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Multi-Manager / Fund-of-Funds
HedgeFacts is designed for funds that allocate capital to multiple advisors and proprietary traders. HedgeFacts puts both advisor/trader specific and fund/firm aggregate information at your fingertips for all aspects of your business including returns, risk, positions, fees, and exposure.
Moreover, HedgeFacts is uniquely suited to the needs of asset allocators, multi-strategy firms, and fund of funds since it is highly scalable and supports multiple clearing arrangements across a variety of asset classes. For example, HedgeFacts can easily support and provide a full front to back straight through processing solution for a firm with 5 clearing relationships, 30 advisors, and 3 different funds (or any combination thereof). Thousands of daily trades or open positions are no issue.
Capabilities for Multi-Manager Funds
- Multi-layer fee tracking with the ability to accrue advisor, fund, and investor level management and incentive fees
- Intra-day updates of P&L and risk for funds or advisors
- Advisor or fund risk statistics such as historical VaR, covariance VaR, Monte Carlo VaR, and position and sector risk decomposition
- Ability to view Margin Exposure and VaR as a historical time series
- Ability to aggregate positions, exposure, and risk across the entire portfolio of managers and to provide transparency to external investors
- Full general ledger and financial statements including trial balance, income statement, balance sheet, general journal, as well as data to support compilation of reports such as the Schedule of Investments and Disclosure of Derivatives Instruments and Hedging Activities
- Numerous daily and monthly performance reports including daily NAV statements, 13-Column reports, and fund advisor P&L and one page summaries
- Custom portfolio design to create portfolios which HedgeFacts automatically tracks and for which users can generate a statistical analysis
- Red Flag analysis automatically identifies and sends exception reports regarding managers who lose a user-defined amount of capital or have positions in the portfolio exceeding a specified threshold of risk
- Attribution of profit and loss for each sector and position across the entire fund or for any advisor in the fund