
Used to detect deteriorating trends in a timely manner.

Strategy Combination
+ Effect diversification
+ Enhance alpha generating capacity
+ Smooth out return profile on an annualized basis

Stress & VAR Tests

Diversification
Minimum 30 – 40 securities, reduce volatility.

Weighting Restrictions
Maximum 5% for an individual large cap security, 10% with using options.

 
   
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Optimize Asset Management Inc. 15 Toronto Street, Suite 602 Toronto Ontario Canada M5C 2E3
Tel:1 (647) 436-6132