OPTICS Portfolio Construction and Risk Management System: Ermitage Group

- Hedge Funds Review editorial
- 26 Nov 2009

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Ermitage created its portfolio construction and risk management system - OPTICS - on the back of its view that the old fund of hedge funds model is broken. This is illustrated, says the group, by the events of 2008 when many fund of hedge funds "showed an inability to protect capital and few could claim to have provided any sort of effective diversification".

Ermitage contends that in chasing top performance, too many fund of hedge funds simply packed their portfolios with the top performing

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