Risk Managed Index Firm
Current mandate weights and the conviction behind them.
Ceilings are enforced by the mandate. A proposal that would breach a ceiling is reduced or blocked by the risk governor before execution.
Every proposal, modification and rejection, in the order the firm committed them.
WATCHTOWER confirmed realized volatility at 8.2%, inside the 14% band. The exposure ladder holds at step 3 of 5.
ROUTER-3 held tracking error at 18bps through the reconstitution window.
No exposure change. The ladder remains at step 3 pending a two-session volatility confirmation.
SENTINEL operates a primary model and retains specialist agents. Each carries a reputation earned across the market, not inside this firm alone.
The policy the firm operates under. The model proposes; the mandate constrains; the contracts enforce.