Multi-Manager Platform Oversight Dashboard

Fund-of-Funds Operational Due Diligence & Performance Monitoring

Platform Net Sharpe
0.71
+0.03 QoQ
Avg Style Drift
2.4
+0.2 vs Target
Avg Correlation
0.28
Stable
Platform ODD Score
3.8
Low Risk
Avg Fee Load
48%
Of Gross Alpha
Diversification Ratio
2.3
+0.1 QoQ

Inter-Manager Return Correlation Matrix (24M Rolling)

Net-of-Fees Sharpe vs ODD Score

Fee Load Distribution

Alpha Decay Trends (Rolling 12M vs Inception)

Manager AUM vs Strategy Capacity

Style Drift Scores

Manager Summary Table

Manager Strategy AUM $M Vintage Net Sharpe ODD Score Fee Load % Capacity % Status
MGR-A Equity L/S 340 2019 0.89 3.2 41 67 In Mandate
MGR-B Macro Global 180 2017 0.31 4.8 67 52 Review
MGR-C Quant Equity 290 2020 1.12 2.8 39 84 At Capacity
MGR-D Credit L/S 150 2018 0.68 7.4 54 61 Watch
MGR-E Event Driven 215 2021 0.77 3.5 44 58 In Mandate
MGR-F Multi-Strat 265 2019 0.94 2.9 47 72 In Mandate
MGR-G EM Equity 128 2022 0.52 4.1 51 43 In Mandate
MGR-H Relative Value 192 2020 0.81 3.3 43 65 In Mandate