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Selection Process

The methodology behind a winning investment idea.

Altamira began with a universe of thousands of eligible funds, applying a quantitative model that reduced the field to 250. These 250 funds were further analyzed using our own quantitative Select Rating System™ to arrive at a final grouping of 17 funds.

The Select Rating System™
The select rating system is a multi-stage, quantitative fund selection process designed by the Altamira Financial Engineering team of Investment Specialists.

Selection Criteria

1. Screening Process:

The funds were screened to meet specific criteria:

  • Minimum historical performance
  • Active management mandate
  • Only third-party funds in a trust structure

2. Quantitative Analysis

The funds are analyzed using a proprietary quantitative model.

  • Value added by manager performance analysis (Jensen's alpha)
  • Returns by unit of risk analysis (Treynor and Sharpe ratios)
  • The downside risk analysis
  • Other observations: holding based style consistency, correlation between funds, downside and upside capture ratios, validation of management team continuity, additional qualitative data provided by Aon Consulting.

3. Final Selection:

  • Due diligence and final selection processes approved and monitored by Aon Consulting

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