Family Offices

Solution

• JMI team worked closely with the family office and external advisor to gather all the transaction data of the investment vehicle and was frequently involved in bookkeeping for the accounting process
• Coordinated with the management of portfolio companies to get a comprehensive set of valuation reports across all its investments quarterly
• JMI consolidated partnership and portfolio accounting through one general ledger for an integrated financial picture while offering the flexibility to provide reports by individual entity, asset, investment, geography and other parameters
• Assisted the Client in NAV calculation quarterly for accounting and reporting to their regulatory authority

Solution

• JMI team first gathered the client’s accounting records for their diverse range of assets and put each into an analogous format, making them all comparable, and then integrated the data into JMI’s proprietary digital platform for our client to get insights on their asset performance across geographies
• The digital dashboard displayed the summary of the client’s assets performance, assets, and liabilities. It also provided the ability to track these assets in relation to income and expense findings, thus providing a clear representation of their profitability at any given time
• JMI team identified that their investments in the real estate assets in the European region were underperforming benchmarked to its index from the last eight months
• By taking all qualitative and quantitative data and adding in advanced technology, the client had access to a comprehensive, insightful, and intuitive turnkey solution that returned control to them

Solution

• JMI team assessed the client’s portfolio and evaluated risk across underlying assets, e.g. stocks, futures, currency, commodities and indices to build a replicating portfolio.
• Under consideration of the client’s models for possible movements of the underlying asset prices, the team simulated a large number of scenarios consisting of potential price paths.
• Using these scenarios, JMI team calculated the portfolio’s overall VaR as a percentile of the portfolio’s Monte Carlo risk distribution.
• Calculated the correlation between the different asset classes, Sharpe ratio and risk metrics to provide insights on portfolio performance.
• Monitoring the model and reporting real time, end of the day VaR on 95% and 99% fallouts to the client’s risk manager regularly.
• Computed Asset Allocation on weekly basis as per given asset allocation mandate given by family office.

Solution

• JMI conducts weekly portfolio monitoring for the company, encompassing rating metrics, valuation multiples, and cash flows analysis.
• For research purposes, JMI leverages prominent financial platforms such as Bloomberg, Zacks, Seeking Alpha, and Investors Business Daily.
• JMI creates a weekly stock screener to identify potential buy opportunities compared to the benchmark of the SPY US and DVY US Index.
• JMI develops a 'Buy Watchlist' to monitor potential investment opportunities closely. This watchlist serves as a tracking mechanism for identifying stocks with potential for purchase, ensuring that they are actively monitored and evaluated for inclusion in the portfolio.