Investment Philosophy

Risk Management Through Capital Allocation – Hirtle Callaghan uses active asset class shifts to control risk.  Industry research shows, that strategic decisions have the greatest impact on portfolio performance.  The difference between the best and worst performing entities is how investment strategies are employed and periodically shifting capital to reduce risk based on valuation.

“True alpha” manager selection and retention analysis – This proprietary analysis allows us to dig deeper into a manager’s portfolio.  We are able to strip away all market and systematic factors in order to determine whether the manager is producing “excess return” based upon their security selection capabilities, or just plain luck. 

Programmed Alternatives – Our size allows us to amortize significant alternatives expertise without the additional layered fees generally associated with funds of funds.  These Hedge Funds and Private Equity vehicles (not products) provide qualifying clients with additional diversification in their investment programs at no additional cost to them (i.e. we do not charge a fund of funds fee).

Customization – We consider all aspects of your situation (Financial Risk, Operating Risk, Constituency Risk) in building an investment program that is uniquely appropriate given your specific circumstances.

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