Selfund Capital deploys discretionary and quantitative strategies across global markets — delivering institutional-grade execution, rigorous risk discipline, and full alignment of interests for the world's most discerning allocators.
Illustrative simulation only. Not a live track record. Past simulated performance does not guarantee future results.
With central banks navigating a post-tightening cycle, capital allocation between equities, fixed income, and alternatives demands active, nimble management — not passive beta exposure.
Multi-polar macro forces — from US–China decoupling to Middle East volatility — create dislocations that disciplined discretionary managers can exploit while protecting downside.
As passive flows concentrate into a narrow set of mega-caps, dispersion opportunity in the broader market has rarely been wider — particularly in emerging and frontier markets.
Every mandate is bespoke. We combine deep fundamental research with real-time tactical execution across asset classes, geographies, and market cycles.
Top-down macro analysis combined with currency positioning across G10 and EM pairs. Exploiting central bank divergence, current account imbalances, and geopolitical catalysts.
Conviction-weighted long book underpinned by fundamental bottom-up analysis. Systematic short overlay for hedging and alpha generation across global developed and emerging markets.
Systematic, multi-factor quantitative model designed around a primary constraint of sub-20% maximum drawdown. Strong risk-adjusted returns are the natural output of that discipline.
Duration management and credit spread capture across sovereign, corporate, and structured products. Active rotation between IG and HY based on macro and technical signals.
Tactical exposure to energy, metals, and agricultural commodities. Real assets and alternative risk premia for portfolio diversification and inflation hedging.
For institutional clients with specific return, risk, liquidity, or ESG constraints. Fully bespoke portfolio construction mapped to your Investment Policy Statement and regulatory framework.
The strategy is built around a single founding constraint: preserve capital in adverse conditions. At our target volatility of 12–15% annualised, a Sharpe ratio above 3.5 implies gross returns in the range of 40–55% per annum under base case conditions. That range is a design output — not a guarantee.
Momentum, mean-reversion, volatility regime, and macro factor signals blended dynamically, with weights updated daily based on signal efficacy and correlation structure.
Volatility targeting and drawdown circuit-breakers adjust position sizing in real time. The model de-risks automatically during adverse regimes and re-engages as conditions normalise.
Signals span equities, FX, rates, and commodities. Dynamic correlation management ensures true diversification is maintained even during stress events when correlations compress.
Systematic allocation to convexity-generating instruments ensures the portfolio benefits from, rather than suffers through, extreme market dislocations.
Our minimum investment thresholds, reporting standards, and service model are calibrated exclusively for sophisticated institutional capital.
Sub-advisory and carve-out mandates for established fund managers seeking satellite alpha exposure or tactical overlays to complement core strategies.
Liability-driven investment frameworks adapted with active return enhancement. Strict liquidity, risk, and regulatory compliance aligned to your Investment Policy Statement.
UCITS and CIS-compatible portfolio management for unit trusts, mutual funds, and collective schemes requiring regulated, documented discretionary oversight.
Holistic multi-asset portfolio management for single and multi-family offices requiring institutional sophistication with the flexibility of private capital structures.
Bespoke discretionary mandates for entrepreneurs and ultra-HNW individuals with complex balance sheets, concentrated positions, or specific wealth-building objectives.
Long-horizon portfolio management for sovereign wealth reserves, university endowments, and foundation capital requiring inflation-beating returns with appropriate risk guardrails.
The strategy is designed to perform across regimes — not just in favourable conditions. Below is how the model is constructed to behave in each market environment.
From first conversation to fully deployed capital, we move efficiently without cutting corners on due diligence.
We begin by understanding your objectives, constraints, risk appetite, liquidity needs, and regulatory environment. No templates — every mandate starts from first principles.
We deliver a detailed strategy memo including universe definition, risk parameters, drawdown limits, stress test scenarios, scenario analysis, and a transparent fee structure.
Legal documentation, custodian selection, and operational setup completed efficiently. We integrate with your existing prime broker or custodian infrastructure where applicable.
Strategy deployed with real-time monitoring, full transparency reporting, and regular investment reviews. You retain oversight visibility without operational burden.
Our fee model meets institutional standards while keeping our incentives firmly aligned with your investment outcomes.
A 2% annual management fee covers portfolio operations, reporting, risk oversight, and fund administration — providing the institutional-grade infrastructure your administrator expects.
A performance fee is charged on returns above the hurdle rate, directly aligning our incentive to your upside. We grow meaningfully only when you do.
A meaningful hurdle rate ensures we only participate in returns that represent genuine outperformance — not mere beta exposure. Your capital comes first.
Specific fee terms, hurdle rates, and high-water mark provisions are disclosed in full during the investment proposal stage. Terms are tailored per mandate size and strategy.
We work with a select number of institutional partners at any given time. If you are managing capital that demands institutional-grade risk discipline and full alignment of interests, we want to hear from you.