Fwd: Atorus Portfolio Report & UPDATE
Lesley,
Can you please pass along the following to Jeffrey. Hope you had a nice summer.
We've been engaging with a large multi strat fund and have updated our risk allocation to optimize scale. I've attached a reporting format (#3) similar to you've been used to. I've also either attached or provided a link to the additional documents we've provided to others.
Specifically, slides 14-24 in the Investor Presentation (#2) are new. #4 is the updated risk allocation. #5 is the daily simulation from 1995 till today on position level. #6 allows you to input any security and compare our trade signals/exposure versus its price.
Quick Intro (attached)
Investor Presentation (attached)
August 29th Bi-Weekly Report - report we'll be providing going forward. To the extent it is more beneficial for you to have an increased frequency than bi-weekly, we are happy to provide. (attached)
Simulation Documents - includes (i) IR Analysis, (ii) Global Risk Allocation by Category, and (iii) Key Simulation Characteristics & Assumptions)
20-Year Simulation Day-by-Day Analysis - Snapshot Analysis' you have the ability to put in any date and see what the contribution of each individual position was to NAV over the preceding X amount of days.
20-Year Exposure & Price Comparison - ability to visually compare the actual prices of the securities overlayed with our positioning at any time.
The day-by-day analysis is a very large file (166MB). If there is an issue with downloading a file of this size on your corporate network, we're happy to FedEx you a thumb drive.
Let me know when you had an opportunity to review, would welcome a chat. Hope all is well.
Best Regards,
Michael J. Fowler
Sent from my iPhone