The Story
This Japanese asset management firm wanted to improve its key metrics and launch a new investment product. Chesamel worked with the business to boost these metrics using an AI-powered research environment.
Impact
Metrics were improved across drawdowns with increased annual returns from 6% to 13%, and enhanced risk management capabilities. The business achieved a 25% magnitude of drawdowns, down from 32%, and a 0.9 shape ratio, up from 0.4.
Methodology
Chesamel implemented a cloud-based research environment using macroeconomic and fundamental stock data, with an AI-powered hierarchical portfolio clustering technique to improve risk representation.
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