Aurora Patrimoine
Aurora Patrimoine is a multi-asset actively managed certificate (AMC) designed to deliver strong risk-adjusted returns across economic cycles.
Inspired by Ray Dalio’s All-Weather Strategy, it optimizes diversification, risk-parity, and dynamic asset allocation to enhance stability and performance while maintaining liquidity and transparency.
Risk-Parity: How Does It Work?
Traditional portfolios typically allocate 60% or more to equities.
Equities are historically 3-4 times more volatile than bonds.
Then, while a 60/40 portfolio appears diversified, nearly 90% of the risk is actually concentrated in equities.
Risk Parity is an asset allocation strategy that balances the risk contribution of each asset in the portfolio.
Risk Parity Portfolio is better positioned to deliver consistent returns with reduced volatility, thus maximizing the diffusion ratio.
The Performance Engine
Enhanced Risk-Parity through Exponential Averaging to Smooth Volatility
Comprehensive Analysis of Asset Volatility and Correlations
We conduct an in-depth analysis of each asset's volatility and how assets correlate with one another through analysis of the options market.
Calculation of Risk Contributions
We determine how much risk each asset contributes to the overall portfolio. Understanding the sources of portfolio risk allow us to make informed allocation decisions.
Strategic Reallocation of Asset Weights
Using advanced optimization techniques, we adjust the weights of each asset to equalize their risk contributions.
Historical Performance
