Risk Management

The strategic asset allocation has the severity of achieving the average target rate of return, without violating the required risk restrictions (e.g. max. loss rate of 5 percent per year). The dynamization of the strategic asset allocation addresses precisely this issue and offers alternative solutions.

Together we set the risk targets which you have specified with optimizing the potential returns. Depending on the requested payoff profile and risk tolerance, we develop dynamic asset allocation strategies which are implemented rule-based, efficient and especially transparent. The strategies developed by MYRA Capital can both be implemented as fully integrated total mandates and overlay-mandates as well as in the context of a master fund.


Typical questions and issues in the analysis and optimization of asset allocation and risk management:

– What kind of added value does a dynamic asset allocation deliver compared to a static asset allocation? How can a dynamic strategy be efficiently implemented in practice?

– Development of an integrated investment concept (multi-asset, multi-strategy, multi-manager), so that a given target return can be achieved in the medium term, while an annual backup objective with a floor of e.g. 95% of the initial capital is maintained.

– Critical analysis and review of existing investment strategies and investment concepts and suggestions for optimization.