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STRATEGY

Jirisan’s global macro, all weather framework seeks to harvest risk premia in global bonds, equities, and FX with a focus on capital preservation. Dynamic allocation across diverse risk exposures provides a measure of protection against market calamities in any single country or asset class. When the market provides inadequate compensation for a given level and type of risk, that risk is removed from the portfolio. Systematic aversion to badly compensated risks is intended to cut the potential for significant, sustained draw downs.

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KEEP GAINS, LIMIT LOSSES

Climbing a mountain takes longer than falling off. Such asymmetry also exists in the financial markets. A security that loses half its value must now double just to get back to the original price. Since long term investing means making steady gains and keeping them, we take risk exposures that offer fair compensation and retreat from them otherwise. This “safe hands” approach contrasts with that of traditional active investment managers. To beat benchmarks, the majority of active investment managers have a perennial “risk on” stance, which can ultimately result in the evaporation of gains that took years to accumulate.

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OARS AND SAILS

In navigating the turbulent waters of international finance, most asset managers are configured for either rowing (i.e. security/sector selection within an asset class) or sailing (i.e. allocating across asset classes). Jirisan believes in being prepared with both approaches: determine wind direction, set sail accordingly, and use oars to help steer and avoid rocky shoals. Markets offer many ways to make (or lose) money. Practitioners who limit themselves to a single method of analysis or a single asset class may suffer long periods of underperformance.

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MULTIPLE RISK PREMIA & MODES OF ANALYSIS

In farming, planting different crops in different seasons replenishes soil nutrients and deters pests. Crop yields and yield consistency both rise dramatically. “Crop rotation” appears to work in investment management too. Jirisan recognizes that no single asset class, investment style, or analytical method works across all time horizons. Our multifaceted approach to analysis is rooted in cross-asset domain knowledge and intellectual curiosity. Jirisan’s strategies adapt continuously to shifting risk regimes and changing seasons.

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