Absolute Return Strategies Presentation slide image

Absolute Return Strategies Presentation

Monthly Analysis: Portfolio Attribution Cliffwater conducts attribution analyses of client performance against client benchmarks, the Cliffwater Model Portfolio, and other Cliffwater client portfolios - Total value added/lost; impact of manager selection and strategy allocation We also disaggregate client performance into alpha and beta components - Evaluate Information Ratio, Beta, and Convexity Sample Client Portfolio Convexity Analysis Global Stock Return -8% -6% -4% 8% 6% 4% -2% -4% -6% -8% Monthly Hedge Fund Return 1.50% Sample Client Portfolio Attribution Analysis Sample Client 1-Year Attribution Vs. Cliffwater Model Portfolio -Asset Allocation 1.00% -Manager Selection Total Value Added 0.50% 4% 6% 8% 0.00% Sample Client Hedge Fund Portfolio. -0.50% HFRI Fund of Funds Composite Index -1.00% Apr-16 May-16 Jun-16 Jul-16 Aug-16 Sep-16 Oct-16 Nov-16 Dec-16 Jan-17 Feb-17 Mar-17 Apr-17 The charts shown above are provided for illustrative purposes only. The charts are intended to show examples of the types of performance analysis Cliffwater can conduct. CLIFFWATER LIC | 35
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