Institutional Portfolio Management

Capital Managed
With Conviction

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.

3.8+
Target Sharpe Ratio — Risk-Adjusted Design
<20%
Maximum Drawdown Target — Across All Regimes
2%
Annual Management Fee — Institutional Standard
Connecting…
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Illustrative Simulation — Strategy vs MSCI World Benchmark
Sharpe 3.8+ Target
Selfund Strategy (Simulated)
MSCI World Benchmark

Illustrative simulation only. Not a live track record. Past simulated performance does not guarantee future results.

3.8+
Target Sharpe Ratio
<20%
Max Drawdown Target
4.0+
Target Sortino Ratio
85%+
Positive Months Target

Why Discretionary Management Matters Now

01
Rate Regime Transition

With central banks navigating a post-tightening cycle, capital allocation between equities, fixed income, and alternatives demands active, nimble management — not passive beta exposure.

02
Geopolitical Fragmentation

Multi-polar macro forces — from US–China decoupling to Middle East volatility — create dislocations that disciplined discretionary managers can exploit while protecting downside.

03
Alpha Scarcity in Passive Markets

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.

Our Approach

Strategies Built for Institutional Capital

Every mandate is bespoke. We combine deep fundamental research with real-time tactical execution across asset classes, geographies, and market cycles.

FX
Global Macro & FX

Top-down macro analysis combined with currency positioning across G10 and EM pairs. Exploiting central bank divergence, current account imbalances, and geopolitical catalysts.

EquitiesFXRatesLong/Short
EQ
Equity Long/Short

Conviction-weighted long book underpinned by fundamental bottom-up analysis. Systematic short overlay for hedging and alpha generation across global developed and emerging markets.

Global EquitiesSector RotationEM Alpha
QT
Hedge Quant Strategy

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.

SystematicMulti-FactorAll-Weather
FI
Fixed Income & Credit

Duration management and credit spread capture across sovereign, corporate, and structured products. Active rotation between IG and HY based on macro and technical signals.

DurationCredit SpreadSovereigns
CM
Commodities & Alternatives

Tactical exposure to energy, metals, and agricultural commodities. Real assets and alternative risk premia for portfolio diversification and inflation hedging.

EnergyMetalsReal Assets
TA
Tailored Mandates

For institutional clients with specific return, risk, liquidity, or ESG constraints. Fully bespoke portfolio construction mapped to your Investment Policy Statement and regulatory framework.

Custom MandateIPS-AlignedRegulatory

Hedge Quant: Asymmetric by Design

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.

3.8+
Target Sharpe Ratio
Primary design objective — return per unit of risk
<20%
Max Drawdown Target
Founding constraint across all market regimes
4.0+
Target Sortino Ratio
Downside-adjusted return efficiency
85%+
Positive Month Target
Consistency across simulated cycles
Multi-Factor Signal Generation

Momentum, mean-reversion, volatility regime, and macro factor signals blended dynamically, with weights updated daily based on signal efficacy and correlation structure.

Regime-Adaptive Risk Controls

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.

Cross-Asset Portfolio Construction

Signals span equities, FX, rates, and commodities. Dynamic correlation management ensures true diversification is maintained even during stress events when correlations compress.

Tail Risk Hedging Layer

Systematic allocation to convexity-generating instruments ensures the portfolio benefits from, rather than suffers through, extreme market dislocations.

Who We Serve

Institutional Partners, Not Retail Clients

Our minimum investment thresholds, reporting standards, and service model are calibrated exclusively for sophisticated institutional capital.

Institutional
Fund Managers & Hedge Funds

Sub-advisory and carve-out mandates for established fund managers seeking satellite alpha exposure or tactical overlays to complement core strategies.

  • Customised sub-advisory mandates
  • Strategy carve-outs and overlays
  • Full look-through transparency
  • ISDA / prime brokerage compatibility
Institutional
Pension & Insurance Funds

Liability-driven investment frameworks adapted with active return enhancement. Strict liquidity, risk, and regulatory compliance aligned to your Investment Policy Statement.

  • LDI-compatible strategy design
  • Regulatory reporting packages
  • Actuarial return assumption alignment
  • Solvency II and Basel-aware structuring
Institutional
Collective Investment Schemes

UCITS and CIS-compatible portfolio management for unit trusts, mutual funds, and collective schemes requiring regulated, documented discretionary oversight.

