EDEKT’s main objective is to provide reliable information to its customers regarding investment performance. Information supplied follow International Investment Performance Standards (GIPS) according to which returns are calculated at least on a monthly basis per manager and per investment category.

In this context, the Company implements a measurement process that ensures the accuracy and consistency of the data used, while also providing return attribution for the most effective evaluation of investments and managers. Investment returns and return attribution are analyzed on a monthly basis at the meeting of the Investment Committee, while all managers make presentations on the results of their management at least twice a year.

In the context of risk management, EDEKT has developed detailed risk management policies that focus on investment, regulatory and operational risks. The monitoring and management of the various risks is the responsibility of the Risk Management Committee. Regarding portfolio risk management, EDEKT has developed a dynamic multi-factor risk model adjusted to global markets. The risk model is used to manage investment risk in the portfolio creation phase and risk budgeting in managed portfolios with the aim of

  • Controlling and assessing market risk
  • Risk control of the portfolio of external managers
  • Providing risk and return attribution

The risk management system estimates all the basic risk measures such as volatility, tracking error, Value at Risk and its marginal contribution, not only for the total portfolio, but also per investment category and per manager.

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