CASE STUDY · FINANCE
Restructured portfolio delivered 22% IRR uplift
Client: Sable Wealth Partners
Asset Management
6 months
Portfolio Analysis, Risk Modelling, Rebalancing
The challenge
Sable’s flagship fund carried concentration risk and stale hedges. Recent volatility exposed exposures that historical VaR had missed.
Our approach
We rebuilt the risk model with regime-aware assumptions, ran scenario analyses across three market states, and produced an actionable rebalancing plan.
The outcome
The rebalanced portfolio outperformed the benchmark by 220 bps over the following two quarters with materially lower drawdown.
“Astoria brought clarity to a very complex balance sheet. Their models are now core to how we invest.”
— Managing Director, Sable Wealth Partners
Timeline
Weeks 1-3
Audit
Full audit of positions, hedges and historic returns.
Weeks 4-10
Modelling
Regime-aware risk model with scenario analyses across 3 market states.
Weeks 11-24
Rebalance
Executed rebalance with weekly steering meetings and outcome tracking.
Snapshots