  • UCITS-compatible execution
  • Fund-of-funds allocation support
  • NAV-based performance attribution
  • Third-party administrator integration
Private Capital
Family Offices

Holistic multi-asset portfolio management for single and multi-family offices requiring institutional sophistication with the flexibility of private capital structures.

  • Multi-generational wealth framing
  • Alternative and private asset integration
  • Consolidated reporting across custodians
  • Tax-aware portfolio construction
Private Capital
Ultra-High Net Worth

Bespoke discretionary mandates for entrepreneurs and ultra-HNW individuals with complex balance sheets, concentrated positions, or specific wealth-building objectives.

  • Concentrated position hedging
  • Goal-oriented return targeting
  • Liquidity event investment planning
  • Structured product access
Institutional
Sovereign & Endowment Funds

Long-horizon portfolio management for sovereign wealth reserves, university endowments, and foundation capital requiring inflation-beating returns with appropriate risk guardrails.

  • Long-duration mandate design
  • Real return targeting frameworks
  • ESG integration on request
  • Governance-compliant oversight

Objectives Across All Market Conditions

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.

All figures represent strategy design objectives derived from quantitative backtesting across 2018–2024 market cycles, including COVID drawdown (2020), rate shock (2022), and recovery (2023). These are targets, not a live track record. Not a guarantee of future performance.
Bear Scenario
Equity markets down 20%+
Elevated volatility & stress
+8% to +15%
Gross Return Target
<12%
Maximum Drawdown
Capital preservation mode active
Circuit-breakers engaged, volatility targeting reduced
◆ Base Scenario — Primary Design Target
Normal volatility regime
Trending and ranging markets
40% to 55%
Gross Return Target Range
<20%
Maximum Drawdown Target
Sharpe 3.8+  |  Sortino 4.0+
Risk-adjusted return efficiency at full deployment
Bull Scenario
Strong trending markets
Low volatility, broad risk-on
55% to 70%
Gross Return Target
<20%
Maximum Drawdown
Full signal deployment
All factor signals active, momentum dominant
3.8+
Sharpe Ratio
Return above risk-free rate per unit of volatility — primary design objective
4.0+
Sortino Ratio
Downside-adjusted efficiency — most volatility is upside volatility
2.0+
Calmar Ratio
Annual return divided by max drawdown — strong capital efficiency
85%+
Positive Months
Consistency target across full simulated market cycles
2%
Management Fee
Annual fee plus performance fee above hurdle rate
Strategy design parameters are derived from quantitative backtesting across 2018–2024 market cycles, including the COVID drawdown (March 2020), the 2022 rate shock, and the 2023 recovery. Backtested results inherently carry limitations and do not constitute a live track record. All figures are objectives, not guarantees. Gross return targets are stated before management and performance fees.
How It Works

A Partnership Process Built on Transparency and Speed

From first conversation to fully deployed capital, we move efficiently without cutting corners on due diligence.

01
Initial Consultation

We begin by understanding your objectives, constraints, risk appetite, liquidity needs, and regulatory environment. No templates — every mandate starts from first principles.

02
Investment Proposal

We deliver a detailed strategy memo including universe definition, risk parameters, drawdown limits, stress test scenarios, scenario analysis, and a transparent fee structure.

03
Account Establishment

Legal documentation, custodian selection, and operational setup completed efficiently. We integrate with your existing prime broker or custodian infrastructure where applicable.

04
Active Management Begins

Strategy deployed with real-time monitoring, full transparency reporting, and regular investment reviews. You retain oversight visibility without operational burden.

Transparent Fees, Aligned Interests

Our fee model meets institutional standards while keeping our incentives firmly aligned with your investment outcomes.

2%
Annual Management Fee

A 2% annual management fee covers portfolio operations, reporting, risk oversight, and fund administration — providing the institutional-grade infrastructure your administrator expects.

Performance Fee

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.

HH
High Hurdle Rate

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.

Ready to Allocate With Conviction?

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.

Minimum Mandate
$1M+
Response Time
<48h
Availability
By Appointment