Investment Management Advisory
At Optima Wealth Partners (OWP), we apply international standard investment methodology to advise on building investment strategies suitable to the financial characteristics, goals and constraints of each business.
Investment Policy Statement (IPS)
Each enterprise is built a separate IPS, which acts as a compass for the entire investment process. IPS includes:
Strategic allocation
Risk Management
OWP applies quantitative tools and financial models to control risk effectively:
Value at Risk (VaR): Estimating potential losses in adverse market conditions.
Stress Testing & Scenario Analysis: Testing portfolio performance under extreme scenarios.
Tracking Error & Active Risk: Measuring deviations from benchmarks.
Diversification Metrics: Analyzing asset correlations to enhance portfolio diversification.
Portfolio Construction & Rebalancing
The portfolio is constructed based on the principles of Mean-Variance Optimization (MVO), aiming to maximize expected returns for an acceptable level of risk.
Periodic Rebalancing: Maintaining target allocations and controlling risk.
Transaction and Tax Optimization: Minimizing trading costs and tax implications.
Real-Time Performance Monitoring & Regular Reporting: Providing continuous oversight with transparent reporting to clients.
Performance Attribution & Reporting
OWP provides an in-depth reporting system, including:
Return Attribution: Analyzing return contributions by asset class, strategy, and investment decisions.
Benchmark Comparison: Measuring performance against key benchmarks (VN-Index, MSCI, Bloomberg Barclays, etc.).
Risk-Adjusted Metrics: Including Sharpe Ratio, Information Ratio, Sortino Ratio, and others.
ESG Reporting (if applicable): Assessing environmental, social, and governance impacts.
