The work behind our risk engine is explained in five complementary ways across the paper.geninnov.org pages linked above.
If you are reading this, you probably care how the answer was reached, not just what it is. Good. So do we.
At GenInnov, we run a global, innovation-focused fund that fits no standard benchmark by design. Global funds risk management, as the industry practises it, was built for portfolios that resemble an index. Ours does not. So we did what we do with every part of our work: we thought differently.
That difference runs through everything. We think differently, so we follow the science rather than the benchmark. That shapes a different process. Rather than measure risk as distance from an index, we measure the structure inside the portfolio itself, using PCA (principal component analysis), density-based clustering, and drawdown-aware scoring, with a generative-AI layer that turns abstract PCA factor structure into decisions a portfolio manager can act on. And a different process is what gives us a different portfolio, and ultimately different results: outcomes that come from how we work, not from crowding into the same trades as everyone else.
We are proud of this work, and not shy about saying so. This is global funds risk management, done differently.
